3 papers
stat.ME2025
Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change
Kyungsik Nam, Won-Ki Seo
This paper studies a regression model with functional dependent and explanatory variables, both of which exhibit nonstationary dynamics. The model assumes that the nonstationary st…
econ.EM2025
Functional Linear Projection and Impulse Response Analysis
Won-Ki Seo, Dakyung Seong
This paper proposes econometric methods for studying how economic variables respond to function-valued shocks. Our methods are developed based on linear projection estimation of pr…
math.FA2023
Fredholm inversion around a singularity: application to autoregressive time series in Banach space
Won-Ki Seo
This paper consider inverting a holomorphic Fredholm operator pencil. Specifically, we provide necessary and sufficient conditions for the inverse of a holomorphic Fredholm operato…