Similar Search Results - EconBiz

Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea

Chang, Yoosoon; Kim, Chang Sik; Miller, J. Isaac; Park, … - In: Energy Economics 46 (2014) C, pp. 334-347

It is widely accepted that long-run elasticities of demand for electricity are not stable over time. We model long-run sectoral electricity demand using a time-varying cointegrating vector. Specifically, the coefficient on income (residential sector) or output (commercial and industrial sectors)...

Persistent link: https://www.econbiz.de/10011115900

Cointegrating regressions with time varying coefficients

Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703

Persistent link: https://www.econbiz.de/10001483394

Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics

Park, Joon Y.; Ōgaki, Masao - 1991

Persistent link: https://www.econbiz.de/10000814457

On the comparison of OLS and GLS in cointegration regressions

Jo, Sunghan; Park, Joon Y. - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10001560608

Efficient estimation of models with unknown mixtures of stationary and integrated time series

Kim, Changsik; Park, Joon Y. - In: Journal of economic theory and econometrics : journal … 4 (1998) 2, pp. 69-103

Persistent link: https://www.econbiz.de/10001562238

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

Time-varying long-run income and output elasticities of electricity demand

Chang, Yoosoon; Kim, Chang Sik; Miller, J. Isaac; Park, … - 2014

Persistent link: https://www.econbiz.de/10010403049

Bootstrapping cointegrating regressions

Chang, Yoosoon; Park, Joon Y.; Song, Kyungchul - In: Journal of econometrics 133 (2006) 2, pp. 703-739

Persistent link: https://www.econbiz.de/10003359625

Testing purchasing power parity in transformed ECM with nonstationary disequilibrium error

Kim, Yun-yeong; Park, Joon Y. - In: Economic papers 11 (2008) 2, pp. 75-95

Persistent link: https://www.econbiz.de/10003796527

Iterative maximum likelihood estimation of cointegrating vectors

Kim, In-Moo (contributor); Park, Joon Y. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003273868

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