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 4 141
A Test of the Martingale Hypothesis 0 0 0 100 2 4 4 531
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 2 4 5 33
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 18 18 3 6 38 38
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 2 2 3 461
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 5 5 6 947
Bootstrap Unit Root Tests 0 0 0 242 1 5 8 637
Bootstrap Unit Root Tests 0 0 0 37 1 2 3 143
Bootstrapping Cointegrating Regressions 0 0 0 43 0 2 4 154
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 1 2 6 31 3 7 20 50
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 1 1 7 606
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 7 7 8 186
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 1 239 1 2 4 676
How They Interact to Generate Persistency in Memory 0 0 0 6 2 3 5 94
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 3 4 279
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 1 6 7 192
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 0 0 1 806
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 0 1 1 747
Nonlinear Regressions with Integrated Time Series 0 1 3 442 2 3 7 1,339
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 5 6 433
Nonstationary Binary Choice 0 0 1 201 2 7 8 809
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 2 9 14 1,742
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 2 4 6 95
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 0 2 4 590
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 0 2 3 88
On the Formulation of Wald Tests of Nonlinear Restrictions 0 1 2 148 0 4 5 565
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 3 3 14 623
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 2 4 29 29 8 16 60 60
Statistical Inference in Regressions with Integrated Processes: Part 1 1 1 1 519 3 4 6 1,213
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 3 5 8 634
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 1 1 2 78
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 2 3 6 90
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 3 5 7 951
Testing for a Unit Root in the Presence of a Maintained Trend 1 2 3 263 4 10 12 683
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 1 18 18 2 6 17 17
The Spatial Analysis of Time Series 0 0 0 115 1 1 2 374
The Spatial Analysis of Time Series 0 0 0 4 1 3 4 791
Time series properties of ARCH processes with persistent covariates 0 0 0 99 2 2 4 498
Weak Unit Roots 0 0 0 86 3 5 8 212
Total Working Papers 5 12 82 5,426 76 161 336 19,100

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 4 8 486
A Test of the Martingale Hypothesis 0 0 0 170 1 9 11 683
A bootstrap theory for weakly integrated processes 0 0 0 28 0 0 1 121
A cointegration approach to estimating preference parameters 0 0 0 219 5 10 13 491
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 5 8 10 206
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 0 4 7 123
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 1 2 5 145
Bootstrap Unit Root Tests 0 0 0 166 0 2 5 562
Bootstrapping cointegrating regressions 0 0 0 172 3 5 11 482
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 2 3 6 237 4 5 16 447
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 2 3 66 2 5 12 179
Canonical Cointegrating Regressions 2 5 14 523 8 17 40 1,634
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 1 1 1 101
Extracting a common stochastic trend: Theory with some applications 0 1 3 102 3 5 14 264
Functional-coefficient models for nonstationary time series data 0 1 1 188 1 6 10 471
Index models with integrated time series 0 0 0 21 0 0 2 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 3 6 8 708
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 1 2 3 801
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 2 3 6 194
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 2 4 5 162
Nonstationary Binary Choice 0 0 0 0 2 4 7 370
Nonstationary nonlinear heteroskedasticity 0 0 0 35 1 1 2 100
Nonstationary nonlinear heteroskedasticity in regression 0 0 1 57 1 1 2 159
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 1 2 7 299 4 12 29 770
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 156 0 3 6 931
Statistical Inference in Regressions with Integrated Processes: Part 1 0 1 2 58 1 5 8 195
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 3 4 8 214
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 0 2 3 1,676
Testing for Unit Roots in Models with Structural Change 0 0 0 13 2 2 5 61
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 1 4 218
Total Journal Articles 5 15 42 3,587 57 133 262 13,043

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Statistics updated 2026-01-09