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Testing for stationarity at high frequency

Jiang, Bibo; Lu, Ye; Park, Joon Y. - In: Journal of econometrics 215 (2020) 2, pp. 341-374

Persistent link: https://www.econbiz.de/10012439463

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

A semiparametric cointegrating regression : investigating the effects of age distributions on consumption and saving

Park, Joon Y.; Shin, Kwanho; Whang, Yoon-jae - In: Journal of econometrics 157 (2010) 1, pp. 165-178

Persistent link: https://www.econbiz.de/10008661721

Understanding regressions with observations collected at high frequency over long span

Chang, Yoosoon; Lu, Ye; Park, Joon Y. - 2018

Persistent link: https://www.econbiz.de/10012223871

Estimation of longrun variance of continuous time stochastic process using discrete sample

Lu, Ye; Park, Joon Y. - In: Journal of econometrics 210 (2019) 2, pp. 236-267

Persistent link: https://www.econbiz.de/10012303516

Testing for a unit root against transitional autoregressive models

Park, Joon Y.; Shintani, Mototsugu - In: International economic review 57 (2016) 2, pp. 635-663

Persistent link: https://www.econbiz.de/10011596051

Estimation of volatility functions in jump diffusions using truncated bipower increments

Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020

Persistent link: https://www.econbiz.de/10012216029

Essays in honor of Peter C.B. Phillips

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon; … - 2014

These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: -non-stationary time series and panel models -partial identification and weak instruments...

Persistent link: https://www.econbiz.de/10012050182

Evaluating factor pricing models using high-frequency panels

Chang, Yoosoon; Choi, Yongok; Kim, Hwagyun; Park, Joon Y. - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 889-933

Persistent link: https://www.econbiz.de/10011793568

Evaluating consumption CAPM under heterogeneous preferences

Cui, Berg; Chang, Yoosoon; Park, Joon Y. - 2017

Persistent link: https://www.econbiz.de/10011763130

A service of the

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