Yoosoon Chang : Citation Profile


Are you Yoosoon Chang?

14

H index

20

i10 index

961

Citations

RESEARCH PRODUCTION:

22

Articles

31

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 41
   Journals where Yoosoon Chang has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 29 (2.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch209
   Updated: 2021-01-23    RAS profile: 2019-01-17    
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Relations with other researchers


Works with:

Miller, J. (4)

Choi, Yongok (3)

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)

Fachin, Stefano (23)

Taylor, Robert (23)

Otero, Jesus (22)

Westerlund, Joakim (20)

Di Iorio, Francesca (18)

Phillips, Peter (16)

Miller, J. (16)

Cites to:

Park, Joon (64)

Phillips, Peter (60)

Miller, J. (14)

Leeper, Eric (11)

Kim, Chang-Jin (11)

Perron, Pierre (10)

Granger, Clive (9)

Engle, Robert (9)

Hansen, Bruce (8)

Serletis, Apostolos (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 Reviews2
Econometric Theory2

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
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington3

Recent works citing Yoosoon Chang (2021 and 2020)


YearTitle of citing document
2020A 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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2020Efficient 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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2020New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

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2020Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2020Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors. (2020). Stauskas, Ovidijus. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:6:p:892-898.

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2020Asymptotic F test in Regressions with Observations Collected at High Frequency over Long Span. (2020). Sun, Yixiao ; Pellatt, Daniel . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt19f0d9wz.

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2020Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand. (2020). Hayashida, Motonari ; Kabe, Satoshi ; Fujimoto, YU ; Kaneko, Nanae. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302646.

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2020Government size, composition of public spending and economic growth in Brazil. (2020). Sosa Sandoval, Wilfredo ; Divino, Jose Angelo. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:155-166.

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2020TFP growth in Chinese cities: The role of factor-intensity and industrial agglomeration. (2020). Wang, Jun-Sheng ; Wen, Jun ; Zhang, Wan-Li ; Wei, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:534-549.

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2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

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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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2020Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191.

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2020Volatility regressions with fat tails. (2020). Kim, Jihyun ; Meddahi, Nour. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:690-713.

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2020Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225.

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2020Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207.

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2020Impact of temperature on electricity demand: Evidence from Delhi and Indian states. (2020). Tongia, Rahul ; Singh, Nishmeet ; Harish, Santosh. In: Energy Policy. RePEc:eee:enepol:v:140:y:2020:i:c:s0301421520301981.

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2021Regional energy-growth nexus and energy conservation policy in China. (2021). Li, Raymond ; Cheng, Yuk-Shing ; Woo, Chi-Keung. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325214.

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2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks. (2020). Pavlidis, Efthymios ; Vasilopoulos, Kostas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789.

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2020exuber: Recursive Right-Tailed Unit Root Testing with R. (2020). Vasilopoulos, Kostas ; Pavlidis, Efthymios ; Martínez García, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87964.

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2020How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters. (2020). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Working Paper. RePEc:fip:fedrwp:88807.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2020Short-Term Electricity Demand Forecasting: Impact Analysis of Temperature for Thailand. (2020). Kulthanavit, Pisut ; Kittipiyakul, Somsak ; Chapagain, Kamal. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2498-:d:358610.

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2020A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index. (2020). McAleer, Michael ; Allen, David. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:4011-:d:394147.

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2020How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function. (2020). Kim, Jaehyeok ; Jang, Minwoo ; Jo, Ha-Hyun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5360-:d:428052.

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2020Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case. (2020). Mukhtarov, Shahriyar ; Mikayilov, Jeyhun I ; Mammadov, Jeyhun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6752-:d:465967.

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2020Did the Consumption Voucher Scheme Stimulate the Economy? Evidence from Smooth Time-Varying Cointegration Analysis. (2020). Chen, Wen-Yi ; Lin, Feng-Li. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4895-:d:371983.

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2020Nonlinearity between CO 2 Emission and Economic Development: Evidence from a Functional Coefficient Panel Approach. (2020). Lee, Sungro ; Nam, Kyungsik ; Jeon, Hocheol. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10258-:d:458880.

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2020A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:gat:wpaper:2035.

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2020A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03067554.

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2020Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model. (2020). Choi, Yongok. In: Korean Economic Review. RePEc:kea:keappr:ker-20200101-36-1-07.

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2020Estimation and Testing for High-Dimensional Near Unit Root Time Series. (2020). GAO, Jiti ; Pan, Guangming ; Zhang, BO. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-12.

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2020On Income and Price Elasticities for Energy Demand: A Panel Data Study. (2020). Smyth, Russell ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-28.

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2020On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity. (2020). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:104858.

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2020Inference on the dimension of the nonstationary subspace in functional time series. (2019). Nielsen, Morten ; Seong, Dakyung. In: Working Paper. RePEc:qed:wpaper:1420.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Testing for boundary conditions in case of fractionally integrated processes. (2020). Magrini, Stefano ; Gerolimetto, Margherita. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00474-w.

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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.
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article100
2018State Space Models with Endogenous Regime Switching In: Working Papers.
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paper2
2018State Space Models with Endogenous Regime Switching.(2018) In: CAEPR Working Papers.
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This paper has another version. Agregated cites: 2
paper
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.
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paper10
1995Time Series Regression with Mixtures of Integrated Processes In: Econometric Theory.
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article9
2000VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS In: Econometric Theory.
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article1
1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
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paper70
2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 70
article
2000Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency In: Cowles Foundation Discussion Papers.
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paper192
2002Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 192
paper
2000Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 192
paper
2004Bootstrap unit root tests in panels with cross-sectional dependency.(2004) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 192
article
2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
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paper20
2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
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article
2014Bootstrapping Unit Root Tests with Covariates In: Working Papers.
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paper5
2001Bootstrapping Unit Root Tests with Covariates.(2001) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2017Bootstrapping unit root tests with covariates.(2017) In: Econometric Reviews.
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This paper has another version. Agregated cites: 5
article
2002Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency In: Working Papers.
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paper184
2002Nonlinear IV unit root tests in panels with cross-sectional dependency.(2002) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 184
article
2000Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 184
paper
2002Bootstrapping Cointegrating Regressions In: Working Papers.
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paper73
2006Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics.
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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.
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paper6
2003Nonlinear IV Panel Unit Root Tests In: Working Papers.
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paper4
2003Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case In: Working Papers.
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paper15
2004Taking a New Contour: A Novel Approach to Panel Unit Root Tests In: Working Papers.
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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.
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This paper has another version. Agregated cites: 5
article
2004Taking a New Contour: A Novel View on Unit Root Test In: Working Papers.
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paper0
2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
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paper3
2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
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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.
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paper5
2003Index models with integrated time series In: Journal of Econometrics.
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article19
2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
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article14
2012Residual based tests for cointegration in dependent panels In: Journal of Econometrics.
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article10
2016Nonstationarity in time series of state densities In: Journal of Econometrics.
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article13
2017A new approach to model regime switching In: Journal of Econometrics.
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article22
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
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article28
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
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article11
2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
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article12
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2017Evaluating Consumption CAPM under Heterogeneous Preferences In: CAEPR Working Papers.
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paper0
2017U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules In: CAEPR Working Papers.
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paper1
2017U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules.(2017) In: IWH Discussion Papers.
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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.
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article29
2018Understanding Regressions with Observations Collected at High Frequency over Long Span In: Working Papers.
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paper2
2002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews.
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article65
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
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paper14
2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
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paper10
2018Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Working Papers.
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paper4
2012Non‐stationary regression with logistic transition In: Econometrics Journal.
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article0
2016Evaluating factor pricing models using high‐frequency panels In: Quantitative Economics.
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article3

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