Yoosoon Chang : Citation Profile

Are you Yoosoon Chang?

14

H index

17

i10 index

899

Citations

RESEARCH PRODUCTION:

22

Articles

31

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 39
   Journals where Yoosoon Chang has often published
   Relations with other researchers
   Recent citing documents: 149.    Total self citations: 29 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch209
   Updated: 2020-05-23    RAS profile: 2019-01-17    
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Relations with other researchers

Works with:

Miller, J. (8)

Choi, Yongok (4)

Sickles, Robin (2)

Maih, Junior (2)

Kaufmann, Robert (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yoosoon Chang.

Is cited by:

Pesaran, M (29)

Smeekes, Stephan (27)

Demetrescu, Matei (25)

Park, Joon (24)

Taylor, Robert (23)

Fachin, Stefano (23)

Otero, Jesus (23)

Westerlund, Joakim (21)

Di Iorio, Francesca (18)

Urbain, Jean-Pierre (16)

Miller, J. (15)

Cites to:

Park, Joon (64)

Phillips, Peter (58)

Miller, J. (14)

Leeper, Eric (11)

Kim, Chang-Jin (11)

Perron, Pierre (9)

Granger, Clive (9)

Engle, Robert (9)

Serletis, Apostolos (8)

Hansen, Bruce (8)

Kao, Chihwa (8)

Main data

Where Yoosoon Chang has published?

Journals with more than one article published# docs
Journal of Econometrics10
Energy Economics3
Econometric Theory2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Rice University, Department of Economics11
Working Papers / Department of Economics, University of Missouri6
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3

Recent works citing Yoosoon Chang (2018 and 2017)

YearTitle of citing document
2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2017Testing for Persistent Japanese Beef Trade Impacts from BSE Using a Time-Varying Armington Model. (2017). Thompson, Wyatt ; Soon, Byung Min. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259150.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo. In: CARD Technical Report Series. RePEc:ags:cpaper:268728.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:253732.

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2018Predicting Soybean Yield with NDVI using a Flexible Fourier Transform Model. (2018). Katchova, Ani ; Xu, Chang. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266693.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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2018Cointegration in functional autoregressive processes. (2018). Paruolo, Paolo ; Franchi, Massimo. In: Papers. RePEc:arx:papers:1712.07522.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

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2018Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors. (2018). Shao, Xiaofeng ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:1802.05333.

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2018A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

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2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

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2019A Bootstrap Test for the Existence of Moments for GARCH Processes. (2019). Heinemann, Alexander. In: Papers. RePEc:arx:papers:1902.01808.

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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2020Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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2018Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp101.

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2019Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:726.

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2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

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2017Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals. (2017). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1000-1009.

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2017Cointegrated Linear Processes in Hilbert Space. (2017). Beare, Brendan ; Seo, Won-Ki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1010-1027.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2018Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests. (2018). Zerihun, Mulatu ; Breitenbach, Marthinus ; Mulatu, Zerihun ; Marthinus, Breitenbach ; Christian, Tipoy. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:16:n:5.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

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2017Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, María. In: UC3M Working papers. Economics. RePEc:cte:werepe:24121.

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2018Relative Productivity and Search Unemployment in an Open Economy. (2018). Bertinelli, Luisito ; Restout, Romain ; Cardi, Olivier. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2018008.

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2019Nonlinear Cointegrating Power Function Regression with Endogeneity. (2019). Phillips, Peter ; Wang, Qiying ; PEter, ; Hu, Zhishui. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2211.

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2017Fiscal Sustainability in Central and Latin America Countries: Evidence from a Panel Cointegration Approach. (2017). Christophe, Ehrhart ; Llorca, Matthieu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00794.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2018Comparison of four rule-based demand response control algorithms in an electrically and heat pump-heated residential building. (2018). Alimohammadisagvand, Behrang ; Siren, Kai ; Jokisalo, Juha . In: Applied Energy. RePEc:eee:appene:v:209:y:2018:i:c:p:167-179.

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2018Estimating sectoral demands for electricity using the pooled mean group method. (2018). Gautam, Tej K ; Paudel, Krishna P. In: Applied Energy. RePEc:eee:appene:v:231:y:2018:i:c:p:54-67.

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2019Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence. (2019). Shen, Yan ; Mao, Guangyu. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:53-64.

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2019Estimation and test of jump discontinuities in varying coefficient models with empirical applications. (2019). Lin, Jin-Guan ; Zhao, Yan-Yong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:139:y:2019:i:c:p:145-163.

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2019Climate change implications for the catastrophe bonds market: An empirical analysis. (2019). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:274-294.

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2017Nonlinear error correction based cointegration test in panel data. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Denaux, Zulal S. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:1-4.

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2018The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration. (2018). Fachin, Stefano ; Di Iorio, Francesca. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:86-89.

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2018On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158.

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2019Testing additive versus interactive effects in fixed-T panels. (2019). , Joakimwesterlund ; Westerlund, Joakim. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:5-8.

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2019Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51.

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2017On the role of the rank condition in CCE estimation of factor-augmented panel regressions. (2017). Reese, Simon ; Karabiyik, Hande ; Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:60-64.

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2017Specification testing for nonlinear multivariate cointegrating regressions. (2017). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:104-117.

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2018Additive nonparametric models with time variable and both stationary and nonstationary regressors. (2018). LINTON, OLIVER ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:212-236.

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2018Model checks for nonlinear cointegrating regression. (2018). Zhu, Ke ; Wu, Dongsheng ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:261-284.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2019Inference on functionals under first order degeneracy. (2019). Fang, Zheng ; Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:459-481.

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2019A moment-based notion of time dependence for functional time series. (2019). Gleim, Alexander ; Salish, Nazarii . In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:377-392.

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2020Trends in distributional characteristics: Existence of global warming. (2020). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:153-174.

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2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Park, Sungkeun ; Kim, Chang Sik ; Kaufmann, Robert K ; Chang, Yoosoon. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:274-294.

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2018Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82.

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2017Oil prices and stock markets: Does the effect of uncertainty change over time?. (2017). Park, Sung Y. ; Joo, Young C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51.

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2017Modelling UK sub-sector industrial energy demand. (2017). Arvanitopoulos, Theodoros ; Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:366-374.

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2018Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2017Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:233-243.

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2018The welfare effects of energy price changes due to energy market reform in Mexico. (2018). Moshiri, Saeed ; Martinez, Miguel Alfonso. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:663-672.

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2018Estimating temperature effects on the Italian electricity market. (2018). Bigerna, Simona. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:257-269.

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2019Factors influencing energy requirements and CO2 emissions of households in Thailand: A panel data analysis. (2019). , John ; John , ; Dhakal, Shobhakar ; Meangbua, Onicha. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:521-531.

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2019Estimation of elasticities for electricity demand in Brazilian households and policy implications. (2019). Chagas, André ; Ziero, Julia Gallego ; Squarize, Andre Luis ; de Abreu, Daniel. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:69-79.

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2019Effects of self-generation in imperfectly competitive electricity markets: The case of Spain. (2019). van der Weijde, Adriaan ; Alvarez-Bel, Carlos ; Ribo-Perez, David. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s030142151930504x.

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2017Climatic influence on electricity consumption: The case of Singapore and Hong Kong. (2017). Ang, BW ; Ma, Xiaojing ; Wang, H. In: Energy. RePEc:eee:energy:v:127:y:2017:i:c:p:534-543.

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2019Modeling local trends with regime shifting models with time-varying probabilities. (2019). Mazza, Davide ; Fabozzi, Frank J ; Focardi, Sergio M. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830752x.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2017Do financial reforms help stabilize inequality?. (2017). McAdam, Peter ; Christopoulos, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:45-61.

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2017Panel cointegration estimates of the user cost elasticity. (2017). Voia, Marcel ; Schaller, Huntley . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:235-250.

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2019Wavelet variance ratio cointegration test and wavestrapping. (2019). Erolu, Burak Alparslan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:298-319.

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2019A bootstrap-based KPSS test for functional time series. (2019). Pun, Chi Seng ; Chen, Yichao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306146.

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2017Are there Environmental Kuznets Curves for US state-level CO2 emissions?. (2017). GUPTA, RANGAN ; Apergis, Nicholas ; Christou, Christina. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:551-558.

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2018Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach. (2018). Uribe, Jorge ; Manotas-Duque, Diego F ; Mosquera-Lopez, Stephania. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:456-467.

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2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

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2019Linear process bootstrap unit root test. (2019). Zou, Nan ; Politis, Dimitris N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:74-80.

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2019Cointegrated linear processes in Bayes Hilbert space. (2019). Beare, Brendan ; Seo, Won-Ki. In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:90-95.

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2018Multivariate modeling and analysis of regional ocean freight rates. (2018). Koekebakker, Steen ; Benth, Fred Espen ; Adland, Roar. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:194-221.

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2017The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend. (2017). Beare, Brendan. In: Econ Journal Watch. RePEc:ejw:journl:v:14:y:2017:i:2:p:133-137.

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2017A Functional Linear Regression Model in the Space of Probability Density Functions. (2017). Yoshiyuki, Arata. In: Discussion papers. RePEc:eti:dpaper:17015.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2017.09.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2018.01.

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2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-63.

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2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root. (2018). Skrobotov, Anton ; Anton, Skrobotov. In: Working Papers. RePEc:gai:wpaper:wpaper-2018-302.

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2019Uniform Inference in Panel Autoregression. (2019). Phillips, Peter ; PEter, ; Chao, John C. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:45-:d:291103.

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2017The Effects of Real Exchange Rates and Income on International Tourism Demand for the USA from Some European Union Countries. (2017). Ongan, Serdar ; Ozdemir, Dilek ; Iik, Cem. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:51-:d:123300.

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2019The ARDL Method in the Energy-Growth Nexus Field; Best Implementation Strategies. (2019). Menegaki, Angeliki N. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:105-:d:277926.

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2017Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach. (2017). Hasanov, Fakhri ; Bollino, Carlo Andrea ; Mahmudlu, Ceyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1918-:d:119727.

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2017Why Electricity Demand Is Highly Income-Elastic in Spain: A Cross-Country Comparison Based on an Index-Decomposition Analysis. (2017). Perez Garcia, Julian ; Moral Carcedo, Julian ; Moral-Carcedo, Julian ; Perez-Garcia, Julian. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:3:p:347-:d:92845.

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2019The Impact of Climate Change on Passenger Vehicle Fuel Consumption: Evidence from U.S. Panel Data. (2019). Jeon, Hocheol. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4460-:d:290070.

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2018On the Performance of Wavelet Based Unit Root Tests. (2018). Soybilgen, Baris ; Erolu, Burak Alparslan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:47-:d:163515.

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2019On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. (2019). Hanck, Christoph ; Arnold, Martin C. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:117-:d:247852.

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2019Demand Function for Industrial Electricity: Evidence from South Korean Manufacturing Sector. (2019). Yoo, Seung-Hoon ; Kim, Gyeong-Sam. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5112-:d:268409.

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2019Price Elasticity of Heat Demand in South Korean Manufacturing Sector: An Empirical Investigation. (2019). Yoo, Seung-Hoon ; Paek, Jae-Sung ; Kim, Hyo-Jin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6144-:d:283314.

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2017Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth. (2017). Cao, Shuo ; Chen, Hongyi. In: Working Papers. RePEc:hkm:wpaper:042017.

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2017The Asymptotic Validity of Standard Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions. (2017). Wagner, Martin ; Kawka, Rafael ; Grabarczyk, Peter ; Stypka, Oliver. In: Economics Series. RePEc:ihs:ihsesp:333.

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2017A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries. (2017). Ben Ali, Nadia ; Saidi, Kais ; Benali, Nadia. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:89-109.

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2017An endogenous regime-switching model of ordered choice with an application to federal funds rate target.. (2017). Sirchenko, Andrei. In: 2017 Papers. RePEc:jmp:jm2017:psi424.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2017Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-015-9312-4.

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2018Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. (2018). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Jingfei . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9355-1.

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2018Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach. (2018). Han, Heejoon ; Kyeong, NA. In: Korean Economic Review. RePEc:kea:keappr:ker-20180701-34-2-05.

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More than 100 citations found, this list is not complete...

Yoosoon Chang has edited the books:

YearTitleTypeCited

Works by Yoosoon Chang:

YearTitleTypeCited
2003A Sieve Bootstrap For The Test Of A Unit Root In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article94
2018State Space Models with Endogenous Regime Switching In: Working Papers.
[Full Text][Citation analysis]		paper2
2018State Space Models with Endogenous Regime Switching.(2018) In: CAEPR Working Papers.
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2002Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper7
1995Time Series Regression with Mixtures of Integrated Processes In: Econometric Theory.
[Full Text][Citation analysis]		article8
2000VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS In: Econometric Theory.
[Full Text][Citation analysis]		article1
1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper66
2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 66		article
2000Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper186
2002Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 186		paper
2000Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 186		paper
2004Bootstrap unit root tests in panels with cross-sectional dependency.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 186		article
2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper18
2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2014Bootstrapping Unit Root Tests with Covariates In: Working Papers.
[Full Text][Citation analysis]		paper4
2001Bootstrapping Unit Root Tests with Covariates.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2017Bootstrapping unit root tests with covariates.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2002Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency In: Working Papers.
[Full Text][Citation analysis]		paper178
2002Nonlinear IV unit root tests in panels with cross-sectional dependency.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178		article
2000Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 178		paper
2002Bootstrapping Cointegrating Regressions In: Working Papers.
[Full Text][Citation analysis]		paper73
2006Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2005Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T In: Working Papers.
[Full Text][Citation analysis]		paper6
2003Nonlinear IV Panel Unit Root Tests In: Working Papers.
[Full Text][Citation analysis]		paper4
2003Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case In: Working Papers.
[Full Text][Citation analysis]		paper14
2004Taking a New Contour: A Novel Approach to Panel Unit Root Tests In: Working Papers.
[Full Text][Citation analysis]		paper5
2004Taking a New Contour: A Novel Approach to Panel Unit Root Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012Taking a new contour: A novel approach to panel unit root tests.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2004Taking a New Contour: A Novel View on Unit Root Test In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
[Full Text][Citation analysis]		paper3
2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Endogeneity in Nonlinear Regressions with Integrated Time Series In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper5
2003Index models with integrated time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2012Residual based tests for cointegration in dependent panels In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2016Nonstationarity in time series of state densities In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2017A new approach to model regime switching In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
[Full Text][Citation analysis]		article23
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
[Full Text][Citation analysis]		article8
2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
[Full Text][Citation analysis]		article6
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Evaluating Consumption CAPM under Heterogeneous Preferences In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2017U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper1
2017U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules.(2017) In: IWH Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies In: Review of Economic Studies.
[Full Text][Citation analysis]		article27
2018Understanding Regressions with Observations Collected at High Frequency over Long Span In: Working Papers.
[Full Text][Citation analysis]		paper1
2002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews.
[Full Text][Citation analysis]		article62
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
[Full Text][Citation analysis]		paper14
2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
[Full Text][Citation analysis]		paper10
2018Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Working Papers.
[Full Text][Citation analysis]		paper1
2012Non‐stationary regression with logistic transition In: Econometrics Journal.
[Citation analysis]		article0
2016Evaluating factor pricing models using high‐frequency panels In: Quantitative Economics.
[Full Text][Citation analysis]		article3

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