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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~person:"Park, Joon Y."
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Schätzung
Statistical test
Stochastischer Prozess
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Zeitreihenanalyse
9
Theorie
8
Theory
8
Regression analysis
7
Regressionsanalyse
7
Einheitswurzeltest
5
Statistical distribution
5
Statistische Verteilung
5
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5
Unit root test
5
Estimation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Volatility
4
Volatilität
4
Cointegration
3
Kointegration
3
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3
Nonlinear regression
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Nonstationarity
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Statistischer Test
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Article in journal
Collection of articles written by one author
Conference proceedings
Systematic review
Aufsatz in Zeitschrift
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English
Macedonian
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Park, Joon Y.
Phillips, Peter C. B.
20
Todorov, Viktor
16
Su, Liangjun
13
Linton, Oliver
11
Tauchen, George Eugene
11
Taylor, Robert
11
Andrews, Donald W. K.
9
Aït-Sahalia, Yacine
9
Bollerslev, Tim
9
Ghysels, Eric
9
Hsiao, Cheng
9
McAleer, Michael
9
Yu, Jun
9
Andersen, Torben
8
Dufour, Jean-Marie
8
Gao, Jiti
8
Koop, Gary
8
Sun, Yixiao
8
Zakoïan, Jean-Michel
8
Baltagi, Badi H.
7
Cai, Zongwu
7
Delgado, Miguel A.
7
Francq, Christian
7
Khalaf, Lynda
7
Xiu, Dacheng
7
Clark, Todd E.
6
Gouriéroux, Christian
6
Hausman, Jerry A.
6
Hong, Yongmiao
6
Li, Jia
6
Li, Qi
6
Moreira, Marcelo J.
6
Pesaran, M. Hashem
6
Robinson, Peter M.
6
White, Halbert
6
Xiao, Zhijie
6
Andreou, Elena
5
Boswijk, Herman Peter
5
Fan, Yanqin
5
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Journal of econometrics
Econometric theory
3
Energy economics
3
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of financial economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
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ECONIS (ZBW)
9
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1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
3
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
4
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
5
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
6
Random walk or chaos : a formal test on the Lyapunov exponent
Park, Joon Y.
;
Wang, Yoon-Jae
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009666751
Saved in:
7
Stationarity-based specification tests for diffusions when the process is nonstationary
Aït-Sahalia, Yacine
;
Park, Joon Y.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 279-292
Persistent link: https://www.econbiz.de/10009673191
Saved in:
8
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Saved in:
9
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
Saved in:
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