| Nonlinear IV unit root tests in panels with cross-sectional dependency Y Chang Journal of econometrics 110 (2), 261-292, 2002 | 555 | 2002 |
| Bootstrap unit root tests in panels with cross-sectional dependency Y Chang Journal of econometrics 120 (2), 263-293, 2004 | 525 | 2004 |
| A sieve bootstrap for the test of a unit root Y Chang, JY Park Journal of Time Series Analysis 24 (4), 379-400, 2003 | 195 | 2003 |
| Nonlinear econometric models with cointegrated and deterministically trending regressors Y Chang, JY Park, PCB Phillips The Econometrics Journal 4 (1), 1-36, 2001 | 177 | 2001 |
| On the asymptotics of ADF tests for unit roots Y Chang, JY Park Econometric Reviews 21 (4), 431-447, 2002 | 169 | 2002 |
| Bootstrapping cointegrating regressions Y Chang, JY Park, K Song Journal of Econometrics 133 (2), 703-739, 2006 | 115 | 2006 |
| A new approach to model regime switching Y Chang, Y Choi, JY Park Journal of Econometrics 196 (1), 127-143, 2017 | 103 | 2017 |
| Time-varying long-run income and output elasticities of electricity demand with an application to Korea Y Chang, CS Kim, JI Miller, JY Park, S Park Energy Economics 46, 334-347, 2014 | 102 | 2014 |
| Extracting a common stochastic trend: Theory with some applications Y Chang, JI Miller, JY Park Journal of Econometrics 150 (2), 231-247, 2009 | 92 | 2009 |
| Electricity demand analysis using cointegration and error-correction models with time varying parameters: The Mexican case Y Chang, E Martinez-Chombo Rice University, WP2003-10, 2003 | 83 | 2003 |
| Nonstationarity in time series of state densities Y Chang, CS Kim, JY Park Journal of Econometrics 192 (1), 152-167, 2016 | 72 | 2016 |
| Index models with integrated time series Y Chang, JY Park Journal of Econometrics 114 (1), 73-106, 2003 | 61 | 2003 |
| A new approach to modeling the effects of temperature fluctuations on monthly electricity demand Y Chang, CS Kim, JI Miller, JY Park, S Park Energy Economics 60, 206-216, 2016 | 56 | 2016 |
| Nonlinear instrumental variable estimation of an autoregression PCB Phillips, JY Park, Y Chang Journal of Econometrics 118 (1-2), 219-246, 2004 | 50 | 2004 |
| Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies Y Chang, W Song The Review of Economic Studies 76 (3), 903-935, 2009 | 48 | 2009 |
| Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate Y Chang, RK Kaufmann, CS Kim, JI Miller, JY Park, S Park Journal of Econometrics 214 (1), 274-294, 2020 | 46 | 2020 |
| Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand Y Chang, Y Choi, CS Kim, JI Miller, JY Park Energy Economics 60, 232-243, 2016 | 43 | 2016 |
| Endogeneity in nonlinear regressions with integrated time series Y Chang, JY Park Econometric Reviews 30 (1), 51-87, 2010 | 33 | 2010 |
| Panel unit root tests in the presence of cross-sectional dependency and heterogeneity Y Chang, W Song mimeographed, Department of Economics, Rice University, 2002 | 31 | 2002 |
| Bootstrapping unit root tests with covariates Y Chang, RC Sickles, W Song Econometric Reviews 36 (1-3), 136-155, 2017 | 27 | 2017 |
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityVerified email at indiana.edu
