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Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 155 (2010) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
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Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine; Park, Joon Y. - In: Journal of econometrics 169 (2012) 2, pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
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Nonlinearity nonstationarity, and thick tails : how they interact to generate persistency in memory
Miller, J. Isaac (contributor); Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273861
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Nonstationarity in time series of state densities
Chang, Yoosoon; Kim, Chang Sik; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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Functional regression of continuous state distributions
Park, Joon Y.; Qian, Junhui - In: Journal of econometrics 167 (2012) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10009612848
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Using density forecast for growth-at-risk to improve transmission mechanisms mean forecast of GDP growth in Korea
Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024
Persistent link: https://www.econbiz.de/10015053925
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Using density forecast for growth-at-risk to improve mean forecast of GDP growth in Korea
Chang, Yoosoon; Kim, Yong Gun; Kwak, Boreum; Park, Joon Y. - 2024
Persistent link: https://www.econbiz.de/10015053950