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A cointegration approach to estimating preference parameters
Ōgaki, Masao - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10001228497
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Nonstationarity in time series of state densities
Chang, Yoosoon; Kim, Chang Sik; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of econometrics 118 (2004) 1/2, pp. 219-246
Persistent link: https://www.econbiz.de/10001823127
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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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A semiparametric cointegrating regression : investigating the effects of age distributions on consumption and saving
Park, Joon Y.; Shin, Kwanho; Whang, Yoon-jae - In: Journal of econometrics 157 (2010) 1, pp. 165-178
Persistent link: https://www.econbiz.de/10008661721
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Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik; Park, Joon Y. - In: Journal of econometrics 137 (2007) 1, pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
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Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon; Kaufmann, Robert Kurt; Kim, Chang Sik; … - In: Journal of econometrics 214 (2020) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
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Testing for stationarity at high frequency
Jiang, Bibo; Lu, Ye; Park, Joon Y. - In: Journal of econometrics 215 (2020) 2, pp. 341-374
Persistent link: https://www.econbiz.de/10012439463