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 1 2 2 529
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 1 2 3 31
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 18 18 2 4 35 35
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 0 1 459
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 0 0 1 942
Bootstrap Unit Root Tests 0 0 0 37 1 1 2 142
Bootstrap Unit Root Tests 0 0 0 242 1 4 7 636
Bootstrapping Cointegrating Regressions 0 0 0 43 1 2 4 154
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 2 6 30 1 6 20 47
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 0 6 605
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 0 2 179
Extracting a Common Stochastic Trend:Theories with Some Applications 0 1 1 239 0 2 3 675
How They Interact to Generate Persistency in Memory 0 0 0 6 1 1 3 92
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 3 3 4 279
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 5 6 6 191
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 1 1 3 442 1 1 5 1,337
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 3 4 5 432
Nonstationary Binary Choice 0 0 1 201 4 5 6 807
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 5 10 12 1,740
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 23 1 2 4 93
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 1 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 2 2 3 88
On the Formulation of Wald Tests of Nonlinear Restrictions 1 1 2 148 3 4 5 565
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 0 11 620
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 1 3 27 27 6 11 52 52
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 0 518 0 1 4 1,210
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 1 3 6 631
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 0 0 1 77
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 0 1 4 88
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 1 2 4 948
Testing for a Unit Root in the Presence of a Maintained Trend 0 1 3 262 2 7 9 679
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 18 18 18 2 15 15 15
The Spatial Analysis of Time Series 0 0 0 115 0 0 2 373
The Spatial Analysis of Time Series 0 0 0 4 2 2 3 790
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 2 496
Weak Unit Roots 0 0 0 86 2 3 5 209
Total Working Papers 3 27 79 5,421 53 110 268 19,024

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 3 7 485
A Test of the Martingale Hypothesis 0 0 0 170 2 8 11 682
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 5 8 486
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 1 64 3 3 5 201
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 2 4 8 123
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 1 1 5 144
Bootstrap Unit Root Tests 0 0 0 166 1 2 5 562
Bootstrapping cointegrating regressions 0 0 0 172 1 2 9 479
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 1 1 4 235 1 2 13 443
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 1 2 3 66 2 3 10 177
Canonical Cointegrating Regressions 3 3 14 521 6 11 34 1,626
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 0 0 100
Extracting a common stochastic trend: Theory with some applications 0 1 4 102 1 2 12 261
Functional-coefficient models for nonstationary time series data 1 1 1 188 3 6 10 470
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 3 5 705
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 1 2 800
Nonlinear instrumental variable estimation of an autoregression 0 0 1 50 1 1 4 192
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 1 2 4 160
Nonstationary Binary Choice 0 0 0 0 2 2 5 368
Nonstationary nonlinear heteroskedasticity 0 0 0 35 0 0 1 99
Nonstationary nonlinear heteroskedasticity in regression 0 0 1 57 0 0 1 158
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 0 1 7 298 5 9 29 766
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 1 156 1 3 6 931
Statistical Inference in Regressions with Integrated Processes: Part 1 0 1 2 58 2 4 7 194
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 0 1 5 211
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 2 2 3 1,676
Testing for Unit Roots in Models with Structural Change 0 0 0 13 0 0 3 59
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 1 4 218
Total Journal Articles 6 10 41 3,582 49 81 219 12,986

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Statistics updated 2025-12-06