Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Hanbat Jeong"'
Autor:
Hanbat Jeong, Lung-fei Lee
Publikováno v:
Journal of Econometrics. 218:82-104
In this paper, we introduce a dynamic spatial interaction econometric model. There are n forward-looking agents of whom each has a parametric linear-quadratic payoff, and they interact with their neighbors through a spatial network. Considering a Mar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7753dbaba984a5e0ff33d97c0e17c093
https://doi.org/10.1016/j.jeconom.2019.10.012
https://doi.org/10.1016/j.jeconom.2019.10.012
Autor:
In Choi, Hanbat Jeong
Publikováno v:
Journal of Applied Econometrics. 35:728-750
This paper studies performance of factor‐based forecasts using differenced and nondifferenced data. Approximate variances of forecasting errors from the two forecasts are derived and compared. It is reported that the forecast using nondifferenced d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0fb8c3d533536afa64dc6a67b77a3cdf
https://doi.org/10.1002/jae.2777
https://doi.org/10.1002/jae.2777
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9a3b3e394f51ec9fb625e5f2437e28e1
https://doi.org/10.2139/ssrn.4075702
https://doi.org/10.2139/ssrn.4075702
Autor:
Lung-fei Lee, Hanbat Jeong
Publikováno v:
Journal of Economic Dynamics and Control. 129:104186
This paper introduces a spatial panel data model describing local agents’ intertemporal decision-making with their network interactions and network evolution. Our model’s purpose is to give a tool to analyze local governments’ behaviors when th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce251a431aead7615cdc4c4954850788
https://doi.org/10.1016/j.jedc.2021.104186
https://doi.org/10.1016/j.jedc.2021.104186
Autor:
In Choi, Hanbat Jeong
This paper derives Akaike?s (1973) Akaike information criterion (AIC), Hur- vich and Tsai?s (1989) corrected AIC, the Bayesian information criterion (BIC) of Akaike (1978) and Schwarz (1978), and Hannan and Quinn?s (1979) informa- tion criterion for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::755f559b6126f3522d78d710da6fbccb
