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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 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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A cointegration approach to estimating preference parameters
Ogaki, Masao; Park, Joon Y. - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10006790205
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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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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 in regression
Chung, Heetaik; Park, Joon Y. - In: Journal of econometrics 137 (2007) 1, pp. 230-259
Persistent link: https://www.econbiz.de/10007596835
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Functional-coefficient models for nonstationary time series data
Cai, Zongwu; Li, Qi; Park, Joon Y. - In: Journal of econometrics 148 (2009) 2, pp. 101-113
Persistent link: https://www.econbiz.de/10008175052
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Extracting a common stochastic trend: Theory with some applications
Chang, Yoosoon; Isaac Miller, J.; Park, Joon Y. - In: Journal of econometrics 150 (2009) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10008253324
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Bootstrapping cointegrating regressions
Chang, Yoosoon; Park, Joon Y.; Song, Kevin - In: Journal of econometrics 133 (2006) 2, pp. 703-740
Persistent link: https://www.econbiz.de/10007287904
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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/10007287906