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 2 2 139
A Test of the Martingale Hypothesis 0 0 0 100 0 0 8 527
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 1 1 5 29
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 17 17 17 17 14 29 29 29
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 0 2 458
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 0 0 0 941
Bootstrap Unit Root Tests 0 0 0 37 0 1 1 141
Bootstrap Unit Root Tests 0 0 0 242 0 1 1 630
Bootstrapping Cointegrating Regressions 0 0 0 43 1 1 1 151
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 2 10 26 2 7 23 34
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 2 3 4 602
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 1 1 178
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 0 238 0 1 1 673
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 0 89
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 0 1 275
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 1 257 0 0 1 805
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 0 0 0 746
Nonlinear Regressions with Integrated Time Series 1 1 1 440 1 2 2 1,334
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 1 1 201 0 1 2 802
Nonstationary Density Estimation and Kernel Autoregression 0 0 1 635 0 0 5 1,728
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 0 0 0 586
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 0 0 0 89
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 0 0 0 493
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 0 27 0 0 0 85
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 146 0 0 0 560
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 6 9 10 618
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 1 9 9 9 2 7 7 7
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 518 0 1 2 1,207
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 0 2 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 2 2 86
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 0 0 5 944
Testing for a Unit Root in the Presence of a Maintained Trend 1 2 2 261 1 2 8 672
The Spatial Analysis of Time Series 0 0 1 115 0 2 4 373
The Spatial Analysis of Time Series 0 0 0 4 0 0 2 787
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 0 494
Weak Unit Roots 0 0 1 86 0 1 7 205
Total Working Papers 20 32 44 5,374 30 76 139 18,832

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 1 2 2 480
A Test of the Martingale Hypothesis 0 0 0 170 1 2 8 673
A bootstrap theory for weakly integrated processes 0 0 2 28 0 0 4 120
A cointegration approach to estimating preference parameters 0 0 0 219 0 1 2 479
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 63 0 0 2 196
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 1 2 3 117
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 35 0 1 3 140
Bootstrap Unit Root Tests 0 0 0 166 0 0 2 557
Bootstrapping cointegrating regressions 0 0 1 172 0 1 6 471
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 0 4 231 0 3 12 433
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 1 63 0 0 7 167
Canonical Cointegrating Regressions 2 7 27 514 3 10 71 1,602
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 0 1 100
Extracting a common stochastic trend: Theory with some applications 0 1 4 99 0 1 7 250
Functional-coefficient models for nonstationary time series data 0 0 3 187 0 1 6 461
Index models with integrated time series 0 0 0 21 0 0 0 87
Nonlinear Regressions with Integrated Time Series 0 0 0 0 0 0 5 700
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 1 7 799
Nonlinear instrumental variable estimation of an autoregression 0 0 0 49 1 1 5 189
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 1 1 157
Nonstationary Binary Choice 0 0 0 0 0 1 3 364
Nonstationary nonlinear heteroskedasticity 0 0 1 35 0 0 1 98
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 56 0 0 1 157
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 1 16 292 0 6 48 743
On the Formulation of Wald Tests of Nonlinear Restrictions 0 1 1 156 1 2 2 927
Statistical Inference in Regressions with Integrated Processes: Part 1 0 1 2 57 0 1 4 188
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 0 0 3 206
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 2 544 1 1 4 1,674
Testing for Unit Roots in Models with Structural Change 0 0 0 13 0 1 2 57
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 0 0 214
Total Journal Articles 2 11 65 3,552 9 39 222 12,806

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Statistics updated 2025-03-03