Are all firms inefficient? S Rho, P Schmidt Journal of Productivity Analysis 43, 327-349, 2015 | 47 | 2015 |
Long memory, realized volatility and heterogeneous autoregressive models RT Baillie, F Calonaci, D Cho, S Rho Journal of Time Series Analysis 40 (4), 609-628, 2019 | 36 | 2019 |
Heteroskedasticity autocorrelation robust inference in time series regressions with missing data SH Rho, TJ Vogelsang Econometric Theory 35 (3), 601-629, 2019 | 9 | 2019 |
Time variation in the persistence of unemployment over the past century D Cho, S Rho Economics letters 182, 19-22, 2019 | 8 | 2019 |
Inference in time series models using smoothed-clustered standard errors S Rho, TJ Vogelsang Journal of econometrics 224 (1), 113-133, 2021 | 3 | 2021 |
On asymmetric volatility effects in currency markets D Cho, S Rho Empirical Economics, 1-29, 2022 | 2 | 2022 |
How important is modeling long memory in realized volatility RT Baillie, F Calonaci, D Cho, S Rho Working paper, 2018 | 2 | 2018 |
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs RT Baillie, D Cho, S Rho Econometrics and Statistics, 2022 | 1 | 2022 |
Reassessing growth vulnerability D Cho, S Rho Journal of Applied Econometrics, 2024 | | 2024 |
Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility RT Baillie, D Cho, S Rho Empirical Economics 64 (6), 2911-2937, 2023 | | 2023 |
Three essays on econometrics S Rho Michigan State University, 2013 | | 2013 |