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State space models with endogenous regime switching

Chang, Yoosoon; Tan, Fei; Wei, Xin - 2018 - This version: November 29, 2018

Persistent link: https://www.econbiz.de/10012223866

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

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

Extracting a common stochastic trend : theories with some applications

Chang, Yoosoon (contributor); Miller, J. Isaac (contributor) - 2005

Persistent link: https://www.econbiz.de/10003273882

Time series analysis of global temperature distributions : identifying and estimating persistent features in temperature anomalies

Chang, Yoosoon; Kim, Chang Sik; Miller, J. Isaac; Park, … - 2015 - This version: September 9, 2015

Persistent link: https://www.econbiz.de/10011446999

Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate

Chang, Yoosoon; Kaufmann, Robert Kurt; Kim, Chang Sik; … - 2016

Persistent link: https://www.econbiz.de/10011759510

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