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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
Chang, Yoosoon; Park, Joon - In: Econometric reviews 21 (2002) 4, pp. 431-448
Persistent link: https://www.econbiz.de/10006892687
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - In: Journal of econometrics 120 (2004) 2, pp. 263-294
Persistent link: https://www.econbiz.de/10006757389
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C.B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10007486736
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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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Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
Chang, Yoosoon; Song, Wonho - In: The review of economic studies 76 (2009) 3, pp. 903-936
Persistent link: https://www.econbiz.de/10008264368
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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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Time Series Regression with Mixtures of Integrated Processes
Chang, Yoosoon; Phillips, Peter C.B. - In: Econometric theory 11 (1995) 5, pp. 1033-1094
Persistent link: https://www.econbiz.de/10007009739
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Fully Modified Least Squares in I(2) Regression
Phillips, Peter C.B.; Chang, Yoosoon - In: Econometric theory 10 (1994) 5, pp. 967
Persistent link: https://www.econbiz.de/10007014634
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ARTICLES - Vector Autoregressions with Unknown Mixtures of I(0), I(1), and I(2) Components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10006981397