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Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo - In: Econometric theory 33 (2017) 3, pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
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Consistent estimator of nonparametric structural spurious regression model for high frequency data
Jeong, Minsoo - In: Economics letters 162 (2018), pp. 18-21
Persistent link: https://www.econbiz.de/10011939723
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Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo - In: Economics letters 211 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
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Re-examining the time-varying relationship between health and income distributions
Jeong, Minsoo; Kim, Chang Sik; Park, Haeseong - In: International economic journal 36 (2022) 2, pp. 158-170
Persistent link: https://www.econbiz.de/10013362836
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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
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Statistical inference in regressions with integrated processes
Park, Joon Y.; Phillips, Peter C. B.
Persistent link: https://www.econbiz.de/10000740644
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Maximum likelihood estimation of simultaneous cointegrated models
Park, Joon Y. - 1990
Persistent link: https://www.econbiz.de/10000796853
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Seemingly unrelated canonical cointegrating regressions
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814456
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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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