Byeongchan Seong
Social Science Research Network · 2007
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Byeongchan Seong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Massimiliano Marcellino
- Arthur P. Dempster
- Peter J. Brockwell
- Nan M. Laird
- Richard A. Davis
- Roberto S. Mariano
- Andrew S. Harvey
Papers from Byeongchan Seong's perspective
Ordered by how strongly the researchers Byeongchan Seong trusts endorse each paper. Same corpus, a different order for every researcher.
- Some Consequences of Temporal Aggregation in Empirical Analysis
- Time Series: Theory and Methods (2nd ed.).
- Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
- Time Series Analysis by State Space Methods
- Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data (Social Science Research Network)
- Temporal Aggregation and the Power of Cointegration Tests: A Monte Carlo Study
- Estimating Missing Observations in Economic Time Series
- A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series
- Inferential Theory for Factor Models of Large Dimensions
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
Their papers
- Cointegration Analysis with Mixed-Frequency Data (2007) — 68 citations