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 1 4 32 0 6 20 81
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 259 1 2 4 720
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 516 4 8 24 1,789
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 1 10 3 6 16 92
Bootstrapping Cointegrating Regressions 1 1 2 37 4 6 9 117
Bootstrapping Unit Root Tests with Covariates 0 0 0 5 2 6 11 30
Bootstrapping Unit Root Tests with Covariates 0 0 1 26 1 2 7 95
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 1 37 1 5 11 111
Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case 0 0 3 168 7 11 24 408
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 4 6 11 581
Evaluating Consumption CAPM under Heterogeneous Preferences 0 1 7 15 2 6 19 55
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 11 41 5 12 58 116
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 5 49 3 4 16 154
Extracting a Common Stochastic Trend:Theories with Some Applications 0 2 5 234 2 4 10 656
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 2 254 1 3 11 792
Nonlinear IV Panel Unit Root Tests 0 0 0 21 2 3 4 79
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 1 1 2 22 2 2 10 127
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 1 265 0 0 5 676
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 163 2 3 12 729
Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity 0 0 0 673 2 2 4 1,779
State Space Models with Endogenous Regime Switching 1 1 11 12 4 7 36 39
State Space Models with Endogenous Regime Switching 4 12 57 62 6 22 114 134
State Space Models with Endogenous Regime Switching 4 7 18 66 7 13 49 77
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 14 1 1 3 258
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 17 0 2 2 96
Taking a New Contour: A Novel View on Unit Root Test 0 0 1 16 1 3 5 80
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 0 4 59 3 5 23 138
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 0 44 0 2 4 144
U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules 1 1 6 14 3 4 21 37
U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules 4 4 19 116 9 13 49 194
Understanding Regressions with Observations Collected at High Frequency over Long Span 2 5 30 111 4 10 49 67
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 32 2 3 5 129
Total Working Papers 18 36 192 3,394 88 182 646 10,580


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 1 4 7 449
A new approach to model regime switching 4 8 28 69 6 18 83 214
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 1 4 0 1 8 30
Bootstrap unit root tests in panels with cross-sectional dependency 0 1 6 134 3 9 23 340
Bootstrapping cointegrating regressions 0 1 7 159 3 9 18 400
Bootstrapping unit root tests with covariates 0 0 0 0 1 2 2 14
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 0 5 1 6 12 40
Evaluating factor pricing models using high‐frequency panels 0 0 1 1 0 2 4 5
Extracting a common stochastic trend: Theory with some applications 0 2 5 88 1 4 11 219
Index models with integrated time series 0 0 0 21 1 3 5 84
Nonlinear IV unit root tests in panels with cross-sectional dependency 0 0 3 110 1 3 14 345
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 1 4 27 779
Nonlinear instrumental variable estimation of an autoregression 0 0 1 46 0 3 8 173
Nonstationarity in time series of state densities 0 0 6 19 0 3 13 71
Non‐stationary regression with logistic transition 0 0 0 0 1 3 5 42
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 5 6 175 0 7 22 373
Residual based tests for cointegration in dependent panels 0 1 1 33 0 5 6 137
Taking a new contour: A novel approach to panel unit root tests 0 0 0 14 0 2 5 117
Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies 0 0 1 51 0 2 3 161
Time Series Regression with Mixtures of Integrated Processes 0 0 1 22 0 1 4 61
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 2 20 4 6 17 78
VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS 0 0 0 8 1 1 1 38
Total Journal Articles 4 18 69 1,148 25 98 298 4,170
1 registered items for which data could not be found


Statistics updated 2020-02-04