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Details about Joon Y. Park

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Workplace:Department of Economics, Indiana University, (more information at EDIRC)

Access statistics for papers by Joon Y. Park.

Last updated 2011-12-04. Update your information in the RePEc Author Service.

Short-id: ppa681


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Working Papers

2008

  1. Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory
    Working Papers, Department of Economics, University of Missouri Downloads View citations (1)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (4)

    See also Journal Article in Journal of Econometrics (2010)

2006

  1. Testing for a Unit Root against Transitional Autoregressive Models
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (2)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2005) Downloads View citations (27)
  2. Time series properties of ARCH processes with persistent covariates
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Econometrics (2008)

2005

  1. Extracting a Common Stochastic Trend: Theories with Some Applications
    Working Papers, Rice University, Department of Economics Downloads
    Also in Working Papers, Department of Economics, University of Missouri (2005) Downloads View citations (1)
  2. How They Interact to Generate Persistency in Memory
    Working Papers, Rice University, Department of Economics Downloads
  3. Iterative Maximum Likelihood Estimation of Cointegrating Vectors
    Working Papers, Rice University, Department of Economics Downloads View citations (1)
  4. Nonstationary Nonlinear Heteroskedasticity in Regression
    Working Papers, Rice University, Department of Economics Downloads
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2007)
  5. The Spatial Analysis of Time Series
    Working Papers, Rice University, Department of Economics Downloads View citations (1)
    Also in Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)

2004

  1. A Test of the Martingale Hypothesis
    Working Papers, Rice University, Department of Economics Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2005)
  2. Endogeneity in Nonlinear Regressions with Integrated Time Series
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (5)
  3. Taking a New Contour: A Novel View on Unit Root Test
    Working Papers, Rice University, Department of Economics Downloads

2003

  1. A Bootstrap Theory for Weakly Integrated Processes
    Working Papers, Rice University, Department of Economics Downloads
    See also Journal Article in Journal of Econometrics (2006)
  2. Nonstationary Nonlinearity: An Outlook for New Opportunities
    Working Papers, Rice University, Department of Economics Downloads View citations (3)
  3. Strong Approximations for Nonlinear Transformations of Integrated Time Series
    Working Papers, Rice University, Department of Economics Downloads View citations (3)
  4. Weak Unit Roots
    Working Papers, Rice University, Department of Economics Downloads View citations (12)

2002

  1. Bootstrap Unit Root Tests
    Working Papers, Rice University, Department of Economics Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (2)

    See also Journal Article in Econometrica (2003)
  2. Bootstrapping Cointegrating Regressions
    Working Papers, Rice University, Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2006)

2001

  1. 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)

2000

  1. Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

1999

  1. Longrun Relationships Evolving Over Time
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads
  2. 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)
  3. Nonlinear Regressions with Integrated Time Series
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) Downloads View citations (2)

    See also Journal Article in Econometrica (2001)
  4. Nonstationary Binary Choice
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Working Paper Series, Institute of Economic Research, Seoul National University (1999) View citations (1)

    See also Journal Article in Econometrica (2000)
  5. Nonstationary Index Models
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads View citations (3)
  6. Random Walk or Chaos: A Formal Test on the Lyapunov Exponent
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads View citations (3)
  7. The Asymptotic Variance Bound for Instrumental Variables Estimators
    Working Paper Series, Institute of Economic Research, Seoul National University Downloads

1998

  1. Asymptotics for Nonlinear Transformations of Integrated Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (10)
    See also Journal Article in Econometric Theory (1999)
  2. Nonstationary Density Estimation and Kernel Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (35)

1991

  1. Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (22)
  2. Seemingly Unrelated Canonical Cointegrating Regressions
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (14)

1988

  1. Testing for a Unit Root in the Presence of a Maintained Trend
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (23)

1987

  1. Statistical Inference in Regressions with Integrated Processes: Part 1
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (34)
    See also Journal Article in Econometric Theory (1988)
  2. Statistical Inference in Regressions with Integrated Processes: Part 2
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (40)
    See also Journal Article in Econometric Theory (1989)

1986

  1. Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
  2. On the Formulation of Wald Tests of Nonlinear Restrictions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
    See also Journal Article in Econometrica (1988)

Journal Articles

2010

  1. A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
    Journal of Econometrics, 2010, 157, (1), 165-178 Downloads View citations (1)
  2. Cointegrating Regressions with Time Heterogeneity
    Econometric Reviews, 2010, 29, (4), 397-438 Downloads View citations (1)
  3. Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
    Journal of Econometrics, 2010, 155, (1), 83-89 Downloads View citations (3)
    See also Working Paper (2008)

2009

  1. Extracting a common stochastic trend: Theory with some applications
    Journal of Econometrics, 2009, 150, (2), 231-247 Downloads View citations (4)
  2. Functional-coefficient models for nonstationary time series data
    Journal of Econometrics, 2009, 148, (2), 101-113 Downloads View citations (40)

2008

  1. Time series properties of ARCH processes with persistent covariates
    Journal of Econometrics, 2008, 146, (2), 275-292 Downloads View citations (5)
    See also Working Paper (2006)

2007

  1. Nonstationary nonlinear heteroskedasticity in regression
    Journal of Econometrics, 2007, 137, (1), 230-259 Downloads View citations (4)
    See also Working Paper (2005)

2006

  1. A bootstrap theory for weakly integrated processes
    Journal of Econometrics, 2006, 133, (2), 639-672 Downloads View citations (1)
    See also Working Paper (2003)
  2. Bootstrapping cointegrating regressions
    Journal of Econometrics, 2006, 133, (2), 703-739 Downloads View citations (54)
    See also Working Paper (2002)

2005

  1. A Test of the Martingale Hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1-32 Downloads
    See also Working Paper (2004)

2004

  1. Nonlinear instrumental variable estimation of an autoregression
    Journal of Econometrics, 2004, 118, (1-2), 219-246 Downloads View citations (16)
    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 (65)
  2. Bootstrap Unit Root Tests
    Econometrica, 2003, 71, (6), 1845-1895 Downloads View citations (45)
    See also Working Paper (2002)
  3. Index models with integrated time series
    Journal of Econometrics, 2003, 114, (1), 73-106 Downloads View citations (14)

2002

  1. AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
    Econometric Theory, 2002, 18, (02), 469-490 Downloads View citations (47)
  2. Nonstationary nonlinear heteroskedasticity
    Journal of Econometrics, 2002, 110, (2), 383-415 Downloads View citations (12)
  3. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
    Econometric Reviews, 2002, 21, (4), 431-447 Downloads View citations (55)

2001

  1. Nonlinear Regressions with Integrated Time Series
    Econometrica, 2001, 69, (1), 117-61 View citations (123)
    See also Working Paper (1999)
  2. Nonlinear econometric models with cointegrated and deterministically trending regressors
    Econometrics Journal, 2001, 4, (1), 1-36 View citations (25)
    See also Working Paper (1999)

2000

  1. Nonstationary Binary Choice
    Econometrica, 2000, 68, (5), 1249-1280 View citations (39)
    See also Working Paper (1999)

1999

  1. ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
    Econometric Theory, 1999, 15, (03), 269-298 Downloads View citations (114)
    See also Working Paper (1998)
  2. COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
    Econometric Theory, 1999, 15, (05), 664-703 Downloads View citations (43)

1997

  1. A cointegration approach to estimating preference parameters
    Journal of Econometrics, 1997, 82, (1), 107-134 Downloads View citations (69)
  2. Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
    Econometric Theory, 1997, 13, (06), 850-876 Downloads View citations (3)

1994

  1. Testing for Unit Roots in Models with Structural Change
    Econometric Theory, 1994, 10, (05), 917-936 Downloads View citations (18)

1992

  1. Canonical Cointegrating Regressions
    Econometrica, 1992, 60, (1), 119-43 Downloads View citations (154)

1991

  1. Testing Purchasing Power Parity under the Null Hypothesis of Co-integration
    Economic Journal, 1991, 101, (409), 1476-84 Downloads View citations (55)

1989

  1. Statistical Inference in Regressions with Integrated Processes: Part 2
    Econometric Theory, 1989, 5, (01), 95-131 Downloads View citations (92)
    See also Working Paper (1987)

1988

  1. On the Formulation of Wald Tests of Nonlinear Restrictions
    Econometrica, 1988, 56, (5), 1065-83 Downloads View citations (35)
    See also Working Paper (1986)
  2. Statistical Inference in Regressions with Integrated Processes: Part 1
    Econometric Theory, 1988, 4, (03), 468-497 Downloads View citations (118)
    See also Working Paper (1987)
 
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