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Details about Yoosoon Chang

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Last updated 2015-10-13. Update your information in the RePEc Author Service.

Short-id: pch209


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Working Papers

2016

  1. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
    Working Papers, Department of Economics, University of Missouri Downloads View citations (4)

2015

  1. A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads

2014

  1. Time-varying Long-run Income and Output Elasticities of Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads View citations (6)

2013

  1. Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads View citations (3)

2005

  1. Extracting a Common Stochastic Trend: Theories with Some Applications
    Working Papers, Rice University, Department of Economics Downloads View citations (1)
    Also in Working Papers, Department of Economics, University of Missouri (2005) Downloads View citations (2)
  2. Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T
    Working Papers, Rice University, Department of Economics Downloads View citations (5)

2004

  1. Endogeneity in Nonlinear Regressions with Integrated Time Series
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (5)
  2. Taking a New Contour: A Novel Approach to Panel Unit Root Tests
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (2)
    Also in Working Papers, Rice University, Department of Economics (2004) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2012)
  3. Taking a New Contour: A Novel View on Unit Root Test
    Working Papers, Rice University, Department of Economics Downloads

2003

  1. Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case
    Working Papers, Rice University, Department of Economics Downloads View citations (10)
  2. Nonlinear IV Panel Unit Root Tests
    Working Papers, Rice University, Department of Economics Downloads View citations (4)

2002

  1. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
    Working Papers, Rice University, Department of Economics Downloads View citations (6)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000) Downloads View citations (28)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2004)
  2. Bootstrapping Cointegrating Regressions
    Working Papers, Rice University, Department of Economics Downloads View citations (6)
    See also Journal Article in Journal of Econometrics (2006)
  3. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
    Working Papers, Rice University, Department of Economics Downloads View citations (116)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2000) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2002)
  4. Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads View citations (7)

2001

  1. Bootstrapping Unit Root Tests with Covariates
    Working Papers, Rice University, Department of Economics Downloads View citations (5)
  2. Nonlinear Instrumental Variable Estimation of an Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Journal of Econometrics (2004)

1999

  1. Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (23)
    See also Journal Article in Econometrics Journal (2001)
  2. Nonstationary Index Models
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads View citations (3)

Journal Articles

2014

  1. Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
    Energy Economics, 2014, 46, (C), 334-347 Downloads View citations (10)

2012

  1. Non‐stationary regression with logistic transition
    Econometrics Journal, 2012, 15, (2), 255-287
  2. Residual based tests for cointegration in dependent panels
    Journal of Econometrics, 2012, 167, (2), 504-520 Downloads View citations (5)
  3. Taking a new contour: A novel approach to panel unit root tests
    Journal of Econometrics, 2012, 169, (1), 15-28 Downloads View citations (2)
    See also Working Paper (2004)

2009

  1. Extracting a common stochastic trend: Theory with some applications
    Journal of Econometrics, 2009, 150, (2), 231-247 Downloads View citations (8)
  2. Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
    Review of Economic Studies, 2009, 76, (3), 903-935 Downloads View citations (22)

2006

  1. Bootstrapping cointegrating regressions
    Journal of Econometrics, 2006, 133, (2), 703-739 Downloads View citations (63)
    See also Working Paper (2002)

2004

  1. Bootstrap unit root tests in panels with cross-sectional dependency
    Journal of Econometrics, 2004, 120, (2), 263-293 Downloads View citations (129)
    See also Working Paper (2002)
  2. Nonlinear instrumental variable estimation of an autoregression
    Journal of Econometrics, 2004, 118, (1-2), 219-246 Downloads View citations (17)
    See also Working Paper (2001)

2003

  1. A Sieve Bootstrap For The Test Of A Unit Root
    Journal of Time Series Analysis, 2003, 24, (4), 379-400 Downloads View citations (81)
  2. Index models with integrated time series
    Journal of Econometrics, 2003, 114, (1), 73-106 Downloads View citations (16)

2002

  1. Nonlinear IV unit root tests in panels with cross-sectional dependency
    Journal of Econometrics, 2002, 110, (2), 261-292 Downloads View citations (139)
    See also Working Paper (2002)
  2. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
    Econometric Reviews, 2002, 21, (4), 431-447 Downloads View citations (62)

2001

  1. Nonlinear econometric models with cointegrated and deterministically trending regressors
    Econometrics Journal, 2001, 4, (1), 1-36 View citations (36)
    See also Working Paper (1999)

2000

  1. VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS
    Econometric Theory, 2000, 16, (06), 905-926 Downloads View citations (1)

1995

  1. Time Series Regression with Mixtures of Integrated Processes
    Econometric Theory, 1995, 11, (05), 1033-1094 Downloads View citations (5)

1994

  1. Fully Modified Least Squares in I(2) Regression
    Econometric Theory, 1994, 10, (05), 967-967 Downloads View citations (1)
 
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