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 0 5 36 0 5 21 96
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 516 1 4 21 1,802
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 259 1 1 5 723
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 10 1 1 10 96
Bootstrapping Cointegrating Regressions 0 0 1 37 1 1 11 122
Bootstrapping Unit Root Tests with Covariates 0 0 1 27 0 0 5 98
Bootstrapping Unit Root Tests with Covariates 0 0 0 5 0 0 9 33
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 1 38 0 3 12 118
Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case 1 2 6 174 2 3 27 424
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 2 11 586
Evaluating Consumption CAPM under Heterogeneous Preferences 2 2 4 18 2 3 17 66
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 3 44 1 4 35 139
Extracting a Common Stochastic Trend: Theories with Some Applications 1 1 2 51 4 4 14 164
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 4 236 0 0 8 660
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 254 1 1 6 795
Nonlinear IV Panel Unit Root Tests 0 0 0 21 0 0 3 79
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 1 22 0 0 5 130
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 265 0 0 2 678
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 2 165 1 1 9 735
Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity 0 0 0 673 0 0 7 1,784
State Space Models with Endogenous Regime Switching 0 7 26 76 2 10 58 170
State Space Models with Endogenous Regime Switching 0 2 21 80 3 11 60 124
State Space Models with Endogenous Regime Switching 0 1 5 16 1 5 19 51
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 17 0 0 3 97
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 14 1 2 4 261
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 0 0 4 81
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 1 5 64 0 2 16 149
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 1 45 0 0 7 149
U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules 1 2 5 18 3 10 18 51
U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules 0 0 8 120 8 16 37 218
Understanding Regressions with Observations Collected at High Frequency over Long Span 0 1 16 122 0 5 39 96
Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T 0 0 1 33 0 1 5 131
Total Working Papers 5 19 118 3,476 33 95 508 10,906


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 1 1 2 152 2 2 7 452
A new approach to model regime switching 1 1 15 76 2 9 51 247
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 1 5 1 1 5 34
Bootstrap unit root tests in panels with cross-sectional dependency 0 2 5 138 2 6 23 354
Bootstrapping cointegrating regressions 0 0 2 160 1 2 18 409
Bootstrapping unit root tests with covariates 0 0 0 0 0 0 3 15
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 2 4 9 0 2 11 45
Evaluating factor pricing models using high‐frequency panels 0 0 0 1 0 0 4 7
Extracting a common stochastic trend: Theory with some applications 0 0 2 88 0 0 5 220
Index models with integrated time series 0 0 0 21 0 0 3 84
Nonlinear IV unit root tests in panels with cross-sectional dependency 0 1 5 115 0 2 12 354
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 2 8 783
Nonlinear instrumental variable estimation of an autoregression 0 0 0 46 0 0 5 175
Nonstationarity in time series of state densities 0 0 2 21 1 4 14 82
Non‐stationary regression with logistic transition 0 0 0 0 0 0 5 44
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 3 3 12 182 7 12 38 404
Residual based tests for cointegration in dependent panels 0 0 3 35 0 0 7 139
Taking a new contour: A novel approach to panel unit root tests 0 0 0 14 0 0 2 117
Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies 1 1 1 52 2 3 6 165
Time Series Regression with Mixtures of Integrated Processes 1 1 2 24 1 2 8 68
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 1 21 1 3 13 85
VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS 0 0 0 8 0 0 1 38
Total Journal Articles 7 12 57 1,187 20 50 249 4,321


Statistics updated 2020-11-03