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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.
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Park, Joon Y.
- In:
Econometric theory
30
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2014
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4
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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
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2014
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4
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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
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pp. 95-131
Persistent link: https://www.econbiz.de/10001272711
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