14
H index
20
i10 index
961
Citations
| 14 H index 20 i10 index 961 Citations RESEARCH PRODUCTION: 22 Articles 31 Papers EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoosoon Chang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 10 |
Energy Economics | 3 |
Econometric Reviews | 2 |
Econometric Theory | 2 |
Year | Title of citing document |
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2020 | A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125. Full description at Econpapers || Download paper |
2020 | Efficient 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. Full description at Econpapers || Download paper |
2020 | Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598. Full description at Econpapers || Download paper |
2020 | Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066. Full description at Econpapers || Download paper |
2020 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper |
2020 | An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130. Full description at Econpapers || Download paper |
2020 | Cointegrating 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. Full description at Econpapers || Download paper |
2020 | Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930. Full description at Econpapers || Download paper |
2020 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
2020 | Bootstrap 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. Full description at Econpapers || Download paper |
2020 | On 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. Full description at Econpapers || Download paper |
2020 | Asymptotic 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. Full description at Econpapers || Download paper |
2020 | Sparse 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. Full description at Econpapers || Download paper |
2020 | Government 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. Full description at Econpapers || Download paper |
2020 | TFP 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. Full description at Econpapers || Download paper |
2020 | Quantile 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. Full description at Econpapers || Download paper |
2020 | Trends 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. Full description at Econpapers || Download paper |
2020 | Evaluating 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. Full description at Econpapers || Download paper |
2020 | Estimation 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. Full description at Econpapers || Download paper |
2020 | Volatility 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. Full description at Econpapers || Download paper |
2020 | Testing 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. Full description at Econpapers || Download paper |
2020 | Time-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. Full description at Econpapers || Download paper |
2020 | Impact 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. Full description at Econpapers || Download paper |
2021 | Regional 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. Full description at Econpapers || Download paper |
2020 | Speculative 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. Full description at Econpapers || Download paper |
2020 | exuber: Recursive Right-Tailed Unit Root Testing with R. (2020). Vasilopoulos, Kostas ; Pavlidis, Efthymios ; MartÃÂnez GarcÃÂa, Enrique ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87964. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | Frequency-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. Full description at Econpapers || Download paper |
2020 | Short-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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
2020 | Gasoline 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. Full description at Econpapers || Download paper |
2020 | Did 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. Full description at Econpapers || Download paper |
2020 | Nonlinearity 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. Full description at Econpapers || Download paper |
2020 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:gat:wpaper:2035. Full description at Econpapers || Download paper |
2020 | A General and Efficient Method for Solving Regime-Switching DSGE Models. (2020). Albertini, Julien ; Moyen, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03067554. Full description at Econpapers || Download paper |
2020 | Impact 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. Full description at Econpapers || Download paper |
2020 | Estimation 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. Full description at Econpapers || Download paper |
2020 | On 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. Full description at Econpapers || Download paper |
2020 | On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity. (2020). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:104858. Full description at Econpapers || Download paper |
2020 | Inference on the dimension of the nonstationary subspace in functional time series. (2019). Nielsen, Morten ; Seong, Dakyung. In: Working Paper. RePEc:qed:wpaper:1420. Full description at Econpapers || Download paper |
2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper |
2020 | Testing 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2003 | A Sieve Bootstrap For The Test Of A Unit Root In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 100 |
2018 | State Space Models with Endogenous Regime Switching In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | State Space Models with Endogenous Regime Switching.(2018) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | Panel 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] | paper | 10 |
1995 | Time Series Regression with Mixtures of Integrated Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2000 | VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
1999 | Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2001 | Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2000 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 192 |
2002 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2000 | Bootstrap 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: 192 | paper | |
2004 | Bootstrap 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: 192 | article | |
2001 | Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
2004 | Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2014 | Bootstrapping Unit Root Tests with Covariates In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Bootstrapping Unit Root Tests with Covariates.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | Bootstrapping unit root tests with covariates.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2002 | Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency In: Working Papers. [Full Text][Citation analysis] | paper | 184 |
2002 | Nonlinear 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: 184 | article | |
2000 | Nonlinear 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: 184 | paper | |
2002 | Bootstrapping Cointegrating Regressions In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
2006 | Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
2005 | Unit 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] | paper | 6 |
2003 | Nonlinear IV Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2003 | Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2004 | Taking a New Contour: A Novel Approach to Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2004 | Taking 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 | |
2012 | Taking 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 | |
2004 | Taking a New Contour: A Novel View on Unit Root Test In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | Extracting 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 | |
2004 | Endogeneity in Nonlinear Regressions with Integrated Time Series In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 5 |
2003 | Index models with integrated time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
2009 | Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2012 | Residual based tests for cointegration in dependent panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2016 | Nonstationarity in time series of state densities In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2017 | A new approach to model regime switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics. [Full Text][Citation analysis] | article | 28 |
2016 | A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2015 | A 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: 11 | paper | |
2016 | Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2013 | Disentangling 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: 12 | paper | |
2017 | Evaluating Consumption CAPM under Heterogeneous Preferences In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | U.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 | |
2009 | Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies In: Review of Economic Studies. [Full Text][Citation analysis] | article | 29 |
2018 | Understanding Regressions with Observations Collected at High Frequency over Long Span In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews. [Full Text][Citation analysis] | article | 65 |
2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2016 | Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Nonâ€stationary regression with logistic transition In: Econometrics Journal. [Citation analysis] | article | 0 |
2016 | Evaluating factor pricing models using highâ€frequency panels In: Quantitative Economics. [Full Text][Citation analysis] | article | 3 |
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