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 2 3 6 147
A Test of the Martingale Hypothesis 0 0 0 100 0 1 16 544
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 3 5 14 44
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 0 18 1 2 16 49
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 2 3 7 466
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 5 6 18 960
Bootstrap Unit Root Tests 0 0 0 242 1 4 12 647
Bootstrap Unit Root Tests 0 0 0 37 1 3 15 156
Bootstrapping Cointegrating Regressions 0 0 1 44 3 4 11 164
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 1 1 2 32 3 4 21 67
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 2 2 9 614
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 2 2 17 196
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 0 239 1 1 9 684
How They Interact to Generate Persistency in Memory 0 0 0 6 2 2 16 107
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 2 2 9 285
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 0 12 198
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 1 1 1 258 5 5 16 822
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 2 5 11 758
Nonlinear Regressions with Integrated Time Series 0 0 1 442 4 4 16 1,352
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 0 1 14 443
Nonstationary Binary Choice 0 0 0 201 1 3 15 818
Nonstationary Density Estimation and Kernel Autoregression 0 1 1 636 3 5 22 1,757
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 5 7 14 603
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 1 24 1 1 10 102
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 1 1 7 501
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 2 2 16 578
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 1 2 9 629
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 0 3 10 36 2 5 40 86
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 2 520 2 3 16 1,226
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 2 2 13 643
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 1 1 9 86
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 2 5 14 102
Testing for a Unit Root against Transitional Autoregressive Models 0 0 1 401 1 4 23 970
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 1 263 1 2 17 694
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 0 18 1 2 12 25
The Spatial Analysis of Time Series 0 2 4 119 0 2 24 397
The Spatial Analysis of Time Series 0 0 0 4 1 3 13 801
Time series properties of ARCH processes with persistent covariates 0 0 0 99 1 1 12 508
Weak Unit Roots 0 0 0 86 1 2 17 224
Total Working Papers 2 8 26 5,444 70 112 576 19,547

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 1 1 1 163 1 1 14 496
A Test of the Martingale Hypothesis 0 1 1 171 1 4 17 697
A bootstrap theory for weakly integrated processes 0 0 0 28 4 4 10 131
A cointegration approach to estimating preference parameters 0 0 1 220 1 1 14 495
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 0 0 15 213
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 0 2 9 130
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 36 0 0 15 158
Bootstrap Unit Root Tests 0 0 0 166 1 2 9 570
Bootstrapping cointegrating regressions 0 0 0 172 3 5 17 495
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 2 8 242 1 5 21 463
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 2 67 2 3 26 201
Canonical Cointegrating Regressions 0 1 13 531 2 7 56 1,676
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 1 2 9 109
Extracting a common stochastic trend: Theory with some applications 0 0 1 103 5 7 20 280
Functional-coefficient models for nonstationary time series data 0 0 6 193 4 6 22 489
Index models with integrated time series 0 0 0 21 0 1 2 91
Nonlinear Regressions with Integrated Time Series 0 0 0 0 1 2 22 724
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 2 2 18 818
Nonlinear instrumental variable estimation of an autoregression 0 0 0 50 2 5 20 211
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 2 2 11 170
Nonstationary Binary Choice 0 0 0 0 1 4 17 383
Nonstationary nonlinear heteroskedasticity 0 0 0 35 1 1 8 107
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 57 2 2 9 167
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 0 3 301 5 6 30 791
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 4 4 13 943
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 58 3 4 15 207
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 2 2 18 229
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 3 3 14 1,688
Testing for Unit Roots in Models with Structural Change 0 0 1 14 4 4 12 71
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 3 12 229
Total Journal Articles 1 5 37 3,613 58 94 495 13,432

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Statistics updated 2026-11-12