1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2025
Robust Cauchy-Based Methods for Predictive Regressions
Rustam Ibragimov, Jihyun Kim, Anton Skrobotov
This paper develops robust inference methods for predictive regressions that address key challenges posed by endogenously persistent or heavy-tailed regressors, as well as persiste…
cs.LG2024★ 1 cited
An Adversarial Learning Approach to Irregular Time-Series Forecasting
Heejeong Nam, Jihyun Kim, Jimin Yeom
Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of t…