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Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine; Park, Joon Y. - In: Journal of econometrics 169 (2012) 2, pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
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The dynamics of land rents in housing submarkets : a Marxian perspective
Park, Joon Y. - In: Tijdschrift voor economische en sociale geografie 115 (2024) 1, pp. 12-27
Persistent link: https://www.econbiz.de/10014483232
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Nonstationary nonlinearity : a survey on Peter Phillips's contributions with a new perspective
Park, Joon Y. - In: Econometric theory 30 (2014) 4, pp. 894-822
Persistent link: https://www.econbiz.de/10010502138
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An invariance principle for sieve bootstrap in time series
Park, Joon Y. - In: Econometric theory 18 (2002) 2, pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
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Nonstationary nonlinear heteroskedasticity
Park, Joon Y. - In: Journal of econometrics 110 (2002) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001703530
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The spatial analysis of time series
Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273884
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A bootstrap theory for weakly integrated processes
Park, Joon Y. - In: Journal of econometrics 133 (2006) 2, pp. 639-672
Persistent link: https://www.econbiz.de/10003359614
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916
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Maximum likelihood estimation of discretely sampled diffusions : a closed-form approach
Aït-Sahalia, Yacine - 1998
Persistent link: https://www.econbiz.de/10000982384
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Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine - 1995
Persistent link: https://www.econbiz.de/10000923501