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Nonlinear IV unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - In: Journal of econometrics 110 (2002) 2, pp. 261-292

Persistent link: https://www.econbiz.de/10001703514

Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - In: Journal of econometrics 120 (2004) 2, pp. 263-293

Persistent link: https://www.econbiz.de/10002028633

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

Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies

Chang, Yoosoon; Song, Wonho - In: The review of economic studies 76 (2009) 3, pp. 903-935

Persistent link: https://www.econbiz.de/10003860602

Residual based tests for cointegration in dependent panels

Chang, Yoosoon; Nguyen, Chi Mai - In: Journal of econometrics 168 (2012) 2, pp. 504-520

Persistent link: https://www.econbiz.de/10009614609

Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - 2000

Persistent link: https://www.econbiz.de/10001512323

Bootstrap unit root tests in panels with cross-sectional dependency

Chang, Yoosoon - 2000

Persistent link: https://www.econbiz.de/10001462916

Introduction to "New Developments in Econometrics of Energy and Climate"

Miller, J. Isaac; Bjørnland, Hilde Christiane; Chang, … - In: Energy economics 100 (2021), pp. 1-3

Persistent link: https://www.econbiz.de/10012939509

U.S. monetary and fiscal policy regime changes and their interactions

Chang, Yoosoon; Kwak, Boreum; Qiu, Shi - 2021

We investigate U.S. monetary and fiscal policy interactions in a regime-switching model of monetary and fiscal policy rules where policy mixes are determined by a latent bivariate autoregressive process consisting of monetary and fiscal policy regime factors, each determining a respective policy...

Persistent link: https://www.econbiz.de/10012671665

State space models with endogenous regime switching

Chang, Yoosoon; Tan, Fei; Wei, Xin - 2018 - This version: November 29, 2018

Persistent link: https://www.econbiz.de/10012223866

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