Narrow search
Showing 1 - 10 of 67
Cover Image
Random walk or chaos: A formal test on the Lyapunov exponent
Park, Joon Y.; Whang, Yoon-Jae - In: Journal of econometrics 169 (2012) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10009979013
Cover Image
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. 165-179
Persistent link: https://www.econbiz.de/10008418098
Cover Image
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
Cover Image
Consistent bootstrap tests of parametric regression functions
Whang, Yoon-jae - In: Journal of econometrics 98 (2000) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001497671
Cover Image
Nonstationary nonlinear heteroskedasticity
Park, Joon Y. - In: Journal of econometrics 110 (2002) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001703530
Cover Image
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
Cover Image
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10006785955
Cover Image
Tests of specification for parametric and semiparametric models
Whang, Yoon-Jae; Andrews, Donald W.K. - In: Journal of econometrics 57 (1993) 1-3, pp. 277-318
Persistent link: https://www.econbiz.de/10006805288
Cover Image
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
Cover Image
Tests of specification for parametric and semiparametric models
Whang, Yoon-jae - In: Journal of econometrics 57 (1993) 1, pp. 277-318
Persistent link: https://www.econbiz.de/10001142521