Joon Y. Park
Names
| first: |
Joon |
| middle: |
Y. |
| last: |
Park |
Identifer
Contact
Affiliations
-
Indiana University
/ Department of Economics
Research profile
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) - A Test of the Martingale Hypothesis
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2005)
by Park Joon Y. & Whang Yoon-Jae
(ReDIF-article, bpj:sndecm:v:9:y:2005:i:2:n:2) - Testing for Unit Roots in Models with Structural Change
Econometric Theory, Cambridge University Press (1994)
by Park, Joon Y. & Sung, Jaewhan
(ReDIF-article, cup:etheor:v:10:y:1994:i:05:p:917-936_00) - Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables
Econometric Theory, Cambridge University Press (1997)
by Choi, In & Park, Joon Y. & Yu, Byungchul
(ReDIF-article, cup:etheor:v:13:y:1997:i:06:p:850-876_00) - Asymptotics For Nonlinear Transformations Of Integrated Time Series
Econometric Theory, Cambridge University Press (1999)
by Park, Joon Y. & Phillips, Peter C.B.
(ReDIF-article, cup:etheor:v:15:y:1999:i:03:p:269-298_15) - Cointegrating Regressions With Time Varying Coefficients
Econometric Theory, Cambridge University Press (1999)
by Park, Joon Y. & Hahn, Sang B.
(ReDIF-article, cup:etheor:v:15:y:1999:i:05:p:664-703_15) - An Invariance Principle For Sieve Bootstrap In Time Series
Econometric Theory, Cambridge University Press (2002)
by Park, Joon Y.
(ReDIF-article, cup:etheor:v:18:y:2002:i:02:p:469-490_18) - Statistical Inference in Regressions with Integrated Processes: Part 1
Econometric Theory, Cambridge University Press (1988)
by Park, Joon Y. & Phillips, Peter C.B.
(ReDIF-article, cup:etheor:v:4:y:1988:i:03:p:468-497_01) - Statistical Inference in Regressions with Integrated Processes: Part 2
Econometric Theory, Cambridge University Press (1989)
by Park, Joon Y. & Phillips, Peter C.B.
(ReDIF-article, cup:etheor:v:5:y:1989:i:01:p:95-131_01) - Nonstationary Density Estimation and Kernel Autoregression
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:1181) - Asymptotics for Nonlinear Transformations of Integrated Time Series
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:1182) - Nonlinear Regressions with Integrated Time Series
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998)
by Joon Y. Park & Peter C.B. Phillips
(ReDIF-paper, cwl:cwldpp:1190) - Nonstationary Binary Choice
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:1223) - 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) - 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) - On the Formulation of Wald Tests of Nonlinear Restrictions
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:801) - Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:802) - Statistical Inference in Regressions with Integrated Processes: Part 1
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:811r) - Statistical Inference in Regressions with Integrated Processes: Part 2
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986)
by Peter C.B. Phillips & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:819r) - Testing for a Unit Root in the Presence of a Maintained Trend
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988)
by Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park
(ReDIF-paper, cwl:cwldpp:880) - Testing Purchasing Power Parity under the Null Hypothesis of Co-integration
Economic Journal, Royal Economic Society (1991)
by Fisher, Eric O'N & Park, Joon Y
(ReDIF-article, ecj:econjl:v:101:y:1991:i:409:p:1476-84) - Bootstrapping Cointegrating Regressions
Working Papers, Rice University, Department of Economics (2002)
by Chang, Yoosoon & Park, Joon & Song, Kevin
(ReDIF-paper, ecl:riceco:2002-04) - Bootstrap Unit Root Tests
Working Papers, Rice University, Department of Economics (2002)
by Park, Joon
(ReDIF-paper, ecl:riceco:2003-04) - Nonstationary Nonlinearity: An Outlook for New Opportunities
Working Papers, Rice University, Department of Economics (2003)
by Park, Joon
(ReDIF-paper, ecl:riceco:2003-05) - A Bootstrap Theory for Weakly Integrated Processes
Working Papers, Rice University, Department of Economics (2003)
by Park, Joon
(ReDIF-paper, ecl:riceco:2003-16) - Weak Unit Roots
Working Papers, Rice University, Department of Economics (2003)
by Park, Joon
(ReDIF-paper, ecl:riceco:2003-17) - Strong Approximations for Nonlinear Transformations of Integrated Time Series
Working Papers, Rice University, Department of Economics (2003)
by Park, Joon
(ReDIF-paper, ecl:riceco:2003-18) - Nonstationary Nonlinear Heteroskedasticity in Regression
Working Papers, Rice University, Department of Economics (2005)
by Park, Joon & Chung, Heetaik
(ReDIF-paper, ecl:riceco:2004-02) - 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) - A Test of the Martingale Hypothesis
Working Papers, Rice University, Department of Economics (2004)
by Park, Joon Y. & Whang, Yoon-Jae
(ReDIF-paper, ecl:riceco:2004-11) - How They Interact to Generate Persistency in Memory
Working Papers, Rice University, Department of Economics (2005)
by Miller, J. Isaac & Park, Joon Y.
(ReDIF-paper, ecl:riceco:2005-01) - Iterative Maximum Likelihood Estimation of Cointegrating Vectors
Working Papers, Rice University, Department of Economics (2005)
by Kim, In-Moo & Park, Joon Y.
(ReDIF-paper, ecl:riceco:2005-02) - 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) - The Spatial Analysis of Time Series
Working Papers, Rice University, Department of Economics (2005)
by Park, Joon Y.
(ReDIF-paper, ecl:riceco:2005-07) - On the Formulation of Wald Tests of Nonlinear Restrictions
Econometrica, Econometric Society (1988)
by Phillips, Peter C B & Park, Joon Y
(ReDIF-article, ecm:emetrp:v:56:y:1988:i:5:p:1065-83) - Canonical Cointegrating Regressions
Econometrica, Econometric Society (1992)
by Park, Joon Y
(ReDIF-article, ecm:emetrp:v:60:y:1992:i:1:p:119-43) - Nonstationary Binary Choice
Econometrica, Econometric Society (2000)
by Joon Y. Park & Peter C. B. Phillips
(ReDIF-article, ecm:emetrp:v:68:y:2000:i:5:p:1249-1280) - Nonlinear Regressions with Integrated Time Series
Econometrica, Econometric Society (2001)
by Park, Joon Y & Phillips, Peter C B
(ReDIF-article, ecm:emetrp:v:69:y:2001:i:1:p:117-61) - Bootstrap Unit Root Tests
Econometrica, Econometric Society (2003)
by Joon Y. Park
(ReDIF-article, ecm:emetrp:v:71:y:2003:i:6:p:1845-1895) - Nonstationary Nonlinear Heteroskedasticity in Regression
Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
by Joon Y. Park & Heetaik Chung
(ReDIF-paper, ecm:feam04:508) - Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory
Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)
by Joon Y. Park & J. Isaac Miller
(ReDIF-paper, ecm:nasm04:597) - 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) - The Spatial Analysis of Time Series
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Joon Y. Park
(ReDIF-paper, ecm:nawm04:595) - Bootstrap Unit Root Tests
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
by Joon Y. Park
(ReDIF-paper, ecm:wc2000:1587) - 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) - Nonstationary nonlinear heteroskedasticity
Journal of Econometrics, Elsevier (2002)
by Park, Joon Y.
(ReDIF-article, eee:econom:v:110:y:2002:i:2:p:383-415) - 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) - A bootstrap theory for weakly integrated processes
Journal of Econometrics, Elsevier (2006)
by Park, Joon Y.
(ReDIF-article, eee:econom:v:133:y:2006:i:2:p:639-672) - 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) - Nonstationary nonlinear heteroskedasticity in regression
Journal of Econometrics, Elsevier (2007)
by Chung, Heetaik & Park, Joon Y.
(ReDIF-article, eee:econom:v:137:y:2007:i:1:p:230-259) - Time series properties of ARCH processes with persistent covariates
Journal of Econometrics, Elsevier (2008)
by Han, Heejoon & Park, Joon Y.
(ReDIF-article, eee:econom:v:146:y:2008:i:2:p:275-292) - Functional-coefficient models for nonstationary time series data
Journal of Econometrics, Elsevier (2009)
by Cai, Zongwu & Li, Qi & Park, Joon Y.
(ReDIF-article, eee:econom:v:148:y:2009:i:2:p:101-113) - 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) - Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
Journal of Econometrics, Elsevier (2010)
by Miller, J. Isaac & Park, Joon Y.
(ReDIF-article, eee:econom:v:155:y:2010:i:1:p:83-89) - A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
Journal of Econometrics, Elsevier (2010)
by Park, Joon Y. & Shin, Kwanho & Whang, Yoon-Jae
(ReDIF-article, eee:econom:v:157:y:2010:i:1:p:165-178) - A cointegration approach to estimating preference parameters
Journal of Econometrics, Elsevier (1997)
by Ogaki, Masao & Park, Joon Y.
(ReDIF-article, eee:econom:v:82:y:1997:i:1:p:107-134) - 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) - Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Yoosoon Chang & Steven N. Durlauf & Bo Hu & Joon Park
(ReDIF-paper, nbr:nberwo:33349) - Time series properties of ARCH processes with persistent covariates
MPRA Paper, University Library of Munich, Germany (2006)
by Han, Heejoon & Park, Joon Y.
(ReDIF-paper, pra:mprapa:5199) - Seemingly Unrelated Canonical Cointegrating Regressions
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1991)
by Park, J.Y. & Ogaki, M.
(ReDIF-paper, roc:rocher:280) - Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (1991)
by Park, J.Y. & Ogaki, M.
(ReDIF-paper, roc:rocher:281) - 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) - Cointegrating Regressions with Time Heterogeneity
Econometric Reviews, Taylor & Francis Journals (2010)
by Chang Sik Kim & Joon Park
(ReDIF-article, taf:emetrv:v:29:y:2010:i:4:p:397-438) - Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2000)
by Joon Y. Park
(ReDIF-paper, tky:fseres:2000cf86) - 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) - 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) - Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change
Working Papers, Department of Economics, University of Missouri (2025)
by Yoosoon Chang & J. Isaac Miller & Joon Y. Park
(ReDIF-paper, umc:wpaper:2501) - Testing for a Unit Root against Transitional Autoregressive Models
Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2005)
by Joon Y. Park & Mototsugu Shintani
(ReDIF-paper, van:wpaper:0510)