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 1 20 1 2 5 132
A Test of the Martingale Hypothesis 0 1 2 96 2 4 31 474
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 1 1 2 140 1 1 2 445
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 1 324 1 2 13 926
Bootstrap Unit Root Tests 0 0 0 33 1 2 10 126
Bootstrap Unit Root Tests 1 1 1 241 2 5 12 618
Bootstrapping Cointegrating Regressions 0 0 1 37 0 3 11 121
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 2 2 12 586
Extracting a Common Stochastic Trend: Theories with Some Applications 0 1 1 50 0 2 11 160
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 4 236 0 0 9 660
How They Interact to Generate Persistency in Memory 0 0 0 6 0 2 3 83
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 1 2 9 262
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 2 39 0 2 11 177
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 254 0 1 7 794
Nonlinear Instrumental Variable Estimation of an Autoregression 0 1 2 165 0 3 11 734
Nonlinear Regressions with Integrated Time Series 0 1 2 430 0 3 10 1,310
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 1 6 426
Nonstationary Binary Choice 0 0 0 198 4 6 12 785
Nonstationary Density Estimation and Kernel Autoregression 0 5 17 600 1 11 39 1,623
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 2 158 0 2 13 573
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 0 2 7 80
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 162 1 2 4 492
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 2 27 0 0 7 80
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 144 0 0 2 550
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 2 4 17 579
Statistical Inference in Regressions with Integrated Processes: Part 1 1 2 6 509 4 8 26 1,178
Statistical Inference in Regressions with Integrated Processes: Part 2 0 1 1 301 1 4 15 612
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 1 2 15 0 1 4 70
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 0 1 4 81
Testing for a Unit Root against Transitional Autoregressive Models 2 4 9 380 3 8 24 890
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 1 249 0 3 14 564
The Spatial Analysis of Time Series 0 0 0 4 0 1 9 764
The Spatial Analysis of Time Series 0 0 11 108 2 8 43 323
Time series properties of ARCH processes with persistent covariates 0 0 2 95 0 0 4 482
Weak Unit Roots 1 3 9 78 1 3 13 167
Total Working Papers 6 22 81 5,144 31 101 430 17,927


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 1 151 0 1 5 450
A Test of the Martingale Hypothesis 0 0 3 167 0 0 10 646
A bootstrap theory for weakly integrated processes 0 0 0 26 0 2 10 108
A cointegration approach to estimating preference parameters 0 0 1 216 0 1 6 456
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 61 0 2 9 187
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 30 1 1 5 103
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 1 1 31 1 4 10 118
Bootstrap Unit Root Tests 0 0 0 166 2 4 13 532
Bootstrapping cointegrating regressions 0 0 3 160 1 3 18 408
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 3 14 206 1 9 33 366
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 1 53 1 3 10 138
Canonical Cointegrating Regressions 3 9 39 387 14 37 112 1,168
Cointegrating Regressions with Time Heterogeneity 0 0 0 27 0 2 3 83
Extracting a common stochastic trend: Theory with some applications 0 0 2 88 0 0 7 220
Functional-coefficient models for nonstationary time series data 0 2 5 169 1 3 14 415
Index models with integrated time series 0 0 0 21 0 0 5 84
Nonlinear Regressions with Integrated Time Series 0 0 0 0 1 4 21 649
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 2 13 781
Nonlinear instrumental variable estimation of an autoregression 0 0 1 46 0 1 8 175
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 1 1 47 0 1 7 143
Nonstationary Binary Choice 0 0 0 0 2 3 12 336
Nonstationary nonlinear heteroskedasticity 0 0 0 32 0 0 3 93
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 56 0 2 6 142
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 1 9 179 3 9 31 395
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 149 0 0 5 904
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 53 2 3 6 159
Statistical Inference in Regressions with Integrated Processes: Part 2 1 1 2 37 1 2 4 186
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 1 6 537 3 6 23 1,652
Testing for Unit Roots in Models with Structural Change 0 0 0 12 0 0 6 48
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 0 7 208
Total Journal Articles 4 20 90 3,182 34 105 422 11,353


Statistics updated 2020-09-04