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~person:"Park, Joon Y."
~person:"Velasco, Carlos"
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Park, Joon Y.
Velasco, Carlos
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
2
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
3
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
Saved in:
4
Distribution-free tests of fractional cointegration
Hualde, Javier
;
Velasco, Carlos
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
Saved in:
5
A simple test of normality for time series
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometric theory
20
(
2004
)
4
,
pp. 671-689
Persistent link: https://www.econbiz.de/10002163046
Saved in:
6
Guest editors introduction: The special 18th meeting of the New Zealand Econometric Study Group in honor of Peter C. B. Phillips
Hansen, Bruce E.
;
Park, Joon Y.
- In:
Econometric theory
30
(
2014
)
4
,
pp. 715-718
Persistent link: https://www.econbiz.de/10010500876
Saved in:
7
Nonstationary nonlinearity : a survey on Peter Phillips's contributions with a new perspective
Park, Joon Y.
- In:
Econometric theory
30
(
2014
)
4
,
pp. 894-822
Persistent link: https://www.econbiz.de/10010502138
Saved in:
8
NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE
Park, Joon Y.
- In:
Econometric Theory
30
(
2014
)
04
,
pp. 894-922
Persistent link: https://www.econbiz.de/10010800956
Saved in:
9
Non-Gaussian log-periodogram regression
Velasco, Carlos
- In:
Econometric theory
16
(
2000
)
1
,
pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
Saved in:
10
An invariance principle for sieve bootstrap in time series
Park, Joon Y.
- In:
Econometric theory
18
(
2002
)
2
,
pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
Saved in:
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