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 2 4 143
A Test of the Martingale Hypothesis 0 0 0 100 4 11 13 540
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 0 6 8 37
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 1 18 2 6 12 41
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 1 4 5 463
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 0 9 10 951
Bootstrap Unit Root Tests 0 0 0 242 0 4 10 640
Bootstrap Unit Root Tests 0 0 0 37 0 7 8 149
Bootstrapping Cointegrating Regressions 0 0 0 43 0 3 6 157
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 5 31 1 9 22 56
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 1 5 8 610
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 1 11 12 190
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 1 239 1 7 9 682
How They Interact to Generate Persistency in Memory 0 0 0 6 3 10 13 102
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 1 5 280
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 1 5 11 196
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 1 4 5 810
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 0 2 3 749
Nonlinear Regressions with Integrated Time Series 0 0 2 442 1 6 9 1,343
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 2 6 11 438
Nonstationary Binary Choice 0 0 0 201 0 4 9 811
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 2 7 19 1,747
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 0 2 6 592
Nonstationary Nonlinear Heteroskedasticity in Regression 0 1 1 24 1 5 9 98
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 1 4 7 92
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 2 148 3 9 14 574
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 1 7 9 627
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 1 3 21 30 4 15 60 67
Statistical Inference in Regressions with Integrated Processes: Part 1 0 2 2 520 0 8 11 1,218
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 1 6 10 637
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 2 7 8 84
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 1 5 7 93
Testing for a Unit Root against Transitional Autoregressive Models 1 1 1 401 2 8 12 956
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 2 263 2 9 16 688
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 18 18 0 5 20 20
The Spatial Analysis of Time Series 1 1 1 116 3 11 11 384
The Spatial Analysis of Time Series 0 0 0 4 1 5 8 795
Time series properties of ARCH processes with persistent covariates 0 0 0 99 1 4 6 500
Weak Unit Roots 0 0 0 86 3 10 14 219
Total Working Papers 3 10 57 5,431 47 249 441 19,273

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 1 162 1 5 10 490
A Test of the Martingale Hypothesis 0 0 0 170 4 7 16 689
A bootstrap theory for weakly integrated processes 0 0 0 28 1 4 5 125
A cointegration approach to estimating preference parameters 0 0 0 219 1 6 13 492
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 5 10 206
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 2 3 9 126
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 5 9 13 153
Bootstrap Unit Root Tests 0 0 0 166 1 3 8 565
Bootstrapping cointegrating regressions 0 0 0 172 0 6 14 485
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 1 4 8 239 2 7 17 450
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 1 1 4 67 1 11 21 188
Canonical Cointegrating Regressions 2 5 12 526 5 23 47 1,649
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 4 4 104
Extracting a common stochastic trend: Theory with some applications 0 0 3 102 1 8 19 269
Functional-coefficient models for nonstationary time series data 1 1 2 189 2 5 14 475
Index models with integrated time series 0 0 0 21 0 0 2 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 1 9 14 714
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 10 11 810
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 0 6 9 198
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 2 7 10 167
Nonstationary Binary Choice 0 0 0 0 3 8 12 376
Nonstationary nonlinear heteroskedasticity 0 0 0 35 1 4 5 103
Nonstationary nonlinear heteroskedasticity in regression 0 0 1 57 0 5 6 163
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 1 2 8 300 1 12 35 778
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 3 6 10 937
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 58 0 2 8 196
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 2 9 14 220
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 2 3 5 1,679
Testing for Unit Roots in Models with Structural Change 0 0 0 13 0 3 5 62
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 2 6 220
Total Journal Articles 6 13 43 3,595 42 192 372 13,178

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Statistics updated 2026-03-04