Haeran Cho

Economics and Econometrics · 2015–2016

A researcher in the Science corpus: 3 papers; trusts 33 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 45 citations into it; #8,561 of 23,481 by trust here, #19,308 by citations
• Statistics and Probability — 34 citations into it; #5,156 of 12,932 by trust here, #9,233 by citations
• Finance — 25 citations into it
• Management Science and Operations Research — 8 citations into it
• Signal Processing — 8 citations into it; #2,020 of 7,572 by trust here, #4,900 by citations
• Artificial Intelligence — 6 citations into it; #11,124 of 35,345 by trust here, #25,040 by citations

Whom Haeran Cho trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Piotr Fryzlewicz
2. Dimitris Nicolas Politis
3. Lajos Horv'ath
4. Claudia Kirch
5. Moritz Jirak
6. M. Forni
7. Jushan Bai
8. Hernando C. Ombao
9. Farida N. Enikeeva
10. Guy P. Nason

Who trusts Haeran Cho overall

1. Mengjia Yu
2. Piotr Fryzlewicz
3. Moritz Jirak
4. Valeriy Avanesov
5. Xiaohui Chen
6. Holger Dette
7. Matteo Barigozzi
8. Nazar Buzun
9. Daren Wang
10. Dominik Wied

Papers from Haeran Cho's perspective

Ordered by how strongly the researchers Haeran Cho trusts endorse each paper. Same corpus, a different order for every researcher.

1. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
2. Generalized autoregressive conditional heteroskedasticity
3. Structural Break Estimation for Nonstationary Time Series Models
4. Mixing: Properties and Examples
5. Improved penalization for determining the number of factors in approximate factor models
6. Estimating the Dimension of a Model
7. Model selection and estimation in regression with grouped variables
8. The Generalized Dynamic-Factor Model: Identification and Estimation
9. HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES (Econometric Theory)
10. Time Series: Theory and Methods (2nd ed.).

Their papers

• Change-point detection in panel data via double CUSUM statistic (2016) — 159 citations
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (2016) — 106 citations
• Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation (2015) — 404 citations