Joon Y. Park : Citation Profile


Are you Joon Y. Park?

Indiana University

22

H index

31

i10 index

2141

Citations

RESEARCH PRODUCTION:

30

Articles

35

Papers

RESEARCH ACTIVITY:

   24 years (1986 - 2010). See details.
   Cites by year: 89
   Journals where Joon Y. Park has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 34 (1.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa681
   Updated: 2021-03-07    RAS profile: 2011-12-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Joon Y. Park.

Is cited by:

Phillips, Peter (205)

GAO, Jiti (66)

Chang, Yoosoon (58)

Taylor, Robert (38)

Ogaki, Masao (37)

Smeekes, Stephan (30)

Li, Degui (30)

Miller, J. (27)

Wagner, Martin (24)

Pesaran, M (23)

Rault, Christophe (22)

Cites to:

Phillips, Peter (87)

Chang, Yoosoon (26)

Granger, Clive (14)

Ogaki, Masao (13)

Andrews, Donald (12)

Campbell, John (10)

Hansen, Bruce (8)

Perron, Pierre (7)

Bollerslev, Tim (7)

Engle, Robert (7)

Stock, James (6)

Main data


Where Joon Y. Park has published?


Journals with more than one article published# docs
Journal of Econometrics12
Econometric Theory7
Econometrica5
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Rice University, Department of Economics13
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Joon Y. Park (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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2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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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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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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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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2020Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988.

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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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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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

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2021Adaptive Random Bandwidth for Inference in CAViaR Models. (2021). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:2102.01636.

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2020Household Debt, Financial Inclusion, and Economic Growth of India: Is it Alarming for India?. (2020). Mathur, Harshita ; Goyal, Anivesh ; Sikarwar, Tarika. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:229-248.

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2020Rank‐based Tests for Cross‐sectional Dependence in Large (N, T) Fixed Effects Panel Data Models. (2020). Liu, Binghui ; Ding, Yanling ; Feng, Long. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1198-1216.

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2020Are developing countries accumulating sufficient total factor productivity to sustain their economic growth and job creation? Empirical evidence from the Middle East and North Africa region. (2020). Abou, Mohamad Ahmad. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:3:p:1102-1127.

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2020When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025.

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2020Estimation of the Kronecker Covariance Model by Quadratic Form. (2020). Tang, H ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2050.

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2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Testing linear relationships between non-constant variances of economic variables. (2020). RAÏSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189.

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2020Purchasing power parity vs. uncovered interest rate parity for NAFTA countries: The value of incorporating time-varying parameter model. (2020). Jei, Sang Young ; Min, Dai Hong ; Yoon, Jong Cheol. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:494-500.

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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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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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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

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2021On transformed linear cointegration models. (2021). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304468.

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2020Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (2020). Wagner, Martin ; Hong, Seung Hyun ; Grabarczyk, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:216-255.

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2020Econometric estimates of Earth’s transient climate sensitivity. (2020). Phillips, Peter ; Storelvmo, Trude ; Leirvik, Thomas ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:6-32.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression. (2020). Phillips, Peter ; GAO, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:607-632.

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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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2020Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data. (2020). Chambers, Marcus. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:140-160.

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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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2020Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (2020). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:52-65.

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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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2021When will the Covid-19 pandemic peak?. (2021). Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:130-157.

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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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2020Convergence of energy productivity in Australian states and territories: Determinants and forecasts. (2020). Inekwe, John N ; Bhattacharya, Mita ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303330.

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2020The impact of minimum OTTV legislation on building energy consumption. (2020). Zhang, Lin ; Ridley, Ian ; Sheng, Weili. In: Energy Policy. RePEc:eee:enepol:v:136:y:2020:i:c:s0301421519306627.

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2020Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293.

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2020A disaggregated-level analysis of the relationship among energy production, energy consumption and economic growth: Evidence from China. (2020). Khan, Anwar ; Ahmad, Manzoor ; Khattak, Shoukat Iqbal ; Ur, Zia. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544219325319.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2020The welfare effect of co-payment adjustments on emergency department visits in medical centers: Evidence from Taiwan. (2020). Chen, Wen-Yi. In: Health Policy. RePEc:eee:hepoli:v:124:y:2020:i:11:p:1192-1199.

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2020Tracking fiscal discipline. Looking for a PIIGS on the wing. (2020). Neto, David. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:147-154.

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2020Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse” exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033.

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2021Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264.

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2021How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth. (2021). Ahmad, Shabbir ; Tan, Zhixiong ; Awan, Usama ; Cheng, YA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312245.

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2020Dynamic Panel Modeling of Climate Change. (2020). Phillips, Peter ; PEter, . In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:30-:d:391090.

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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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2020Oil Price, Energy Consumption, and CO 2 Emissions in Turkey. New Evidence from a Bootstrap ARDL Test. (2020). Samour, Ahmed ; Aga, Mehmet ; Abumunshar, Mohammed. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5588-:d:434882.

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2020Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case. (2020). Mukhtarov, Shahriyar ; Mammadov, Jeyhun ; Mikayilov, Jeyhun I. 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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2020Fiscal Deficit and Its Less Inflationary Sources of Borrowing with the Moderating Role of Political Instability: Evidence from Malaysia. (2020). Lai, Fong-Woon ; Marimuthu, Maran ; Khan, Hanana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:366-:d:304465.

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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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2020Reading a central bankers preference: A non parametric regression approach. (2020). Park, Cheolbeom. In: Discussion Paper Series. RePEc:iek:wpaper:2007.

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2020Terrorism - workers remittances nexus: empirical evidence from Turkey. (2020). Bello, Ibrahim ; Ari, Yilmaz Onur. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:70-93.

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2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Liu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202102.

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2020Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09896-w.

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2020The Impact of Monetary Policy and Tax Revenues on Foreign Direct Investment Inflows: An Empirical Study on Jordan. (2020). Mukhtarov, Shahriyar ; Jabiyev, Farid ; Azizov, Mayis ; Alalawneh, Mustafa Mohammad. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2020068061011.

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2020Using currency demand to estimate the Palestine underground economy: An econometric analysis. (2020). Alazzeh, Wael ; Awad, Ibrahim M. In: Palgrave Communications. RePEc:pal:palcom:v:6:y:2020:i:1:d:10.1057_s41599-020-0433-4.

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2020Macroeconometric Approach: Optimal Taxation Policies for Economic Growth in Emerging Asia. (2020). Jayasooriya, Sujith. In: MPRA Paper. RePEc:pra:mprapa:100748.

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2020Revisiting income convergence with DF-Fourier tests: old evidence with a new test. (2020). Lopes, Artur Silva . In: MPRA Paper. RePEc:pra:mprapa:102208.

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2020Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. (2020). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:102315.

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2020On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611.

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2020Consequences of COVID-19 on the social isolation of the Chinese economy: accounting for the role of reduction in carbon emissions. (2020). Sinha, Avik ; Bekun, Festus ; Driha, Oana M ; Balsalobre-Lorente, Daniel ; Adedoyin, Festus Fatai. In: MPRA Paper. RePEc:pra:mprapa:102894.

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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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2021On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: MPRA Paper. RePEc:pra:mprapa:106035.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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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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2020The Size and Development of the Shadow Economy in Morocco. (2020). schneider, friedrich ; LAHLOU, kamal ; Doghmi, Hicham. In: Document de travail. RePEc:ris:bkamdt:2020_003.

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2020.

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2020Simplified Matrix Methods for Multivariate Edgeworth Expansions. (2020). Kundhi, Gubhinder ; Rilstone, Paul. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-019-00184-w.

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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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2020Linearity tests and stochastic trend under the STAR framework. (2020). Zhang, Lingxiang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1047-4.

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2021A Semiparametric Model for Bond Pricing with Life Cycle Fundamental. (2021). Niu, Linlin ; Chen, Jiazi ; Cai, Zongwu. In: Working Papers. RePEc:wyi:wpaper:002581.

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Works by Joon Y. Park:


YearTitleTypeCited
2003A Sieve Bootstrap For The Test Of A Unit Root In: Journal of Time Series Analysis.
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article102
2005A Test of the Martingale Hypothesis In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2004A Test of the Martingale Hypothesis.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1994Testing for Unit Roots in Models with Structural Change In: Econometric Theory.
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article26
1997Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables In: Econometric Theory.
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article5
1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
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article141
1998Asymptotics for Nonlinear Transformations of Integrated Time Series.(1998) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 141
paper
1999COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS In: Econometric Theory.
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article88
2002AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES In: Econometric Theory.
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article51
1988Statistical Inference in Regressions with Integrated Processes: Part 1 In: Econometric Theory.
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article181
1987Statistical Inference in Regressions with Integrated Processes: Part 1.(1987) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 181
paper
1989Statistical Inference in Regressions with Integrated Processes: Part 2 In: Econometric Theory.
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article164
1987Statistical Inference in Regressions with Integrated Processes: Part 2.(1987) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 164
paper
1998Nonstationary Density Estimation and Kernel Autoregression In: Cowles Foundation Discussion Papers.
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paper37
1998Nonlinear Regressions with Integrated Time Series In: Cowles Foundation Discussion Papers.
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paper166
2001Nonlinear Regressions with Integrated Time Series..(2001) In: Econometrica.
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article
1999Nonstationary Binary Choice In: Cowles Foundation Discussion Papers.
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paper58
2000Nonstationary Binary Choice.(2000) In: Econometrica.
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article
1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
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paper73
2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
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This paper has another version. Agregated cites: 73
article
2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
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paper22
2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 22
article
1986On the Formulation of Wald Tests of Nonlinear Restrictions In: Cowles Foundation Discussion Papers.
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paper50
1988On the Formulation of Wald Tests of Nonlinear Restrictions..(1988) In: Econometrica.
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This paper has another version. Agregated cites: 50
article
1986Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors In: Cowles Foundation Discussion Papers.
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paper5
1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
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paper96
1991Testing Purchasing Power Parity under the Null Hypothesis of Co-integration. In: Economic Journal.
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article68
2002Bootstrapping Cointegrating Regressions In: Working Papers.
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paper72
2006Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 72
article
2002Bootstrap Unit Root Tests In: Working Papers.
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paper65
2003Bootstrap Unit Root Tests.(2003) In: Econometrica.
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This paper has another version. Agregated cites: 65
article
2000Bootstrap Unit Root Tests.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 65
paper
2003Nonstationary Nonlinearity: An Outlook for New Opportunities In: Working Papers.
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paper1
2003A Bootstrap Theory for Weakly Integrated Processes In: Working Papers.
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paper9
2006A bootstrap theory for weakly integrated processes.(2006) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 9
article
2003Weak Unit Roots In: Working Papers.
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paper10
2003Strong Approximations for Nonlinear Transformations of Integrated Time Series In: Working Papers.
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2005Nonstationary Nonlinear Heteroskedasticity in Regression In: Working Papers.
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