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Details about Joon Y. Park

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

Access statistics for papers by Joon Y. Park.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: ppa681


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Working Papers

2024

  1. Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
    Working Papers, Department of Economics, University of Missouri Downloads

2023

  1. A Trajectories-Based Approach to Measuring Intergenerational Mobility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2006

  1. Time series properties of ARCH processes with persistent covariates
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Time series properties of ARCH processes with persistent covariates, Journal of Econometrics, Elsevier (2008) Downloads View citations (15) (2008)

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. How They Interact to Generate Persistency in Memory
    Working Papers, Rice University, Department of Economics Downloads View citations (2)
  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 Nonstationary nonlinear heteroskedasticity in regression, Journal of Econometrics, Elsevier (2007) Downloads View citations (13) (2007)
  5. Testing for a Unit Root against Transitional Autoregressive Models
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (56)
  6. 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 A Test of the Martingale Hypothesis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2005) Downloads View citations (3) (2005)
  2. Endogeneity in Nonlinear Regressions with Integrated Time Series
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (7)
  3. Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (6)
    See also Journal Article Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory, Journal of Econometrics, Elsevier (2010) Downloads View citations (14) (2010)
  4. Taking a New Contour: A Novel View on Unit Root Test
    Working Papers, Rice University, Department of Economics Downloads View citations (1)

2003

  1. A Bootstrap Theory for Weakly Integrated Processes
    Working Papers, Rice University, Department of Economics Downloads
    See also Journal Article A bootstrap theory for weakly integrated processes, Journal of Econometrics, Elsevier (2006) Downloads View citations (9) (2006)
  2. Nonstationary Nonlinearity: An Outlook for New Opportunities
    Working Papers, Rice University, Department of Economics Downloads View citations (2)
  3. Strong Approximations for Nonlinear Transformations of Integrated Time Series
    Working Papers, Rice University, Department of Economics Downloads View citations (4)
  4. Weak Unit Roots
    Working Papers, Rice University, Department of Economics Downloads View citations (17)

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 Bootstrap Unit Root Tests, Econometrica, Econometric Society (2003) View citations (72) (2003)
  2. Bootstrapping Cointegrating Regressions
    Working Papers, Rice University, Department of Economics Downloads View citations (6)
    See also Journal Article Bootstrapping cointegrating regressions, Journal of Econometrics, Elsevier (2006) Downloads View citations (77) (2006)

2001

  1. Nonlinear Instrumental Variable Estimation of an Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article Nonlinear instrumental variable estimation of an autoregression, Journal of Econometrics, Elsevier (2004) Downloads View citations (27) (2004)

2000

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

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 (22)
    See also Journal Article Nonlinear econometric models with cointegrated and deterministically trending regressors, Econometrics Journal, Royal Economic Society (2001) View citations (79) (2001)
  2. Nonstationary Binary Choice
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article Nonstationary Binary Choice, Econometrica, Econometric Society (2000) View citations (80) (2000)

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 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES, Econometric Theory, Cambridge University Press (1999) Downloads View citations (184) (1999)
  2. Nonlinear Regressions with Integrated Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article Nonlinear Regressions with Integrated Time Series, Econometrica, Econometric Society (2001) View citations (224) (2001)
  3. Nonstationary Density Estimation and Kernel Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (64)

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 (36)
  2. Seemingly Unrelated Canonical Cointegrating Regressions
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (17)

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 (113)

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 (32)
    See also Journal Article Statistical Inference in Regressions with Integrated Processes: Part 1, Econometric Theory, Cambridge University Press (1988) Downloads View citations (223) (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 (39)
    See also Journal Article Statistical Inference in Regressions with Integrated Processes: Part 2, Econometric Theory, Cambridge University Press (1989) Downloads View citations (181) (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 (7)
  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 On the Formulation of Wald Tests of Nonlinear Restrictions, Econometrica, Econometric Society (1988) Downloads View citations (60) (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 (12)
  2. Cointegrating Regressions with Time Heterogeneity
    Econometric Reviews, 2010, 29, (4), 397-438 Downloads View citations (6)
  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 (14)
    See also Working Paper Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory, Econometric Society 2004 North American Summer Meetings (2004) View citations (6) (2004)

2009

  1. Extracting a common stochastic trend: Theory with some applications
    Journal of Econometrics, 2009, 150, (2), 231-247 Downloads View citations (17)
  2. Functional-coefficient models for nonstationary time series data
    Journal of Econometrics, 2009, 148, (2), 101-113 Downloads View citations (82)

2008

  1. Time series properties of ARCH processes with persistent covariates
    Journal of Econometrics, 2008, 146, (2), 275-292 Downloads View citations (15)
    See also Working Paper Time series properties of ARCH processes with persistent covariates, MPRA Paper (2006) Downloads (2006)

2007

  1. Nonstationary nonlinear heteroskedasticity in regression
    Journal of Econometrics, 2007, 137, (1), 230-259 Downloads View citations (13)
    See also Working Paper Nonstationary Nonlinear Heteroskedasticity in Regression, Working Papers (2005) Downloads (2005)

2006

  1. A bootstrap theory for weakly integrated processes
    Journal of Econometrics, 2006, 133, (2), 639-672 Downloads View citations (9)
    See also Working Paper A Bootstrap Theory for Weakly Integrated Processes, Working Papers (2003) Downloads (2003)
  2. Bootstrapping cointegrating regressions
    Journal of Econometrics, 2006, 133, (2), 703-739 Downloads View citations (77)
    See also Working Paper Bootstrapping Cointegrating Regressions, Working Papers (2002) Downloads View citations (6) (2002)

2005

  1. A Test of the Martingale Hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (2), 1-32 Downloads View citations (3)
    See also Working Paper A Test of the Martingale Hypothesis, Working Papers (2004) Downloads (2004)

2004

  1. Nonlinear instrumental variable estimation of an autoregression
    Journal of Econometrics, 2004, 118, (1-2), 219-246 Downloads View citations (27)
    See also Working Paper Nonlinear Instrumental Variable Estimation of an Autoregression, Cowles Foundation Discussion Papers (2001) Downloads View citations (1) (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 (115)
  2. Bootstrap Unit Root Tests
    Econometrica, 2003, 71, (6), 1845-1895 View citations (72)
    See also Working Paper Bootstrap Unit Root Tests, Working Papers (2002) Downloads (2002)
  3. Index models with integrated time series
    Journal of Econometrics, 2003, 114, (1), 73-106 Downloads View citations (27)

2002

  1. AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
    Econometric Theory, 2002, 18, (2), 469-490 Downloads View citations (71)
  2. Nonstationary nonlinear heteroskedasticity
    Journal of Econometrics, 2002, 110, (2), 383-415 Downloads View citations (24)
  3. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
    Econometric Reviews, 2002, 21, (4), 431-447 Downloads View citations (90)

2001

  1. Nonlinear Regressions with Integrated Time Series
    Econometrica, 2001, 69, (1), 117-61 View citations (224)
    See also Working Paper Nonlinear Regressions with Integrated Time Series, Cowles Foundation Discussion Papers (1998) Downloads View citations (2) (1998)
  2. Nonlinear econometric models with cointegrated and deterministically trending regressors
    Econometrics Journal, 2001, 4, (1), 1-36 View citations (79)
    See also Working Paper Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors, Cowles Foundation Discussion Papers (1999) Downloads View citations (22) (1999)

2000

  1. Nonstationary Binary Choice
    Econometrica, 2000, 68, (5), 1249-1280 View citations (80)
    See also Working Paper Nonstationary Binary Choice, Cowles Foundation Discussion Papers (1999) Downloads (1999)

1999

  1. ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
    Econometric Theory, 1999, 15, (3), 269-298 Downloads View citations (184)
    See also Working Paper Asymptotics for Nonlinear Transformations of Integrated Time Series, Cowles Foundation Discussion Papers (1998) Downloads View citations (10) (1998)
  2. COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
    Econometric Theory, 1999, 15, (5), 664-703 Downloads View citations (114)

1997

  1. A cointegration approach to estimating preference parameters
    Journal of Econometrics, 1997, 82, (1), 107-134 Downloads View citations (94)
  2. Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
    Econometric Theory, 1997, 13, (6), 850-876 Downloads View citations (6)

1994

  1. Testing for Unit Roots in Models with Structural Change
    Econometric Theory, 1994, 10, (5), 917-936 Downloads View citations (27)

1992

  1. Canonical Cointegrating Regressions
    Econometrica, 1992, 60, (1), 119-43 Downloads View citations (401)

1991

  1. Testing Purchasing Power Parity under the Null Hypothesis of Co-integration
    Economic Journal, 1991, 101, (409), 1476-84 Downloads View citations (74)

1989

  1. Statistical Inference in Regressions with Integrated Processes: Part 2
    Econometric Theory, 1989, 5, (1), 95-131 Downloads View citations (181)
    See also Working Paper Statistical Inference in Regressions with Integrated Processes: Part 2, Cowles Foundation Discussion Papers (1987) Downloads View citations (39) (1987)

1988

  1. On the Formulation of Wald Tests of Nonlinear Restrictions
    Econometrica, 1988, 56, (5), 1065-83 Downloads View citations (60)
    See also Working Paper On the Formulation of Wald Tests of Nonlinear Restrictions, Cowles Foundation Discussion Papers (1986) Downloads View citations (4) (1986)
  2. Statistical Inference in Regressions with Integrated Processes: Part 1
    Econometric Theory, 1988, 4, (3), 468-497 Downloads View citations (223)
    See also Working Paper Statistical Inference in Regressions with Integrated Processes: Part 1, Cowles Foundation Discussion Papers (1987) Downloads View citations (32) (1987)
 
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