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Efficient estimation of models with unknown mixtures of stationary and integrated time series
Kim, Changsik; Park, Joon Y. - In: Journal of economic theory and econometrics : journal … 4 (1998) 2, pp. 69-103
Persistent link: https://www.econbiz.de/10001562238
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Bootstrap unit root tests
Park, Joon Y. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1845-1895
Persistent link: https://www.econbiz.de/10001841366
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A test of martingale hypothesis
Park, Joon Y. (contributor); Wang, Yoon-Jae (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
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Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik (contributor); Park, Joon Y. (contributor) - 2004
Persistent link: https://www.econbiz.de/10003273543
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A test of the martingale hypothesis
Park, Joon Y. (contributor); Whang, Joon-Jae (contributor) - 2004
Persistent link: https://www.econbiz.de/10003273669
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Nonlinearity nonstationarity, and thick tails : how they interact to generate persistency in memory
Miller, J. Isaac (contributor); Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273861
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Iterative maximum likelihood estimation of cointegrating vectors
Kim, In-Moo (contributor); Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273868
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The spatial analysis of time series
Park, Joon Y. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003273884
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A bootstrap theory for weakly integrated processes
Park, Joon Y. - In: Journal of econometrics 133 (2006) 2, pp. 639-672
Persistent link: https://www.econbiz.de/10003359614
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Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik; Park, Joon Y. - In: Journal of econometrics 137 (2007) 1, pp. 230-259
Persistent link: https://www.econbiz.de/10003425535