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A bootstrap theory for weakly integrated processes

Park, Joon Y. - In: Journal of econometrics 133 (2006) 2, pp. 639-672

Persistent link: https://www.econbiz.de/10003359614

Nonlinear instrumental variable estimation of an autoregression

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001

Persistent link: https://www.econbiz.de/10001618853

Nonlinear instrumental variable estimation of an autoregression

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of econometrics 118 (2004) 1/2, pp. 219-246

Persistent link: https://www.econbiz.de/10001823127

On the asymptotics of ADF tests for unit roots

Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 21 (2002) 4, pp. 431-447

Persistent link: https://www.econbiz.de/10001718224

Bootstrap unit root tests

Park, Joon Y. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1845-1895

Persistent link: https://www.econbiz.de/10001841366

Nonlinear Instrumental Variable Estimation of an Autoregression

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2003

Instrumental variable (IV) estimation methods that allow for certain nonlinear functions of the data as instruments are studied. The context of the discussion is the simple unit root model where certain advantages to the use of nonlinear instruments are revealed. In particular, certain classes...

Persistent link: https://www.econbiz.de/10014124708