Jaeho Kim
Biographic Data
| ID | 6103172 |
|---|---|
| NAME | Jaeho Kim |
| GIVEN NAMES | Jaeho |
| FAMILY NAME | Kim |
| SIGNATURE | KIM J |
| AFFILIATIONS | University of Oklahoma |
| ORCID | 0000-0003-4949-9925 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2015 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Unpacking Instagram use
Bayesian estimation of the long-run trend of the US economy
Commuting and innovation
Bayesian Inference in Regime-Switching Arma Models With Absorbing States
One goal of this article is to develop an efficient Metropolis–Hastings (MH) algorithm for estimating an ARMA model with a regime-switching mean, by designing a new efficient proposal distribution for the regime-indicator variable. Unlike the existing algorithm, our algorithm can achieve reasonably fast convergence to the posterior distribution even when the latent regime-indicator variable is highly persistent or when there exist absorbing state…
No prominent works on this page.
Bayesian Inference in Regime-Switching Arma Models With Absorbing States
One goal of this article is to develop an efficient Metropolis–Hastings (MH) algorithm for estimating an ARMA model with a regime-switching mean, by designing a new efficient proposal distribution for the regime-indicator variable. Unlike the existing algorithm, our algorithm can achieve reasonably fast convergence to the posterior distribution even when the latent regime-indicator variable is highly persistent or when there exist absorbing state…
Commuting and innovation
Bayesian estimation of the long-run trend of the US economy
Unpacking Instagram use
Economics (3 works) · Bayesian probability (2 works) · Computer Science (2 works) · Econometrics (2 works) · Mathematics (2 works) · Monetary Policy and Economic Impact (2 works) · Statistics (2 works) · Artificial Intelligence (1 work) · Aviation Industry Analysis and Trends (1 work) · Bayesian inference (1 work)