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전임교수 - 경제학과/글로벌경제학과

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관심분야

Econometrics, Machine Learning

학술지 논문

  • (2023)  Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications.  JOURNAL OF ECONOMETRICS.  235,  2
  • (2023)  NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS.  ECONOMETRIC THEORY. 
  • (2022)  Nonstationary Volatility Regressions.  계량경제학보.  33,  2
  • (2021)  Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments.  ECONOMETRIC THEORY.  37,  5
  • (2020)  Volatility regressions with fat tails.  JOURNAL OF ECONOMETRICS.  218,  2
  • (2017)  Asymptotics for recurrent diffusions with application to high frequency regression.  JOURNAL OF ECONOMETRICS.  196,  1
  • (2014)  Contests with Bilateral Delegation: Unobservable Contracts.  JOURNAL OF INSTITUTIONAL AND THEORETICAL ECONOMICS-ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT.  170,  3
  • (2010)  Local Linear Estimation of Nonparametric Cointegrating Regression.  계량경제학보.  21,  1