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 4 144
A Test of the Martingale Hypothesis 0 0 0 100 0 3 16 543
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 0 29 0 2 10 39
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 1 18 0 6 18 47
Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors 0 0 0 143 0 0 5 463
Asymptotics for Nonlinear Transformations of Integrated Time Series 0 0 0 324 1 3 13 954
Bootstrap Unit Root Tests 0 0 0 37 0 4 12 153
Bootstrap Unit Root Tests 0 0 0 242 1 2 11 642
Bootstrapping Cointegrating Regressions 0 1 1 44 0 3 9 160
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 4 31 0 6 25 62
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 2 9 612
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 1 3 15 193
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 1 239 0 1 10 683
How They Interact to Generate Persistency in Memory 0 0 0 6 0 3 15 105
Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics 0 0 0 1 1 2 6 282
Iterative Maximum Likelihood Estimation of Cointegrating Vectors 0 0 0 41 0 2 13 198
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 0 257 1 6 10 816
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 1 4 7 753
Nonlinear Regressions with Integrated Time Series 0 0 1 442 1 4 11 1,347
Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory 0 0 0 1 1 4 15 442
Nonstationary Binary Choice 0 0 0 201 0 4 13 815
Nonstationary Density Estimation and Kernel Autoregression 0 0 0 635 1 4 22 1,751
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 0 162 0 3 9 595
Nonstationary Nonlinear Heteroskedasticity in Regression 0 0 1 24 0 3 10 101
Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH 0 0 0 163 0 2 3 496
Nonstationary Nonlinearity: An Outlook for New Opportunities 0 0 0 27 1 2 8 94
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 2 148 0 2 16 576
Seemingly Unrelated Canonical Cointegrating Regressions 0 0 0 0 0 0 8 627
Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change 0 3 17 33 0 11 49 78
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 2 520 0 5 15 1,223
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 304 1 4 14 641
Strong Approximations for Nonlinear Transformations of Integrated Time Series 0 0 0 16 0 1 9 85
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 1 4 10 97
Testing for a Unit Root against Transitional Autoregressive Models 0 0 1 401 2 6 16 962
Testing for a Unit Root in the Presence of a Maintained Trend 0 0 2 263 0 3 19 691
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories-Based Approach 0 0 18 18 0 2 22 22
The Spatial Analysis of Time Series 0 1 2 117 6 10 21 394
The Spatial Analysis of Time Series 0 0 0 4 0 2 9 797
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 6 10 506
Weak Unit Roots 0 0 0 86 2 2 16 221
Total Working Papers 0 5 53 5,436 22 137 533 19,410

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 0 2 12 492
A Test of the Martingale Hypothesis 0 0 0 170 1 3 18 692
A bootstrap theory for weakly integrated processes 0 0 0 28 0 2 7 127
A cointegration approach to estimating preference parameters 0 0 0 219 0 1 13 493
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving 0 0 0 64 0 5 14 211
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES 0 0 0 31 1 2 11 128
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES 0 0 1 36 0 4 16 157
Bootstrap Unit Root Tests 0 0 0 166 0 0 7 565
Bootstrapping cointegrating regressions 0 0 0 172 2 5 18 490
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS 0 1 6 240 1 8 21 458
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 3 67 1 8 26 196
Canonical Cointegrating Regressions 1 4 14 530 4 17 57 1,666
Cointegrating Regressions with Time Heterogeneity 0 0 0 30 0 2 6 106
Extracting a common stochastic trend: Theory with some applications 0 0 2 102 0 3 19 272
Functional-coefficient models for nonstationary time series data 0 2 4 191 2 6 19 481
Index models with integrated time series 0 0 0 21 0 0 0 89
Nonlinear Regressions with Integrated Time Series 0 0 0 0 1 5 19 719
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 3 14 813
Nonlinear instrumental variable estimation of an autoregression 0 0 0 50 1 8 16 206
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory 0 0 0 47 0 1 11 168
Nonstationary Binary Choice 0 0 0 0 1 2 13 378
Nonstationary nonlinear heteroskedasticity 0 0 0 35 0 2 7 105
Nonstationary nonlinear heteroskedasticity in regression 0 0 1 57 2 2 8 165
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 1 1 6 301 2 6 34 784
On the Formulation of Wald Tests of Nonlinear Restrictions 0 0 0 156 0 1 11 938
Statistical Inference in Regressions with Integrated Processes: Part 1 0 0 1 58 0 5 13 201
Statistical Inference in Regressions with Integrated Processes: Part 2 0 0 0 38 3 5 15 225
Testing Purchasing Power Parity under the Null Hypothesis of Co-integration 0 0 0 544 0 5 10 1,684
Testing for Unit Roots in Models with Structural Change 0 1 1 14 0 3 8 65
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 5 10 225
Total Journal Articles 2 9 40 3,604 23 121 453 13,299

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Statistics updated 2026-06-04