2 citations · 3 across the 3 of their papers we have counts for
3 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…
econ.EM2020★ 2 cited
New robust inference for predictive regressions
Rustam Ibragimov, Jihyun Kim, Anton Skrobotov
We propose two robust methods for testing hypotheses on unknown parameters of predictive regression models under heterogeneous and persistent volatility as well as endogenous, pers…