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An invariance principle for sieve bootstrap in time series
Park, Joon Y.
- In:
Econometric theory
18
(
2002
)
2
,
pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
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2
The spatial analysis of time series
Park, Joon Y.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003273884
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3
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
Saved in:
4
Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
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5
Maximum likelihood estimation of simultaneous cointegrated models
Park, Joon Y.
-
1990
Persistent link: https://www.econbiz.de/10000796853
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6
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000814457
Saved in:
7
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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8
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
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9
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
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10
Testing for unit roots in models with structural change
Park, Joon Y.
- In:
Econometric theory
10
(
1994
)
5
,
pp. 917-936
Persistent link: https://www.econbiz.de/10001175050
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