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Nonstationary nonlinear heteroskedasticity
Park, Joon Y. - In: Journal of econometrics 110 (2002) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001703530
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Time series properties of ARCH processes with persistent covariates
Han, Heejoon; Park, Joon Y. - In: Journal of econometrics 146 (2008) 2, pp. 275-292
Persistent link: https://www.econbiz.de/10003782974
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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
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Endogeneity in nonlinear regressions with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2011) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10008990459
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GARCH with omitted persistent covariate
Han, Heejoon; Park, Joon Y. - In: Economics letters 124 (2014) 2, pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001498888
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10001612277
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440487
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Nonlinear regressions with integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 117-161
Persistent link: https://www.econbiz.de/10001545098