Access Statistics for Joon Y. Park

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Theory for Weakly Integrated Processes 0 0 0 21 0 0 3 140
A Test of the Martingale Hypothesis 0 0 0 100 0 0 0 527
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 0 0 2 29
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 1 1 18 18 2 2 31 31
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 1 1 459
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 1 1 1 942
Bootstrap Unit Root Tests 0 0 0 37 0 0 1 141
Bootstrap Unit Root Tests 0 0 0 242 0 1 2 631
Bootstrapping Cointegrating Regressions 0 0 0 43 0 0 1 151
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 5 27 3 4 18 40
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 1 1 5 604
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 1 2 179
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 0 238 0 0 1 673
How They Interact to Generate Persistency in Memory 0 0 0 6 0 1 1 90
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 0 2 276
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 0 0 185
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 0 0 1 806
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 0 0 0 746
Nonlinear Regressions with Integrated Time Series 0 0 2 441 0 1 4 1,336
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 0 427
Nonstationary Binary Choice 0 0 1 201 0 0 2 802
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 1 1 3 1,730
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 0 1 2 91
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 1 1 1 587
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 0 1 1 494
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 0 27 0 0 1 86
On the Formulation of Wald Tests of Nonlinear Restrictions 1 1 1 147 1 1 1 561
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 1 2 11 620
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 4 10 22 22 5 17 38 38
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 518 0 0 2 1,208
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 0 0 3 627
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 0 0 0 76
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 0 0 3 87
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 0 2 3 946
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 261 0 0 5 672
The Spatial Analysis of Time Series 0 0 0 115 0 0 3 373
The Spatial Analysis of Time Series 0 0 0 4 0 1 3 788
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Weak Unit Roots 0 0 0 86 0 0 5 205
Total Working Papers 6 12 51 5,391 16 40 165 18,900

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sieve Bootstrap For The Test Of A Unit Root 0 0 0 161 0 0 2 480
A Test of the Martingale Hypothesis 0 0 0 170 0 1 4 674
A bootstrap theory for weakly integrated processes 0 0 0 28 0 0 0 120
A cointegration approach to estimating preference parameters 0 0 0 219 0 1 2 480
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 1 1 2 198
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 1 1 4 118
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 1 1 2 36 2 2 5 143
Bootstrap Unit Root Tests 0 0 0 166 1 1 3 559
Bootstrapping cointegrating regressions 0 0 1 172 3 3 8 475
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 1 5 234 1 6 16 441
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 1 1 64 0 7 10 174
Canonical Cointegrating Regressions 1 2 16 517 1 4 38 1,611
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 0 1 100
Extracting a common stochastic trend: Theory with some applications 1 1 5 101 3 3 10 256
Functional-coefficient models for nonstationary time series data 0 0 1 187 2 2 6 464
Index models with integrated time series 0 0 0 21 0 0 2 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 0 0 2 700
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 0 3 799
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 1 1 6 191
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 1 1 2 158
Nonstationary Binary Choice 0 0 0 0 1 1 5 366
Nonstationary nonlinear heteroskedasticity 0 0 0 35 0 0 0 98
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 56 0 0 1 157
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 3 11 296 0 6 31 752
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 156 1 1 3 928
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 57 2 2 5 190
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 0 3 6 210
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 0 0 1 1,674
Testing for Unit Roots in Models with Structural Change 0 0 0 13 2 2 4 59
Time series properties of ARCH processes with persistent covariates 0 0 0 56 2 3 3 217
Total Journal Articles 3 9 46 3,568 25 52 185 12,881

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Statistics updated 2025-08-05