Yaein Baek
Biographic Data
| ID | 8920616 |
|---|---|
| NAME | Yaein Baek |
| GIVEN NAMES | Yaein |
| FAMILY NAME | Baek |
| SIGNATURE | BAEK Y |
| AFFILIATIONS | Korea Institute for International Economic Policy, Sejong, Korea |
| ORCID | 0000-0001-5862-448X |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Estimation of a Structural Break Point in Linear Regression Models
This study proposes a point estimator of the break location for a one-time structural break in linear regression models. If the break magnitude is small, the least-squares estimator of the break date has two modes at the ends of the finite sample period, regardless of the true break location. To solve this problem, I suggest an alternative estimator based on a modification of the least-squares objective function. The modified objective function i…
No prominent works on this page.
Estimation of a Structural Break Point in Linear Regression Models
This study proposes a point estimator of the break location for a one-time structural break in linear regression models. If the break magnitude is small, the least-squares estimator of the break date has two modes at the ends of the finite sample period, regardless of the true break location. To solve this problem, I suggest an alternative estimator based on a modification of the least-squares objective function. The modified objective function i…
Applied Mathematics (1 work) · Asymptotic distribution (1 work) · Econometrics (1 work) · Estimator (1 work) · Financial Risk and Volatility Modeling (1 work) · Least-squares function approximation (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work) · Monte Carlo method (1 work)