4 papers
Anthropogenic Forcing, Climate Change, and the Shape of Warming: Statistical Inference for Distributional Cointegration
Won-Ki Seo, Kyungsik Nam
Anthropogenic forcing components follow different long-run paths, while persistent temperature change can involve distributional changes beyond the mean. Scalar regressions aggrega…
Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
Won-Ki Seo
We develop dimension-reduction-free tests for the slope function in functional linear regression when the functional regressor may be endogenous or measured with error. The tests a…
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…
Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach
Kyungsik Nam, Won-Ki Seo
We estimate the temperature sensitivity of residential electricity demand during extreme temperature events using the distribution-to-scalar regression model. Rather than relying o…