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stat.ME2026
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…
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…