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Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10001548342
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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
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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
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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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
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Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
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Testing for unit roots in models with structural change
Park, Joon Y. - In: Econometric theory 10 (1994) 5, pp. 917-936
Persistent link: https://www.econbiz.de/10001175050
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Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In - In: Econometric theory 13 (1997) 6, pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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Statistical inference in regressions with integrated processes
Park, Joon Y. - In: Econometric theory 4 (1988) 3, pp. 468-497
Persistent link: https://www.econbiz.de/10001272709
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Statistical inference in regressions with integrated processes
Park, Joon Y. - In: Econometric theory 5 (1989) 1, pp. 95-131
Persistent link: https://www.econbiz.de/10001272711