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Cyclical movements in hours and effort under sticky wages

Bils, Mark; Chang, Yongsung - In: International economic journal 15 (2001) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10001590661

Can a representative-agent model represent a heterogeneous-agent economy?

An, Sungbae; Chang, Yongsung; Kim, Sun-bin - 2008

Persistent link: https://www.econbiz.de/10003837307

Can a representative-agent model represent a heterogeneous-agent economy

An, Sungbae; Chang, Yongsung; Kim, Sun-bin - In: American economic journal : a journal of the American … 1 (2009) 2, pp. 29-54

Persistent link: https://www.econbiz.de/10003873637

Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components

Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926

Persistent link: https://www.econbiz.de/10001548342

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

A re-examination of variance-ratio test of random walks in foreign exchange rates

Chang, Yuanchen - In: Applied financial economics 14 (2004) 9, pp. 671-679

Persistent link: https://www.econbiz.de/10002091410

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

Endogeneity in nonlinear regressions with integrated time series

Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2011) 1, pp. 51-87

Persistent link: https://www.econbiz.de/10008990459

Residual based tests for cointegration in dependent panels

Chang, Yoosoon; Nguyen, Chi Mai - In: Journal of econometrics 168 (2012) 2, pp. 504-520

Persistent link: https://www.econbiz.de/10009614609

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