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Nonstationary binary choice
Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
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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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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon; Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 150 (2009) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
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Extracting a common stochastic trend : theories with some applications
Chang, Yoosoon (contributor); Miller, J. Isaac (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273882
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A new approach to model regime switching
Chang, Yoosoon; Choi, Yongok; Park, Joon Y. - In: Journal of econometrics 196 (2017) 1, pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
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Iterative maximum likelihood estimation of cointegrating vectors
Kim, In-Moo (contributor); Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273868