Joon Y. Park : Citation Profile

Are you Joon Y. Park?

Indiana University

23

H index

32

i10 index

2637

Citations

RESEARCH PRODUCTION:

30

Articles

37

Papers

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 69
   Journals where Joon Y. Park has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 35 (1.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa681
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Chang, Yoosoon (2)

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 (245)

GAO, Jiti (102)

Chang, Yoosoon (58)

Taylor, Robert (41)

Ogaki, Masao (40)

Li, Degui (38)

Miller, J. (36)

Smeekes, Stephan (34)

Wagner, Martin (33)

LINTON, OLIVER (32)

Rault, Christophe (25)

Cites to:

Phillips, Peter (92)

Chang, Yoosoon (31)

Ogaki, Masao (16)

Andrews, Donald (14)

Campbell, John (10)

Hansen, Bruce (10)

Bollerslev, Tim (9)

Engle, Robert (8)

LINTON, OLIVER (7)

Johansen, Soren (7)

Perron, Pierre (7)

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
Working Papers / Department of Economics, University of Missouri2

Recent works citing Joon Y. Park (2024 and 2023)

YearTitle of citing document
2023A 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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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

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2023Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023High-Dimensional Causality for Climatic Attribution. (2023). Smeekes, Stephan ; Margaritella, Luca ; Friedrich, Marina. In: Papers. RePEc:arx:papers:2302.03996.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2023Least squares estimation in nonlinear cohort panels with learning from experience. (2023). Massmann, Michael ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2309.08982.

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2023Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536.

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2023Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303.

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2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

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2023The Impact of Oil Prices on State Budget Income and Expenses: Case of Azerbaijan. (2023). Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-23.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23.

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2023Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions. (2023). Wagner, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002112.

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2023Higher-order least squares inference for spatial autoregressions. (2023). Robinson, Peter M ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:244-269.

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2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

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2023When bias contributes to variance: True limit theory in functional coefficient cointegrating regression. (2023). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:469-489.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2023Could financial development eliminate energy poverty through renewable energy in Poland?. (2023). Mikayilov, Jeyhun I ; Mukhtarov, Shahriyar. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003324.

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2023Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Cooray, Arusha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003083.

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2023The moment restrictions for the durable consumption model with recursive utility revisited. (2023). Okubo, Masakatsu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006304.

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2023How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends. (2023). Niu, Linlin ; Chen, Jiazi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000405.

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2023Resource curse hypothesis in COP26 perspective: Access to clean fuel technology and electricity from renewable energy. (2023). Wang, Tingting ; Zhao, Erlong ; Li, Jiabao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001563.

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2023Environment and natural resources degradation under COVID-19 crises: Recovery post pandemic. (2023). Si, Xiaoyu ; Zheng, Ziqi ; Li, Yushan. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300363x.

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2023Natural resources and COP26 targets of developed countries: Pandemic perspective of natural resources extraction. (2023). Ni, Xiewen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004233.

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2023Natural resources for policy makers: Revisiting COVID-19 perspective of aggregate South Asian economies. (2023). Xu, Zhaoyi ; Zhang, Jia ; Yang, Xiaoming. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004427.

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2023Green finance and energy natural resources nexus with economic performance: A novel evidence from China. (2023). Dai, Jiapeng ; Ying, Limeng ; Gong, Qinyi. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004762.

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2023Electricity production, government effectiveness eco-innovation, and public health: Novel findings in the context of sustainability policies. (2023). Jamaani, Fouad ; Zhou, Jie. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s095717872300019x.

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2023Effects of remittances on renewable energy consumption: Evidence from instrumental variable estimation with panel data. (2023). Saha, Bidyut Baran ; Sen, Kanchan Kumar ; Barai, Munim Kumar ; Karmaker, Shamal Chandra. In: Utilities Policy. RePEc:eee:juipol:v:83:y:2023:i:c:s0957178723001261.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

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2023Strong mixing properties of discrete-valued time series with exogenous covariates. (2023). Truquet, Lionel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:160:y:2023:i:c:p:294-317.

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2023Stay or switch? The impact of venture capitalists movement across network communities on enterprises’ innovation performance. (2023). Xue, Chaokai ; Zhang, Fujuan ; Gu, Jing. In: Technovation. RePEc:eee:techno:v:125:y:2023:i:c:s0166497223000810.

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2023Are we making progress on decarbonization? A panel heterogeneous study of the long-run relationship in selected economies. (2023). Skare, Marinko ; Porada-Rocho, Magorzata. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162522008009.

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2023Exploring the Relationship between Crude Oil Prices and Renewable Energy Production: Evidence from the USA. (2023). Belyaeva, Ksenia ; Gomonov, Konstantin ; Balashova, Svetlana ; Sorokin, Leonid. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4306-:d:1154810.

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2023The Driving Factors of Italy’s CO 2 Emissions Based on the STIRPAT Model: ARDL, FMOLS, DOLS, and CCR Approaches. (2023). Ridwan, Mohammad ; Akter, Salma ; Voumik, Liton Chandra ; Salehi, Mahdi ; Tahrim, Farian ; Pattak, Dulal Chandra ; Zimon, Grzegorz ; Sadowska, Beata. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5845-:d:1212197.

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2023The Impact of Fossil Fuels, Renewable Energy, and Nuclear Energy on South Korea’s Environment Based on the STIRPAT Model: ARDL, FMOLS, and CCR Approaches. (2023). Kochaski, Konrad ; Walasek, Robert ; Kaya, Funda ; Akter, Salma ; Voumik, Liton Chandra ; Pattak, Dulal Chandra ; Zimon, Grzegorz. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6198-:d:1225657.

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2023Inclusive Economic Growth: Relationship between Energy and Governance Efficiency. (2023). Lyulyov, Oleksii ; Pimonenko, Tetyana ; Kwilinski, Aleksy. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2511-:d:1089592.

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2023Fiscal Policy, Oil Price, Foreign Direct Investment, and Renewable Energy—A Path to Sustainable Development in South Africa. (2023). Samour, Ahmed ; Ahmed, Dildar Haydar ; Maarof, Mamon Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9500-:d:1170206.

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2023How Oil Price Changes Affect Inflation in an Oil-Exporting Country: Evidence from Azerbaijan. (2023). Gadim-Oglu, Natig Hajiyev ; Humbatova, Sugra ; Aliyev, Khatai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5846-:d:1109258.

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2023The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve. (2023). Gómez-Rodríguez, Fabio ; Gomez-Rodriguez, Fabio ; Chang, Yoosoon ; Matthes, Christian. In: CAEPR Working Papers. RePEc:inu:caeprp:2023008.

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2023Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309.

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2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2.

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2023The price and income elasticities of natural gas demand in Azerbaijan: Is there room to export more?. (2023). Gurbanov, Sarvar ; Maharramli, Shahin ; Mukhtarov, Shahriyar ; Mikayilov, Jeyhun I. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01987-2.

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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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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023The economic implications of the COVID-19 outbreak on tourism industry: Empirical evidence from Turkey. (2023). koçak, emrah ; Bulut, Umit ; Shehzad, Khurram ; Dogru, Tarik ; Koak, Emrah. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:3:p:742-758.

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2023An econometric evaluation of the effects of economic growth, energy use, and agricultural value added on carbon dioxide emissions in Vietnam. (2023). Raihan, Asif. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:7:y:2023:i:3:d:10.1007_s41685-023-00278-7.

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2023A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4.

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2023Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions. (2023). Wagner, Martin. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02332-3.

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2023Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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2023.

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2023Environmental sustainability in South Africa: Understanding the criticality of economic policy uncertainty, fiscal decentralization, and green innovation. (2023). Muchapondwa, Edwin ; Udeagha, Maxwell Chukwudi. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1638-1651.

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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.
[Full Text][Citation analysis]		article109
2005A Test of the Martingale Hypothesis In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2004A Test of the Martingale Hypothesis.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1994Testing for Unit Roots in Models with Structural Change In: Econometric Theory.
[Full Text][Citation analysis]		article27
1997Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables In: Econometric Theory.
[Full Text][Citation analysis]		article6
1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article170
1998Asymptotics for Nonlinear Transformations of Integrated Time Series.(1998) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 170		paper
1999COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS In: Econometric Theory.
[Full Text][Citation analysis]		article109
2002AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article64
1988Statistical Inference in Regressions with Integrated Processes: Part 1 In: Econometric Theory.
[Full Text][Citation analysis]		article223
1987Statistical Inference in Regressions with Integrated Processes: Part 1.(1987) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 223		paper
1989Statistical Inference in Regressions with Integrated Processes: Part 2 In: Econometric Theory.
[Full Text][Citation analysis]		article194
1987Statistical Inference in Regressions with Integrated Processes: Part 2.(1987) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194		paper
1998Nonstationary Density Estimation and Kernel Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper60
1998Nonlinear Regressions with Integrated Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper206
2001Nonlinear Regressions with Integrated Time Series..(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 206		article
1999Nonstationary Binary Choice In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper74
2000Nonstationary Binary Choice.(2000) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 74		article
1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper79
2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has nother version. Agregated cites: 79		article
2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper25
2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
1986On the Formulation of Wald Tests of Nonlinear Restrictions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper60
1988On the Formulation of Wald Tests of Nonlinear Restrictions..(1988) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
1986Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper109
1991Testing Purchasing Power Parity under the Null Hypothesis of Co-integration. In: Economic Journal.
[Full Text][Citation analysis]		article74
2002Bootstrapping Cointegrating Regressions In: Working Papers.
[Full Text][Citation analysis]		paper78
2006Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		article
2002Bootstrap Unit Root Tests In: Working Papers.
[Full Text][Citation analysis]		paper70
2003Bootstrap Unit Root Tests.(2003) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 70		article
2000Bootstrap Unit Root Tests.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2003Nonstationary Nonlinearity: An Outlook for New Opportunities In: Working Papers.
[Full Text][Citation analysis]		paper1
2003A Bootstrap Theory for Weakly Integrated Processes In: Working Papers.
[Full Text][Citation analysis]		paper9
2006A bootstrap theory for weakly integrated processes.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2003Weak Unit Roots In: Working Papers.
[Full Text][Citation analysis]		paper13
2003Strong Approximations for Nonlinear Transformations of Integrated Time Series In: Working Papers.
[Full Text][Citation analysis]		paper1
2005Nonstationary Nonlinear Heteroskedasticity in Regression In: Working Papers.
[Full Text][Citation analysis]		paper15
2004Nonstationary Nonlinear Heteroskedasticity in Regression.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Nonstationary nonlinear heteroskedasticity in regression.(2007) In: Journal of Econometrics.
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