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 1 1 4 141
A Test of the Martingale Hypothesis 0 0 0 100 1 1 1 528
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 1 1 2 30
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 18 18 1 2 33 33
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 0 1 459
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 0 0 1 942
Bootstrap Unit Root Tests 0 0 0 37 0 0 1 141
Bootstrap Unit Root Tests 0 0 0 242 3 4 6 635
Bootstrapping Cointegrating Regressions 0 0 0 43 1 2 3 153
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 1 3 7 30 3 6 21 46
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 1 6 605
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 0 2 179
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 1 239 1 2 3 675
How They Interact to Generate Persistency in Memory 0 0 0 6 0 1 2 91
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 0 1 276
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 1 1 186
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 1 1 1 747
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 2 2 429
Nonstationary Binary Choice 0 0 1 201 1 1 2 803
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 2 5 8 1,735
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 1 1 3 92
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 1 2 3 589
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 0 0 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 0 1 147 1 1 2 562
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 0 11 620
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 1 4 26 26 2 8 46 46
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 518 1 2 4 1,210
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 1 3 6 630
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 0 1 1 77
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 1 1 4 88
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 1 1 3 947
Testing for a Unit Root in the Presence of a Maintained Trend 1 1 3 262 4 5 8 677
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 1 18 18 18 2 13 13 13
The Spatial Analysis of Time Series 0 0 0 4 0 0 2 788
The Spatial Analysis of Time Series 0 0 0 115 0 0 2 373
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Weak Unit Roots 0 0 0 86 0 2 3 207
Total Working Papers 4 27 77 5,418 32 71 221 18,971

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 1 1 162 0 2 4 482
A Test of the Martingale Hypothesis 0 0 0 170 6 6 10 680
A bootstrap theory for weakly integrated processes 0 0 0 28 0 1 1 121
A cointegration approach to estimating preference parameters 0 0 0 219 0 1 3 481
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 0 2 198
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 2 3 6 121
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 0 0 4 143
Bootstrap Unit Root Tests 0 0 0 166 1 2 4 561
Bootstrapping cointegrating regressions 0 0 0 172 1 3 8 478
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 0 3 234 0 1 12 442
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 1 1 2 65 1 1 8 175
Canonical Cointegrating Regressions 0 1 12 518 3 9 30 1,620
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 0 0 100
Extracting a common stochastic trend: Theory with some applications 1 1 6 102 1 4 13 260
Functional-coefficient models for nonstationary time series data 0 0 1 187 2 3 8 467
Index models with integrated time series 0 0 0 21 0 0 2 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 0 2 2 702
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 1 1 2 800
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 0 0 3 191
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 1 1 3 159
Nonstationary Binary Choice 0 0 0 0 0 0 3 366
Nonstationary nonlinear heteroskedasticity 0 0 0 35 0 1 1 99
Nonstationary nonlinear heteroskedasticity in regression 0 1 1 57 0 1 1 158
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 1 2 9 298 3 9 28 761
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 156 2 2 5 930
Statistical Inference in Regressions with Integrated Processes: Part 1 1 1 2 58 2 2 6 192
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 1 1 6 211
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 0 3 59
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 0 3 217
Total Journal Articles 4 8 41 3,576 27 56 182 12,937

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Statistics updated 2025-11-08