| Cointegrated linear processes in Hilbert space BK Beare, J Seo, WK Seo Journal of Time Series Analysis 38 (6), 1010-1027, 2017 | 39 | 2017 |
| Representation of I (1) and I (2) autoregressive Hilbertian processes BK Beare, WK Seo Econometric Theory 36 (5), 773-802, 2020 | 25 | 2020 |
| Cointegrated linear processes in Bayes Hilbert space WK Seo, BK Beare Statistics & Probability Letters 147, 90-95, 2019 | 16 | 2019 |
| Cointegration and Representation of Cointegrated Autoregressive Processes in Banach Spaces WK Seo arXiv preprint arXiv:1712.08748, 2017 | 10* | 2017 |
| Inference on the dimension of the nonstationary subspace in functional time series MØ Nielsen, WK Seo, D Seong Econometric Theory 39 (3), 443-480, 2023 | 9 | 2023 |
| Tail behavior of stopped Lévy processes with Markov modulation BK Beare, WK Seo, AA Toda Econometric Theory 38 (5), 986-1013, 2022 | 7 | 2022 |
| Representation of I (1) autoregressive Hilbertian processes. ArXiv e-print BK Beare, WK Seo arXiv preprint arXiv:1701.08149, 2017 | 6 | 2017 |
| Functional principal component analysis of cointegrated functional time series WK Seo arXiv e-prints, arXiv: 2011.12781, 2020 | 4* | 2020 |
| Cointegrated density-valued linear processes WK Seo arXiv preprint arXiv:1710.07792, 2017 | 3 | 2017 |
| Functional instrumental variable regression with an application to estimating the impact of immigration on native wages D Seong, WK Seo arXiv preprint arXiv:2110.12722, 2021 | 2 | 2021 |
| Fractionally integrated curve time series with cointegration WK Seo, HL Shang arXiv preprint arXiv:2212.04071, 2022 | 1 | 2022 |
| Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator WK Seo arXiv preprint arXiv:2401.06326, 2024 | | 2024 |
| Inference on common trends in functional time series MØ Nielsen, WK Seo, D Seong arXiv preprint arXiv:2312.00590, 2023 | | 2023 |
| Fredholm inversion around a singularity: Application to autoregressive time series in Banach space WK Seo Electronic Research Archive 31 (8), 4925-4950, 2023 | | 2023 |
| Inference on the dimension of the nonstationary subspace in functional time series WK Seo, D Seong Economics Department, Queen's University Working Paper, 2020 | | 2020 |
| Tail behavior of exponentially stopped Markov-modulated Lévy processes & Geometrically stopped Markovian random growth processes and Pareto tails BK Beare, WK Seo, AA Toda | | 2018 |
| Representation Theory for Cointegrated Functional Time Series WK Seo UC San Diego, 2018 | | 2018 |
Brendan K BeareProfessor of Econometrics, University of SydneyVerified email at sydney.edu.au
