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 1 5 145
A Test of the Martingale Hypothesis 0 0 0 100 0 1 17 544
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 0 2 12 41
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 0 18 1 1 16 48
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 1 1 5 464
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 1 1 13 955
Bootstrap Unit Root Tests 0 0 0 242 1 3 14 646
Bootstrap Unit Root Tests 0 0 0 37 0 2 14 155
Bootstrapping Cointegrating Regressions 0 0 1 44 1 1 9 161
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 2 31 0 1 21 64
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 0 7 612
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 0 15 194
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 0 239 0 0 9 683
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 14 105
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 1 7 283
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 0 12 198
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 0 0 11 817
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 1 3 10 756
Nonlinear Regressions with Integrated Time Series 0 0 1 442 0 1 12 1,348
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 1 15 443
Nonstationary Binary Choice 0 0 0 201 1 2 15 817
Nonstationary Density Estimation and Kernel Autoregression 1 1 1 636 2 2 21 1,754
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 1 2 10 598
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 1 24 0 0 10 101
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 0 1 6 500
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 0 27 0 0 8 94
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 148 0 0 15 576
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 1 1 8 628
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 2 3 11 36 2 4 40 84
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 2 520 0 1 15 1,224
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 0 0 12 641
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 0 0 8 85
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 1 3 13 100
Testing for a Unit Root against Transitional Autoregressive Models 0 0 1 401 3 4 23 969
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 0 1 20 693
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 1 18 1 1 13 24
The Spatial Analysis of Time Series 0 0 0 4 2 3 12 800
The Spatial Analysis of Time Series 2 2 4 119 2 2 24 397
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 11 507
Weak Unit Roots 0 0 0 86 0 2 16 223
Total Working Papers 5 6 28 5,442 22 49 538 19,477

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 0 162 0 2 13 495
A Test of the Martingale Hypothesis 1 1 1 171 1 4 22 696
A bootstrap theory for weakly integrated processes 0 0 0 28 0 0 6 127
A cointegration approach to estimating preference parameters 0 0 1 220 0 0 13 494
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 0 1 15 213
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 0 2 11 130
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 36 0 1 15 158
Bootstrap Unit Root Tests 0 0 0 166 0 2 9 569
Bootstrapping cointegrating regressions 0 0 0 172 1 2 15 492
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 2 2 8 242 3 4 20 462
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 3 67 0 1 25 199
Canonical Cointegrating Regressions 0 1 13 531 1 7 57 1,674
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 1 2 8 108
Extracting a common stochastic trend: Theory with some applications 0 0 2 103 2 2 16 275
Functional-coefficient models for nonstationary time series data 0 2 6 193 1 4 20 485
Index models with integrated time series 0 0 0 21 0 1 2 91
Nonlinear Regressions with Integrated Time Series 0 0 0 0 0 1 21 723
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 3 17 816
Nonlinear instrumental variable estimation of an autoregression 0 0 0 50 2 3 18 209
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 0 10 168
Nonstationary Binary Choice 0 0 0 0 1 3 16 382
Nonstationary nonlinear heteroskedasticity 0 0 0 35 0 1 7 106
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 57 0 0 7 165
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 0 4 301 1 2 28 786
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 0 1 11 939
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 58 1 1 14 204
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 0 0 17 227
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 0 0 11 1,685
Testing for Unit Roots in Models with Structural Change 0 0 1 14 0 1 8 67
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 4 12 229
Total Journal Articles 3 6 40 3,612 15 55 464 13,374

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Statistics updated 2026-10-11