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 0 1 18 18 0 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 0 1 1 942
Bootstrap Unit Root Tests 0 0 0 37 0 0 1 141
Bootstrap Unit Root Tests 0 0 0 242 1 1 3 632
Bootstrapping Cointegrating Regressions 0 0 0 43 1 1 2 152
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 1 1 5 28 1 4 17 41
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 1 2 6 605
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 1 1 2 91
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 0 4 1,336
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 1 1 428
Nonstationary Binary Choice 0 0 1 201 0 0 2 802
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 0 1 3 1,730
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 0 0 2 91
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 1 2 2 588
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 0 1 1 147 0 1 1 561
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 1 11 620
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 2 8 24 24 3 12 41 41
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 518 1 1 3 1,209
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 1 1 4 628
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 1 1 1 77
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 0 3 946
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 261 0 0 4 672
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 0 0 0 0 0 0
The Spatial Analysis of Time Series 0 0 0 4 0 0 3 788
The Spatial Analysis of Time Series 0 0 0 115 0 0 3 373
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Weak Unit Roots 0 0 0 86 1 1 5 206
Total Working Papers 3 11 53 5,394 14 37 175 18,914

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 1 162 2 2 4 482
A Test of the Martingale Hypothesis 0 0 0 170 0 0 4 674
A bootstrap theory for weakly integrated processes 0 0 0 28 1 1 1 121
A cointegration approach to estimating preference parameters 0 0 0 219 1 1 3 481
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 1 2 198
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 1 2 5 119
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 1 36 0 2 4 143
Bootstrap Unit Root Tests 0 0 0 166 1 2 3 560
Bootstrapping cointegrating regressions 0 0 1 172 2 5 8 477
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 0 5 234 0 4 14 441
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 1 64 0 4 7 174
Canonical Cointegrating Regressions 1 2 15 518 4 6 34 1,615
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 0 1 100
Extracting a common stochastic trend: Theory with some applications 0 1 5 101 3 6 13 259
Functional-coefficient models for nonstationary time series data 0 0 1 187 0 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 2 2 3 702
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 0 2 799
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 0 1 6 191
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 1 2 158
Nonstationary Binary Choice 0 0 0 0 0 1 5 366
Nonstationary nonlinear heteroskedasticity 0 0 0 35 1 1 1 99
Nonstationary nonlinear heteroskedasticity in regression 1 1 1 57 1 1 1 158
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 1 2 11 297 5 7 30 757
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 156 0 1 3 928
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 57 0 2 5 190
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 0 0 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 0 2 4 59
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 2 3 217
Total Journal Articles 4 8 46 3,572 24 59 183 12,905

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Statistics updated 2025-09-05