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 1 1 5 145
A Test of the Martingale Hypothesis 0 0 0 100 1 1 17 544
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 2 2 12 41
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 0 18 0 0 16 47
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 0 4 463
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 0 0 12 954
Bootstrap Unit Root Tests 0 0 0 242 2 3 13 645
Bootstrap Unit Root Tests 0 0 0 37 2 2 14 155
Bootstrapping Cointegrating Regressions 0 0 1 44 0 0 8 160
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 3 31 1 2 23 64
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 0 7 612
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 1 15 194
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 1 239 0 0 10 683
How They Interact to Generate Persistency in Memory 0 0 0 6 0 0 14 105
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 0 1 7 283
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 0 13 198
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 0 1 11 817
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 2 2 9 755
Nonlinear Regressions with Integrated Time Series 0 0 1 442 0 1 12 1,348
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 1 15 443
Nonstationary Binary Choice 0 0 0 201 1 1 14 816
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 0 1 22 1,752
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 1 24 0 0 10 101
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 1 2 9 597
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 0 4 6 500
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 0 0 15 576
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 0 7 627
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 1 1 10 34 1 4 41 82
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 2 520 1 1 15 1,224
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 0 0 13 641
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 0 0 8 85
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 2 2 12 99
Testing for a Unit Root against Transitional Autoregressive Models 0 0 1 401 0 4 20 966
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 1 2 21 693
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 18 18 0 1 23 23
The Spatial Analysis of Time Series 0 0 0 4 0 1 10 798
The Spatial Analysis of Time Series 0 0 2 117 0 1 22 395
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 1 11 507
Weak Unit Roots 0 0 0 86 1 2 17 223
Total Working Papers 1 1 43 5,437 20 45 541 19,455

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 0 162 0 3 13 495
A Test of the Martingale Hypothesis 0 0 0 170 2 3 21 695
A bootstrap theory for weakly integrated processes 0 0 0 28 0 0 6 127
A cointegration approach to estimating preference parameters 0 1 1 220 0 1 13 494
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 0 2 15 213
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 2 2 11 130
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 0 36 0 1 15 158
Bootstrap Unit Root Tests 0 0 0 166 1 4 9 569
Bootstrapping cointegrating regressions 0 0 0 172 1 1 14 491
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 0 6 240 1 1 18 459
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 3 67 1 3 25 199
Canonical Cointegrating Regressions 1 1 13 531 4 7 58 1,673
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 1 7 107
Extracting a common stochastic trend: Theory with some applications 0 1 2 103 0 1 14 273
Functional-coefficient models for nonstationary time series data 0 2 6 193 1 3 20 484
Index models with integrated time series 0 0 0 21 1 2 2 91
Nonlinear Regressions with Integrated Time Series 0 0 0 0 1 4 21 723
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 3 17 816
Nonlinear instrumental variable estimation of an autoregression 0 0 0 50 1 1 16 207
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 0 10 168
Nonstationary Binary Choice 0 0 0 0 2 3 15 381
Nonstationary nonlinear heteroskedasticity 0 0 0 35 0 1 7 106
Nonstationary nonlinear heteroskedasticity in regression 0 0 0 57 0 0 7 165
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 0 4 301 0 1 28 785
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 0 1 11 939
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 58 0 2 13 203
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 0 2 17 227
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 0 1 11 1,685
Testing for Unit Roots in Models with Structural Change 0 0 1 14 0 2 8 67
Time series properties of ARCH processes with persistent covariates 0 0 0 56 3 4 12 229
Total Journal Articles 1 5 37 3,609 21 60 454 13,359

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Statistics updated 2026-09-10