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 2 137
A Test of the Martingale Hypothesis 0 0 0 99 0 0 4 513
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 1 142 0 0 2 452
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 0 0 4 936
Bootstrap Unit Root Tests 0 0 1 36 0 0 2 138
Bootstrap Unit Root Tests 0 0 0 242 0 0 1 627
Bootstrapping Cointegrating Regressions 0 1 1 40 0 3 8 137
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 1 2 595
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 4 4 9 177
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 0 238 1 1 4 671
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 1 89
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 0 0 270
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 40 0 0 1 182
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 255 0 0 3 801
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 166 0 0 2 742
Nonlinear Regressions with Integrated Time Series 0 0 1 437 0 0 4 1,327
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 0 0 427
Nonstationary Binary Choice 0 0 2 200 0 0 6 798
Nonstationary Density Estimation and Kernel Autoregression 3 4 10 626 4 9 28 1,698
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 2 161 0 0 5 585
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 0 1 1 86
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 162 0 0 0 492
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 0 27 0 0 1 84
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 2 146 0 0 3 556
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 0 3 593
Statistical Inference in Regressions with Integrated Processes: Part 1 0 1 3 514 0 1 7 1,197
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 1 304 0 0 3 622
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 15 0 0 2 74
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 0 0 0 84
Testing for a Unit Root against Transitional Autoregressive Models 0 2 5 395 2 5 11 927
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 253 0 2 21 612
The Spatial Analysis of Time Series 0 0 0 4 0 0 6 784
The Spatial Analysis of Time Series 0 0 0 113 0 0 2 353
Time series properties of ARCH processes with persistent covariates 0 0 1 98 0 0 6 491
Weak Unit Roots 0 0 2 84 0 0 7 191
Total Working Papers 3 8 34 5,245 11 28 161 18,448


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 2 3 5 159 2 3 11 473
A Test of the Martingale Hypothesis 0 0 2 169 0 1 8 659
A bootstrap theory for weakly integrated processes 0 0 0 26 0 0 1 116
A cointegration approach to estimating preference parameters 0 0 1 217 0 1 6 472
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 61 0 0 2 190
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 30 0 0 1 110
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 34 0 0 3 131
Bootstrap Unit Root Tests 0 0 0 166 1 2 4 549
Bootstrapping cointegrating regressions 1 1 5 168 3 5 24 448
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 0 8 223 1 4 19 408
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 1 1 2 60 1 1 3 151
Canonical Cointegrating Regressions 3 6 25 458 8 17 76 1,379
Cointegrating Regressions with Time Heterogeneity 0 0 1 29 0 0 3 96
Extracting a common stochastic trend: Theory with some applications 0 0 2 93 1 1 4 238
Functional-coefficient models for nonstationary time series data 0 1 5 181 0 1 9 447
Index models with integrated time series 0 0 0 21 0 0 0 86
Nonlinear Regressions with Integrated Time Series 0 0 0 0 0 0 8 676
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 2 3 4 790
Nonlinear instrumental variable estimation of an autoregression 0 1 1 48 0 1 1 180
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 0 3 154
Nonstationary Binary Choice 0 0 0 0 0 0 7 355
Nonstationary nonlinear heteroskedasticity 0 0 1 34 0 0 1 96
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 56 0 0 3 152
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 1 5 29 234 6 17 100 579
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 155 0 0 3 922
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 2 55 0 1 6 176
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 1 38 0 0 4 201
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 540 0 0 2 1,667
Testing for Unit Roots in Models with Structural Change 0 0 0 12 0 0 0 53
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 0 0 213
Total Journal Articles 8 18 92 3,389 25 58 316 12,167


Statistics updated 2022-11-05