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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

Park, Joon Y.; Ōgaki, Masao - 1991

Persistent link: https://www.econbiz.de/10000814456

Nonlinear regressions with integrated time series

Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 117-161

Persistent link: https://www.econbiz.de/10001545098

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/10001612277

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

Index models with integrated time series

Chang, Yoosoon; Park, Joon Y. - In: Journal of econometrics 114 (2003) 1, pp. 73-106

Persistent link: https://www.econbiz.de/10001738918

Understanding Regressions with Observations Collected at High Frequency over Long Span

Chang, Yoosoon - 2019

In this paper, we analyze regressions with observations collected at small time intervals over a long period of time. For the formal asymptotic analysis, we assume that samples are obtained from continuous time stochastic processes, and let the sampling interval δ shrink down to zero and the...

Persistent link: https://www.econbiz.de/10012892708

Accounting for individual-specific heterogeneity in intergenerational income mobility

Chang, Yoosoon; Durlauf, Steven N.; Hu, Bo; Park, Joon Y. - 2024

Persistent link: https://www.econbiz.de/10015211683

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