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(1987). - 35, 10, 2 S.
Park, Joon Y.
Persistent link: https://www.econbiz.de/10000740645
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Maximum likelihood estimation of simultaneous cointegrated models
Park, Joon Y. - 1990
Persistent link: https://www.econbiz.de/10000796853
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Disequilibrium impulse analysis
Park, Joon Y. - 1990
Persistent link: https://www.econbiz.de/10000796855
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Seemingly unrelated canonical cointegrating regressions
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814456
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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A cointegration approach to estimating preference parameters
Ōgaki, Masao - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10001228497
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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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Testing purchasing power parity under the null hypothesis of co-integration
Fisher, Eric O'Neill - In: The economic journal : the journal of the Royal … 101 (1991) 409, pp. 1476-1484
Persistent link: https://www.econbiz.de/10001130487
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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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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10001612277