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 4 144
A Test of the Martingale Hypothesis 0 0 0 100 2 7 16 543
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 0 2 10 39
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 1 18 4 8 18 47
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 1 5 463
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 2 2 12 953
Bootstrap Unit Root Tests 0 0 0 37 3 4 12 153
Bootstrap Unit Root Tests 0 0 0 242 1 1 11 641
Bootstrapping Cointegrating Regressions 1 1 1 44 3 3 9 160
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 4 31 5 7 26 62
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 2 3 9 612
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 2 3 14 192
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 1 239 0 2 10 683
How They Interact to Generate Persistency in Memory 0 0 0 6 3 6 16 105
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 1 5 281
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 3 13 198
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 5 6 9 815
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 3 3 6 752
Nonlinear Regressions with Integrated Time Series 0 0 1 442 2 4 11 1,346
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 2 5 14 441
Nonstationary Binary Choice 0 0 0 201 3 4 13 815
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 2 5 21 1,750
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 1 24 3 4 11 101
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 3 3 9 595
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 2 2 3 496
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 0 27 0 2 7 93
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 2 148 2 5 16 576
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 1 9 627
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 1 4 21 33 6 15 57 78
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 2 520 4 5 15 1,223
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 2 4 13 640
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 1 3 9 85
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 3 4 9 96
Testing for a Unit Root against Transitional Autoregressive Models 0 1 1 401 2 6 16 960
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 1 5 19 691
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 18 18 1 2 22 22
The Spatial Analysis of Time Series 0 2 2 117 3 7 15 388
The Spatial Analysis of Time Series 0 0 0 4 2 3 10 797
Time series properties of ARCH processes with persistent covariates 0 0 0 99 4 7 10 506
Weak Unit Roots 0 0 0 86 0 3 14 219
Total Working Papers 2 8 57 5,436 83 162 528 19,388

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 0 3 12 492
A Test of the Martingale Hypothesis 0 0 0 170 1 6 18 691
A bootstrap theory for weakly integrated processes 0 0 0 28 2 3 7 127
A cointegration approach to estimating preference parameters 0 0 0 219 1 2 14 493
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 5 5 14 211
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 0 3 10 127
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 3 9 16 157
Bootstrap Unit Root Tests 0 0 0 166 0 1 7 565
Bootstrapping cointegrating regressions 0 0 0 172 2 3 16 488
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 2 7 240 5 9 22 457
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 1 4 67 6 8 28 195
Canonical Cointegrating Regressions 1 5 14 529 8 18 55 1,662
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 2 2 6 106
Extracting a common stochastic trend: Theory with some applications 0 0 2 102 1 4 19 272
Functional-coefficient models for nonstationary time series data 1 3 4 191 1 6 17 479
Index models with integrated time series 0 0 0 21 0 0 0 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 2 5 18 718
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 2 3 14 813
Nonlinear instrumental variable estimation of an autoregression 0 0 0 50 4 7 15 205
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 3 11 168
Nonstationary Binary Choice 0 0 0 0 1 4 12 377
Nonstationary nonlinear heteroskedasticity 0 0 0 35 1 3 7 105
Nonstationary nonlinear heteroskedasticity in regression 0 0 1 57 0 0 6 163
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 1 7 300 4 5 36 782
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 1 4 11 938
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 58 4 5 13 201
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 2 4 15 222
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 5 7 10 1,684
Testing for Unit Roots in Models with Structural Change 1 1 1 14 2 3 8 65
Time series properties of ARCH processes with persistent covariates 0 0 0 56 2 5 10 224
Total Journal Articles 3 13 43 3,602 67 140 447 13,276

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Statistics updated 2026-05-06