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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. 903-936
Persistent link: https://www.econbiz.de/10008264368
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Taking a new contour: A novel approach to panel unit root tests
Chang, Yoosoon - In: Journal of econometrics 169 (2012) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10009979008
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Time Series Regression with Mixtures of Integrated Processes
Chang, Yoosoon; Phillips, Peter C.B. - In: Econometric theory 11 (1995) 5, pp. 1033-1094
Persistent link: https://www.econbiz.de/10007009739
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Fully Modified Least Squares in I(2) Regression
Phillips, Peter C.B.; Chang, Yoosoon - In: Econometric theory 10 (1994) 5, pp. 967
Persistent link: https://www.econbiz.de/10007014634
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ARTICLES - Vector Autoregressions with Unknown Mixtures of I(0), I(1), and I(2) Components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10006981397
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Index models with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Journal of econometrics 114 (2003) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10006763314
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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/10006766970
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Residual based tests for cointegration in dependent panels
Chang, Yoosoon; Nguyen, Chi Mai - In: Journal of econometrics 167 (2012) 2, pp. 504-521
Persistent link: https://www.econbiz.de/10009833985
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Extracting a common stochastic trend: Theory with some applications
Chang, Yoosoon; Isaac Miller, J.; Park, Joon Y. - In: Journal of econometrics 150 (2009) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10008890756
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Endogeneity in Nonlinear Regressions with Integrated Time Series
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2010) 1, pp. 51-88
Persistent link: https://www.econbiz.de/10009179160