Narrow search
Showing 1 - 10 of 12
Cover Image
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Cover Image
Functional-coefficient models for nonstationary time series data
Cai, Zongwu; Li, Qi; Park, Joon Y. - In: Journal of econometrics 148 (2009) 2, pp. 101-113
Persistent link: https://www.econbiz.de/10003833742
Cover Image
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Cover Image
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
Chambers, Marcus J.; MacCrorie, J. Roderick - In: Journal of econometrics 136 (2007) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10003401639
Cover Image
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J. - In: Journal of econometrics 217 (2020) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
Cover Image
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Yacine; Park, Joon Y. - In: Journal of econometrics 192 (2016) 1, pp. 119-138
Persistent link: https://www.econbiz.de/10011616006
Cover Image
The estimation of continuous time models with mixed frequency data
Chambers, Marcus J. - In: Journal of econometrics 193 (2016) 2, pp. 390-404
Persistent link: https://www.econbiz.de/10011704956
Cover Image
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
Cover Image
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
Cover Image
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