Joon Y. Park
Joon Y. Park
Professor of Economics and Wisnewsky Professor of Human Studies, Indiana University
Verified email at indiana.edu
TitleCited byYear
Canonical cointegrating regressions
JY Park
Econometrica: Journal of the Econometric Society, 119-143, 1992
8001992
Statistical inference in regressions with integrated processes: Part 1
JY Park, PCB Phillips
Econometric Theory 4 (3), 468-497, 1988
6591988
Statistical inference in regressions with integrated processes: Part 2
JY Park, PCB Phillips
Econometric Theory 5 (1), 95-131, 1989
5031989
Nonlinear regressions with integrated time series
JY Park, PCB Phillips
Econometrica 69 (1), 117-161, 2001
4192001
Testing for unit roots and cointegration by variable addition
JY Park
Advances in econometrics 8 (2), 107-133, 1990
3351990
Asymptotics for nonlinear transformations of integrated time series
JY Park, PCB Phillips
Econometric Theory 15 (3), 269-298, 1999
3261999
A new approach to testing for a unit root
JY Park, B Choi
Center for Analytic Economics, Cornell University, Working Paper 88, 23, 1988
2211988
A cointegration approach to estimating preference parameters
M Ogaki, JY Park
Journal of Econometrics 82 (1), 107-134, 1997
1851997
On the formulation of Wald tests of nonlinear restrictions
PCB Phillips, JY Park
Econometrica: Journal of the Econometric Society, 1065-1083, 1988
1771988
Testing purchasing power parity under the null hypothesis of co-integration
EON Fisher, JY Park
The Economic Journal, 1476-1484, 1991
1751991
A sieve bootstrap for the test of a unit root
Y Chang, JY Park
Journal of Time Series Analysis 24 (4), 379-400, 2003
1622003
Cointegrating regressions with time varying coefficients
JY Park, SB Hahn
Econometric Theory 15 (5), 664-703, 1999
1601999
Nonlinear econometric models with cointegrated and deterministically trending regressors
Y Chang, JY Park, PCB Phillips
The Econometrics Journal 4 (1), 1-36, 2001
1572001
Functional-coefficient models for nonstationary time series data
Z Cai, Q Li, JY Park
Journal of Econometrics 148 (2), 101-113, 2009
1452009
Bootstrap unit root tests
JY Park
Econometrica 71 (6), 1845-1895, 2003
1442003
Nonstationary binary choice
JY Park, PCB Phillips
Econometrica 68 (5), 1249-1280, 2000
1382000
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
1331989
On the asymptotics of ADF tests for unit roots
Y Chang, JY Park
Econometric Reviews 21 (4), 431-447, 2002
1302002
Nonstationary density estimation and kernel autoregression
PCB Phillips, JY Park
Cowles Foundation for Research in Economics, 1998
1251998
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
1051988
The system can't perform the operation now. Try again later.
Articles 1–20