Yoosoon Chang

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author of:

• A Sieve Bootstrap For The Test Of A Unit Root
  Journal of Time Series Analysis, Wiley Blackwell (2003)
  by Yoosoon Chang & Joon Y. Park
  (ReDIF-article, bla:jtsera:v:24:y:2003:i:4:p:379-400)
• State Space Models with Endogenous Regime Switching
  Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2018)
  by Yoosoon Chang & Junior Maih & Fei Tan
  (ReDIF-paper, bny:wpaper:0067)
• Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
  10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002)
  by Yoosoon Chang & Wonho Song
  (ReDIF-paper, cpd:pd2002:b5-2)
• Time Series Regression with Mixtures of Integrated Processes
  Econometric Theory, Cambridge University Press (1995)
  by Chang, Yoosoon & Phillips, Peter C.B.
  (ReDIF-article, cup:etheor:v:11:y:1995:i:05:p:1033-1094_00)
• Vector Autoregressions With Unknown Mixtures Of I(0), I(1), And I(2) Components
  Econometric Theory, Cambridge University Press (2000)
  by Chang, Yoosoon
  (ReDIF-article, cup:etheor:v:16:y:2000:i:06:p:905-926_16)
• Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999)
  by Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips
  (ReDIF-paper, cwl:cwldpp:1245)
• Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000)
  by Yoosoon Chang
  (ReDIF-paper, cwl:cwldpp:1251)
• Nonlinear Instrumental Variable Estimation of an Autoregression
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001)
  by Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang
  (ReDIF-paper, cwl:cwldpp:1331)
• Bootstrapping Unit Root Tests with Covariates
  Working Papers, Rice University, Department of Economics (2014)
  by Chang, Yoosoon & Sickles, Robin C. & Song, Wonho
  (ReDIF-paper, ecl:riceco:15-009)
• Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
  Working Papers, Rice University, Department of Economics (2002)
  by Chang, Yoosoon
  (ReDIF-paper, ecl:riceco:2000-01)
• Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
  Working Papers, Rice University, Department of Economics (2002)
  by Chang, Yoosoon
  (ReDIF-paper, ecl:riceco:2000-08)
• Bootstrapping Unit Root Tests with Covariates
  Working Papers, Rice University, Department of Economics (2001)
  by Chang, Yoosoon & Sickles, Robin & Song, Wonho
  (ReDIF-paper, ecl:riceco:2001-07)
• Bootstrapping Cointegrating Regressions
  Working Papers, Rice University, Department of Economics (2002)
  by Chang, Yoosoon & Park, Joon & Song, Kevin
  (ReDIF-paper, ecl:riceco:2002-04)
• Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T
  Working Papers, Rice University, Department of Economics (2005)
  by Chang, Yoosoon & Song, Wonho
  (ReDIF-paper, ecl:riceco:2002-06)
• Nonlinear IV Panel Unit Root Tests
  Working Papers, Rice University, Department of Economics (2003)
  by Chang, Yoosoon
  (ReDIF-paper, ecl:riceco:2003-06)
• Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case
  Working Papers, Rice University, Department of Economics (2003)
  by Chang, Yoosoon & Martinez-Chombo, Eduardo
  (ReDIF-paper, ecl:riceco:2003-08)
• Taking a New Contour: A Novel Approach to Panel Unit Root Tests
  Working Papers, Rice University, Department of Economics (2004)
  by Chang, Yoosoon
  (ReDIF-paper, ecl:riceco:2004-05)
• Taking a New Contour: A Novel View on Unit Root Test
  Working Papers, Rice University, Department of Economics (2004)
  by Chang, Yoosoon & Park, Joon Y.
  (ReDIF-paper, ecl:riceco:2004-10)
• Extracting a Common Stochastic Trend: Theories with Some Applications
  Working Papers, Rice University, Department of Economics (2005)
  by Chang, Yoosoon & Miller, J. Isaac & Park, Joon Y.
  (ReDIF-paper, ecl:riceco:2005-06)
• Taking a New Contour: A Novel Approach to Panel Unit Root Tests
  Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
  by Yoosoon Chang
  (ReDIF-paper, ecm:feam04:796)
• Endogeneity in Nonlinear Regressions with Integrated Time Series
  Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
  by Joon Y. Park & Yoosoon Chang
  (ReDIF-paper, ecm:nawm04:594)
• Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
  by Yoosoon Chang
  (ReDIF-paper, ecm:wc2000:1585)
• Nonlinear econometric models with cointegrated and deterministically trending regressors
  Econometrics Journal, Royal Economic Society (2001)
  by Yoosoon Chang & Joon Y. Park & Peter C. B. Phillips
  (ReDIF-article, ect:emjrnl:v:4:y:2001:i:1:p:1-36)
• Nonlinear IV unit root tests in panels with cross-sectional dependency
  Journal of Econometrics, Elsevier (2002)
  by Chang, Yoosoon
  (ReDIF-article, eee:econom:v:110:y:2002:i:2:p:261-292)
• Index models with integrated time series
  Journal of Econometrics, Elsevier (2003)
  by Chang, Yoosoon & Park, Joon Y.
  (ReDIF-article, eee:econom:v:114:y:2003:i:1:p:73-106)
• Nonlinear instrumental variable estimation of an autoregression
  Journal of Econometrics, Elsevier (2004)
  by Phillips, Peter C. B. & Park, Joon Y. & Chang, Yoosoon
  (ReDIF-article, eee:econom:v:118:y:2004:i:1-2:p:219-246)
• Bootstrap unit root tests in panels with cross-sectional dependency
  Journal of Econometrics, Elsevier (2004)
  by Chang, Yoosoon
  (ReDIF-article, eee:econom:v:120:y:2004:i:2:p:263-293)
• Bootstrapping cointegrating regressions
  Journal of Econometrics, Elsevier (2006)
  by Chang, Yoosoon & Park, Joon Y. & Song, Kevin
  (ReDIF-article, eee:econom:v:133:y:2006:i:2:p:703-739)
• Extracting a common stochastic trend: Theory with some applications
  Journal of Econometrics, Elsevier (2009)
  by Chang, Yoosoon & Isaac Miller, J. & Park, Joon Y.
  (ReDIF-article, eee:econom:v:150:y:2009:i:2:p:231-247)
• Residual based tests for cointegration in dependent panels
  Journal of Econometrics, Elsevier (2012)
  by Chang, Yoosoon & Nguyen, Chi Mai
  (ReDIF-article, eee:econom:v:167:y:2012:i:2:p:504-520)
• Taking a new contour: A novel approach to panel unit root tests
  Journal of Econometrics, Elsevier (2012)
  by Chang, Yoosoon
  (ReDIF-article, eee:econom:v:169:y:2012:i:1:p:15-28)
• Nonstationarity in time series of state densities
  Journal of Econometrics, Elsevier (2016)
  by Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y.
  (ReDIF-article, eee:econom:v:192:y:2016:i:1:p:152-167)
• A new approach to model regime switching
  Journal of Econometrics, Elsevier (2017)
  by Chang, Yoosoon & Choi, Yongok & Park, Joon Y.
  (ReDIF-article, eee:econom:v:196:y:2017:i:1:p:127-143)
• Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
  Energy Economics, Elsevier (2014)
  by Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun
  (ReDIF-article, eee:eneeco:v:46:y:2014:i:c:p:334-347)
• A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
  Energy Economics, Elsevier (2016)
  by Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun
  (ReDIF-article, eee:eneeco:v:60:y:2016:i:c:p:206-216)
• Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
  Energy Economics, Elsevier (2016)
  by Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y.
  (ReDIF-article, eee:eneeco:v:60:y:2016:i:c:p:232-243)
• Unknown item RePEc:eme:aecopp:aeco.2014.33 (book)
• Evaluating Consumption CAPM under Heterogeneous Preferences
  CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2017)
  by Berg Cui & Yoosoon Chang & Joon Park
  (ReDIF-paper, inu:caeprp:2017013)
• U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules
  CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2017)
  by Yoosoon Chang & Boreum Kwak
  (ReDIF-paper, inu:caeprp:2017016)
• Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models
  CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2018)
  by Yoosoon Chang & Junior Maih & Fei Tan
  (ReDIF-paper, inu:caeprp:2018011)
• A Trajectories-Based Approach to Measuring Intergenerational Mobility
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Yoosoon Chang & Steven N. Durlauf & Seunghee Lee & Joon Y. Park
  (ReDIF-paper, nbr:nberwo:31020)
• Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
  Review of Economic Studies, Oxford University Press (2009)
  by Yoosoon Chang & Wonho Song
  (ReDIF-article, oup:restud:v:76:y:2009:i:3:p:903-935)
• Understanding Regressions with Observations Collected at High Frequency over Long Span
  Working Papers, University of Sydney, School of Economics (2018)
  by Chang, Yoosoon & Lu, Ye & Park, Joon Y.
  (ReDIF-paper, syd:wpaper:2018-10)
• On The Asymptotics Of Adf Tests For Unit Roots
  Econometric Reviews, Taylor & Francis Journals (2002)
  by Yoosoon Chang & Joon Park
  (ReDIF-article, taf:emetrv:v:21:y:2002:i:4:p:431-447)
• Bootstrapping unit root tests with covariates
  Econometric Reviews, Taylor & Francis Journals (2017)
  by Yoosoon Chang & Robin C. Sickles & Wonho Song
  (ReDIF-article, taf:emetrv:v:36:y:2017:i:1-3:p:136-155)
• Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2000)
  by Yoosoon Chang
  (ReDIF-paper, tky:fseres:2000cf85)
• Extracting a Common Stochastic Trend:Theories with Some Applications
  Working Papers, Department of Economics, University of Missouri (2005)
  by J. Isaac Miller & Yoosoon Chang & Joon Y. Park
  (ReDIF-paper, umc:wpaper:0507)
• Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
  Working Papers, Department of Economics, University of Missouri (2013)
  by Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller
  (ReDIF-paper, umc:wpaper:1320)
• Time-varying Long-run Income and Output Elasticities of Electricity Demand
  Working Papers, Department of Economics, University of Missouri (2014)
  by Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park
  (ReDIF-paper, umc:wpaper:1409)
• A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
  Working Papers, Department of Economics, University of Missouri (2015)
  by Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park
  (ReDIF-paper, umc:wpaper:1512)
• Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
  Working Papers, Department of Economics, University of Missouri (2015)
  by Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park
  (ReDIF-paper, umc:wpaper:1513)
• Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
  Working Papers, Department of Economics, University of Missouri (2016)
  by Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park
  (ReDIF-paper, umc:wpaper:1622)
• Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
  Working Papers, Department of Economics, University of Missouri (2024)
  by Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park
  (ReDIF-paper, umc:wpaper:2401)
• Non‐stationary regression with logistic transition
  Econometrics Journal, Royal Economic Society (2012)
  by Yoosoon Chang & Bibo Jiang & Joon Park
  (ReDIF-article, wly:emjrnl:v:15:y:2012:i:2:p:255-287)
• Evaluating factor pricing models using high‐frequency panels
  Quantitative Economics, Econometric Society (2016)
  by Yoosoon Chang & Yongok Choi & Hwagyun Kim & Joon Y. Park
  (ReDIF-article, wly:quante:v:7:y:2016:i:3:p:889-933)
• U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules
  IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2017)
  by Chang, Yoosoon & Kwak, Boreum
  (ReDIF-paper, zbw:iwhdps:152017)