Access Statistics for Yoosoon Chang

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 New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand 0 2 3 31 3 8 12 71
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 1 9 1 3 12 84
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 1 259 0 1 3 717
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 2 516 2 4 22 1,777
Bootstrapping Cointegrating Regressions 0 1 2 36 1 2 4 110
Bootstrapping Unit Root Tests with Covariates 0 0 1 26 0 3 5 93
Bootstrapping Unit Root Tests with Covariates 0 0 0 5 1 3 5 22
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 1 1 37 0 2 6 104
Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case 1 1 5 168 2 3 18 395
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 1 1 4 574
Evaluating Consumption CAPM under Heterogeneous Preferences 0 0 5 11 2 2 20 44
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 1 4 14 40 8 18 49 93
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 9 49 0 1 17 149
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 4 232 0 1 7 651
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 1 3 254 2 5 8 787
Nonlinear IV Panel Unit Root Tests 0 0 0 21 0 1 1 76
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 1 21 2 5 12 125
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 1 1 265 3 5 7 676
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 163 4 4 8 723
Nonstationary Index Models 0 0 0 117 1 1 3 462
Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity 0 0 0 673 1 2 6 1,777
State Space Models with Endogenous Regime Switching 4 16 43 43 7 28 98 98
State Space Models with Endogenous Regime Switching 1 2 8 8 3 11 26 26
State Space Models with Endogenous Regime Switching 1 3 55 55 3 12 56 56
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 17 0 0 0 94
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 14 1 1 7 256
Taking a New Contour: A Novel View on Unit Root Test 0 0 1 16 0 1 2 77
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 1 3 8 59 1 6 24 127
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 0 44 0 0 1 140
U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules 0 1 3 10 0 5 16 27
U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules 0 4 24 107 1 7 48 169
Understanding Regressions with Observations Collected at High Frequency over Long Span 4 10 100 100 6 15 49 49
Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T 1 1 1 32 1 1 3 125
Total Working Papers 14 52 296 3,442 57 162 559 10,754


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 0 150 0 2 6 445
A new approach to model regime switching 1 5 21 57 6 16 68 175
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 0 3 1 2 7 28
Bootstrap unit root tests in panels with cross-sectional dependency 1 1 9 131 2 6 19 326
Bootstrapping cointegrating regressions 0 1 5 157 2 3 10 390
Bootstrapping unit root tests with covariates 0 0 0 0 0 0 2 12
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 1 5 0 1 7 32
Evaluating factor pricing models using high‐frequency panels 0 0 1 1 0 0 1 2
Extracting a common stochastic trend: Theory with some applications 0 2 4 86 0 3 10 213
Fully Modified Least Squares in I(2) Regression 0 0 0 13 4 6 9 50
Index models with integrated time series 0 0 1 21 0 0 1 79
Nonlinear IV unit root tests in panels with cross-sectional dependency 0 0 3 109 0 4 9 338
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 4 10 22 768
Nonlinear instrumental variable estimation of an autoregression 0 0 0 45 0 0 2 167
Nonstationarity in time series of state densities 0 4 6 19 0 5 13 68
Non‐stationary regression with logistic transition 0 0 0 0 0 0 3 37
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 1 8 170 2 5 24 364
Residual based tests for cointegration in dependent panels 0 0 0 32 0 0 3 132
Taking a new contour: A novel approach to panel unit root tests 0 0 0 14 1 1 3 114
Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies 0 0 1 51 0 0 9 159
Time Series Regression with Mixtures of Integrated Processes 0 0 1 22 0 0 1 58
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 1 1 5 20 2 6 18 71
VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS 0 0 0 8 0 0 0 37
Total Journal Articles 3 15 66 1,133 24 70 247 4,065


Statistics updated 2019-09-09