Chang, Yoosoon: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS

Chang, Yoosoon, Park, Joon Y.

Journal:

Econometric Reviews

Year:

2002

Language:

english

File:

PDF, 186 KB

english, 2002

2

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 366 KB

english, 2014

3

A Sieve Bootstrap For The Test Of A Unit Root

YOOSOON CHANG, JOON Y. PARK

Journal:

Journal of Time Series Analysis

Year:

2003

Language:

english

File:

PDF, 176 KB

english, 2003

4

Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies

CHANG, YOOSOON, SONG, WONHO

Journal:

Review of Economic Studies

Year:

2009

Language:

english

File:

PDF, 861 KB

english, 2009

5

Bootstrapping unit root tests with covariates

Chang, Yoosoon, Sickles, Robin C., Song, Wonho

Journal:

Econometric Reviews

Year:

2015

Language:

english

File:

PDF, 470 KB

english, 2015

6

Fully Modified Least Squares in I(2) Regression

Phillips, Peter C.B., Chang, Yoosoon

Journal:

Econometric Theory

Year:

1994

Language:

english

File:

PDF, 47 KB

english, 1994

7

A new approach to model regime switching

Chang, Yoosoon, Choi, Yongok, Park, Joon Y.

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 1.07 MB

english, 2016

8

Evaluating Factor Pricing Models Using High Frequency Panels

Kim, Hwagyun, Park, Joon Y., Chang, Yoosoon

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 629 KB

english, 2011

9

Bootstrapping cointegrating regressions

Yoosoon Chang, Joon Y. Park, Kevin Song

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 334 KB

english, 2006

10

Extracting a common stochastic trend: Theory with some applications

Yoosoon Chang, J. Isaac Miller, Joon Y. Park

Journal:

Journal of Econometrics

Year:

2009

Language:

english

File:

PDF, 3.80 MB

english, 2009

11

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

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 245 KB

english, 2002

12

Bootstrap unit root tests in panels with cross-sectional dependency

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 392 KB

english, 2004

13

Index models with integrated time series

Yoosoon Chang, Joon Y. Park

Journal:

Journal of Econometrics

Year:

2003

Language:

english

File:

PDF, 335 KB

english, 2003

14

Nonlinear instrumental variable estimation of an autoregression

Peter C.B. Phillips, Joon Y. Park, Yoosoon Chang

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 622 KB

english, 2004

15

Nonlinear econometric models with cointegrated and deterministically trending regressors

Yoosoon Chang, Joon Y. Park, Peter C. B. Phillips

Journal:

The Econometrics Journal

Year:

2001

Language:

english

File:

PDF, 1.10 MB

english, 2001

16

Residual based tests for cointegration in dependent panels

Yoosoon Chang, Chi Mai Nguyen

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 347 KB

english, 2012

17

Non-stationary regression with logistic transition

Yoosoon Chang, Bibo Jiang, Joon Park

Journal:

The Econometrics Journal

Year:

2012

Language:

english

File:

PDF, 1.11 MB

english, 2012

18

Taking a new contour: A novel approach to panel unit root tests

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 321 KB

english, 2012

19

Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea

Chang, Yoosoon, Kim, Chang Sik, Miller, J. Isaac, Park, Joon Y., Park, Sungkeun

Journal:

Energy Economics

Year:

2014

Language:

english

File:

PDF, 775 KB

english, 2014

20

Endogeneity in Nonlinear Regressions with Integrated Time Series

Chang, Yoosoon, Park, Joon Y.

Journal:

Econometric Reviews

Year:

2010

Language:

english

File:

PDF, 874 KB

english, 2010

21

Testing for Unit Roots in Small Panels with Short-Run and Long-Run Cross-Sectional Dependencies

Yoosoon Chang and Wonho Song

Journal:

Review of Economic Studies

Year:

2009

Language:

english

File:

PDF, 4.25 MB

english, 2009

22

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Panel Macroeconometric Modeling

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 323 KB

english, 2014

23

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Deviance Information Criterion for Comparing VAR Models

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 255 KB

english, 2014

24

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 460 KB

english, 2014

25

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 287 KB

english, 2014

26

Nonstationarity in time series of state densities

Chang, Yoosoon, Kim, Chang Sik, Park, Joon Y.

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 1.75 MB

english, 2016

27

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 294 KB

english, 2014

28

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 3.54 MB

english, 2014

29

Time Series Regression with Mixtures of Integrated Processes

Chang, Yoosoon, Phillips, Peter C.B.

Journal:

Econometric Theory

Year:

1995

Language:

english

File:

PDF, 1.98 MB

english, 1995

30

VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS

Journal:

Econometric Theory

Year:

2000

Language:

english

File:

PDF, 374 KB

english, 2000

31

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Specification Testing in Parametric Trending Models with Unknown Errors

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 501 KB

english, 2014

32

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 676 KB

english, 2014

33

Fully Modified Least Squares in I(2) Regression

Peter C. B. Phillips and Yoosoon Chang

Journal:

Econometric Theory

Year:

1994

Language:

english

File:

PDF, 182 KB

english, 1994

34

Nonlinear econometric models with cointegrated and deterministically trending regressors

Yoosoon Chang, Joon Y. Park and Peter C. B. Phillips

Journal:

The Econometrics Journal

Year:

2001

Language:

english

File:

PDF, 2.41 MB

english, 2001

35

Vector Autoregressions with Unknown Mixtures of I(0), I(1), and I(2) Components

Journal:

Econometric Theory

Year:

2000

Language:

english

File:

PDF, 1.97 MB

english, 2000

36

Symposium Issue: Trending Multiple Time Series || Time Series Regression with Mixtures of Integrated Processes

Yoosoon Chang and Peter C. B. Phillips

Journal:

Econometric Theory

Year:

1995

Language:

english

File:

PDF, 4.41 MB

english, 1995

37

A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand

Chang, Yoosoon, Kim, Chang Sik, Miller, J. Isaac, Park, Joon Y., Park, Sungkeun

Journal:

Energy Economics

Year:

2016

Language:

english

File:

PDF, 468 KB

english, 2016

38

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 315 KB

english, 2014

39

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Testing for Cointegration in Markov Switching Error Correction Models

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 284 KB

english, 2014

40

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 700 KB

english, 2014

41

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || A CUSUM Test for Common Trends in Large Heterogeneous Panels

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 354 KB

english, 2014

42

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 371 KB

english, 2014

43

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Limit Theory and Inference About Conditional Distributions

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 348 KB

english, 2014

44

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 473 KB

english, 2014

45

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 971 KB

english, 2014

46

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 247 KB

english, 2014

47

Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand

Chang, Yoosoon, Choi, Yongok, Kim, Chang Sik, Miller, J. Isaac, Park, Joon Y.

Journal:

Energy Economics

Year:

2016

Language:

english

File:

PDF, 1.58 MB

english, 2016

48

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 290 KB

english, 2014

49

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Essays in Honor of Peter C. B. Phillips

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 54 KB

english, 2014

50

[Advances in Econometrics] Essays in Honor of Peter C. B. Phillips Volume 33 || Essays in Honor of Peter C. B. Phillips

Chang, Yoosoon, Fomby, Thomas B., Park, Joon Y.

Year:

2014

Language:

english

File:

PDF, 111 KB

english, 2014