Joon Y. Park

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Peter C. B. PhillipsYale UniversityVerificeret mail på yale.edu
Hwagyun (Hagen) KimMays Business School, Texas A&M UniversityVerificeret mail på tamu.edu
Masao OgakiProfessor, Faculty of Economics, Doshisha UniversityVerificeret mail på econ.keio.ac.jp
Mototsugu ShintaniFaculty of Economics University of Tokyo, ISER Osaka University, IMES Bank of JapanVerificeret mail på e.u-tokyo.ac.jp
Yoon-Jae WhangSeoul National UniversityVerificeret mail på snu.ac.kr
Junhui QianShanghai Jiao Tong UniversityVerificeret mail på sjtu.edu.cn
Eric FisherProfessor of Economics, California Polytechnic State UniversityVerificeret mail på calpoly.edu
Zongwu CaiDepartment of Economics, University of KansasVerificeret mail på ku.edu
Kwanho ShinKorea UniversityVerificeret mail på korea.ac.kr
In ChoiProfessor Emeritus, Deparment of Economics, Sogang UniversityVerificeret mail på sogang.ac.kr
Bin WangSchool of Software, Tsinghua UniversityVerificeret mail på tsinghua.edu.cn

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Joon Y. Park

Professor of Economics and Wisnewsky Professor of Human Studies, Indiana University

Verificeret mail på indiana.edu

Econometrics Time Series Finance Energy


Titel Sortér efter henvisninger Sortér efter årstal Sortér efter titel	Citeret af Citeret af	År
Canonical cointegrating regressions JY Park Econometrica: Journal of the Econometric Society, 119-143, 1992	1483	1992
Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988	779	1988
Statistical inference in regressions with integrated processes: Part 2 JY Park, PCB Phillips Econometric Theory 5 (1), 95-131, 1989	604	1989
Nonlinear regressions with integrated time series JY Park, PCB Phillips Econometrica 69 (1), 117-161, 2001	516	2001
Asymptotics for nonlinear transformations of integrated time series JY Park, PCB Phillips Econometric Theory 15 (3), 269-298, 1999	379	1999
Testing for unit roots and cointegration by variable addition JY Park Advances in econometrics 8 (2), 107-133, 1990	377	1990
A new approach to testing for a unit root JY Park, B Choi Center for Analytic Economics, Cornell University, Working Paper 88, 23, 1988	242	1988
Cointegrating regressions with time varying coefficients JY Park, SB Hahn Econometric Theory 15 (5), 664-703, 1999	236	1999
On the formulation of Wald tests of nonlinear restrictions PCB Phillips, JY Park Econometrica: Journal of the Econometric Society, 1065-1083, 1988	236	1988
Testing purchasing power parity under the null hypothesis of co-integration EON Fisher, JY Park The Economic Journal 101 (409), 1476-1484, 1991	208	1991
A cointegration approach to estimating preference parameters M Ogaki, JY Park Journal of Econometrics 82 (1), 107-134, 1997	205	1997
A sieve bootstrap for the test of a unit root Y Chang, JY Park Journal of Time Series Analysis 24 (4), 379-400, 2003	201	2003
Functional-coefficient models for nonstationary time series data Z Cai, Q Li, JY Park Journal of Econometrics 148 (2), 101-113, 2009	195	2009
Nonlinear econometric models with cointegrated and deterministically trending regressors Y Chang, JY Park, PCB Phillips The Econometrics Journal 4 (1), 1-36, 2001	183	2001
Nonstationary binary choice JY Park, PCB Phillips Econometrica 68 (5), 1249-1280, 2000	183	2000
On the asymptotics of ADF tests for unit roots Y Chang, JY Park Econometric Reviews 21 (4), 431-447, 2002	174	2002
Bootstrap unit root tests JY Park Econometrica 71 (6), 1845-1895, 2003	171	2003
Testing for a unit root in the presence of a maintained trend S Ouliaris, JY Park, PCB Phillips Advances in econometrics and modelling, 7-28, 1989	166	1989
Nonstationary density estimation and kernel autoregression PCB Phillips, JY Park	136	1998
Asymptotic equivalence of ordinary least squares and generalized least squares in regressions with integrated regressors PCB Phillips, JY Park Journal of the American Statistical Association 83 (401), 111-115, 1988	135	1988

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