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 2 4 143
A Test of the Martingale Hypothesis 0 0 0 100 5 8 9 536
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 4 7 9 37
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 18 18 1 6 24 39
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 1 3 4 462
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 4 9 10 951
Bootstrap Unit Root Tests 0 0 0 242 3 5 10 640
Bootstrap Unit Root Tests 0 0 0 37 6 8 8 149
Bootstrapping Cointegrating Regressions 0 0 0 43 3 4 7 157
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 5 31 5 9 23 55
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 3 4 9 609
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 3 10 11 189
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 1 239 5 6 8 681
How They Interact to Generate Persistency in Memory 0 0 0 6 5 8 10 99
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 1 4 5 280
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 3 9 10 195
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 3 3 4 809
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 2 2 3 749
Nonlinear Regressions with Integrated Time Series 0 1 3 442 3 6 9 1,342
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 3 7 9 436
Nonstationary Binary Choice 0 0 0 201 2 8 9 811
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 3 10 17 1,745
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 2 3 6 592
Nonstationary Nonlinear Heteroskedasticity in Regression 1 1 1 24 2 5 8 97
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 3 5 6 91
On the Formulation of Wald Tests of Nonlinear Restrictions 0 1 2 148 6 9 11 571
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 3 6 14 626
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 0 3 21 29 3 17 58 63
Statistical Inference in Regressions with Integrated Processes: Part 1 1 2 2 520 5 8 11 1,218
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 2 6 9 636
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 4 5 6 82
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 2 4 6 92
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 3 7 10 954
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 3 263 3 9 15 686
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 18 18 3 7 20 20
The Spatial Analysis of Time Series 0 0 0 115 7 8 8 381
The Spatial Analysis of Time Series 0 0 0 4 3 6 7 794
Time series properties of ARCH processes with persistent covariates 0 0 0 99 1 3 5 499
Weak Unit Roots 0 0 0 86 4 9 11 216
Total Working Papers 2 10 74 5,428 126 255 424 19,226

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 3 7 10 489
A Test of the Martingale Hypothesis 0 0 0 170 2 5 13 685
A bootstrap theory for weakly integrated processes 0 0 0 28 3 3 4 124
A cointegration approach to estimating preference parameters 0 0 0 219 0 10 12 491
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 0 8 10 206
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 1 3 8 124
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 3 5 8 148
Bootstrap Unit Root Tests 0 0 0 166 2 3 7 564
Bootstrapping cointegrating regressions 0 0 0 172 3 7 14 485
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 1 4 7 238 1 6 15 448
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 1 3 66 8 12 20 187
Canonical Cointegrating Regressions 1 6 12 524 10 24 45 1,644
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 3 4 4 104
Extracting a common stochastic trend: Theory with some applications 0 0 3 102 4 8 18 268
Functional-coefficient models for nonstationary time series data 0 1 1 188 2 6 12 473
Index models with integrated time series 0 0 0 21 0 0 2 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 5 11 13 713
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 9 10 11 810
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 4 7 10 198
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 3 6 8 165
Nonstationary Binary Choice 0 0 0 0 3 7 9 373
Nonstationary nonlinear heteroskedasticity 0 0 0 35 2 3 4 102
Nonstationary nonlinear heteroskedasticity in regression 0 0 1 57 4 5 6 163
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 1 7 299 7 16 34 777
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 3 4 8 934
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 58 1 4 8 196
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 4 7 12 218
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 1 3 4 1,677
Testing for Unit Roots in Models with Structural Change 0 0 0 13 1 3 5 62
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 2 5 219
Total Journal Articles 2 13 39 3,589 93 199 339 13,136

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12