Details about Yoosoon Chang

Access statistics for papers by Yoosoon Chang.

Last updated 2008-06-27. Update your information in the RePEc Author Service.

Short-id: pch209

Working Papers

2005

1. Extracting a Common Stochastic Trend:Theories with Some Applications
   Working Papers, Department of Economics, University of Missouri

2004

2. Endogeneity in Nonlinear Regressions with Integrated Time Series
   Econometric Society 2004 North American Winter Meetings, Econometric Society View citations
3. Taking a New Contour: A Novel Approach to Panel Unit Root Tests
   Econometric Society 2004 Far Eastern Meetings, Econometric Society

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 View citations

2001

5. Nonlinear Instrumental Variable Estimation of an Autoregression
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   See also Journal Article in Journal of Econometrics (2004)

2000

6. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2000) View citations
   See also Journal Article in Journal of Econometrics (2004)
7. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations
   See also Journal Article in Journal of Econometrics (2002)

1999

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

Journal Articles

2006

1. Bootstrapping cointegrating regressions
   Journal of Econometrics, 2006, 133, (2), 703-739 View citations

2004

2. Bootstrap unit root tests in panels with cross-sectional dependency
   Journal of Econometrics, 2004, 120, (2), 263-293 View citations
   See also Working Paper (2000)
3. Nonlinear instrumental variable estimation of an autoregression
   Journal of Econometrics, 2004, 118, (1-2), 219-246 View citations
   See also Working Paper (2001)

2003

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

2002

6. Nonlinear IV unit root tests in panels with cross-sectional dependency
   Journal of Econometrics, 2002, 110, (2), 261-292 View citations
   See also Working Paper (2000)
7. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
   Econometric Reviews, 2002, 21, (4), 431-447 View citations

2001

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