Baek, Yaein

Ph.D. : University of California San Diego (2019)
B.A. : Yonsei University (2011)
Research Area :Econometrics, Macroeconometrics, Machine Learning
Lab : GN-707
Tel : 705-8500
Email : yibaek@sogang.ac.kr
Webpage

Research

“Estimation of a Structural Break Point in Linear Regression Models,” Journal of Business & Economic Statistics, 42(1), pp. 95-108, 2024

“Forecasting in Long Horizons Using Smoothed Direct Forecast,” Journal of Forecasting, 38(4), pp. 277-292, 2019

“Testing Linearity Using Power Transforms of Regressors,” (with Jin Seo Cho and Peter C.B. Phillips) Journal of Econometrics, 187(1), pp. 376-384, 2015