Joon Y. Park : Citation Profile


Are you Joon Y. Park?

Indiana University

22

H index

31

i10 index

2007

Citations

RESEARCH PRODUCTION:

30

Articles

35

Papers

RESEARCH ACTIVITY:

   24 years (1986 - 2010). See details.
   Cites by year: 83
   Journals where Joon Y. Park has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 34 (1.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa681
   Updated: 2020-05-16    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 (194)

GAO, Jiti (61)

Chang, Yoosoon (58)

Taylor, Robert (38)

Ogaki, Masao (37)

Smeekes, Stephan (30)

Miller, J. (27)

Li, Degui (25)

Wagner, Martin (24)

Pesaran, M (23)

Rault, Christophe (22)

Cites to:

Phillips, Peter (85)

Chang, Yoosoon (26)

Granger, Clive (14)

Ogaki, Masao (13)

Andrews, Donald (12)

Campbell, John (10)

Hansen, Bruce (8)

Bollerslev, Tim (7)

Engle, Robert (7)

Perron, Pierre (6)

Johansen, Soren (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 (2018 and 2017)


YearTitle of citing document
2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Ferreira, Eva ; Casas, Isabel ; Orbe, Susan. In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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

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2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

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2017Do Sunspots Matter for Cycles in Agricultural Lending: a VEC Approach to Russian Wheat Market. (2017). Burakov, Dmitry. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:262446.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Finco, A ; Bucci, G ; Bentivoglio, D. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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

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

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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

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2020On 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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2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

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

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

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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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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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2018Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802.

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

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

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2018Quantifying Impacts of Macroeconomic and Non†economic Factors on Public Health Expenditure: A Structural Time Series Model. (2018). Dauda, Risikat ; Tajudeen, Ibrahim A. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:200-218.

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2017House Price Dynamics with Household Debt: The Korean Case-super-. (2017). Kim, Hyunjeong ; Yie, Myung-Soo ; Son, Jong Chil. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:39-59.

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2017Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis. (2017). Donayre, Luiggi ; Taivan, Ariuna . In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:2:p:156-170.

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

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

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2019An Improved Bayesian Unit Root Test in Stochastic Volatility Models. (2019). Yu, Jun ; JunYu, ; Li, Yong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:liyu.

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2018Dynamic Panel Modeling of Climate Change. (2018). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2150.

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2019Functional Coefficient Panel Modeling with Communal Smoothing Covariates. (2019). Phillips, Peter ; Wang, Ying ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2193.

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

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2018Transmission of Shock across International Stock Markets: An Econometric Analysis. (2018). Talwar, Shalini ; Pansare, Jayant . In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2018:i:1:p:110-119.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2018Asymmetric responses of CO2 emissions to oil price shocks in China: a non-linear ARDL approach. (2018). Zaghdoudi, Taha. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00274.

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2018Inequality and relative saving rates at the top. (2018). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Paper Series. RePEc:ecb:ecbwps:20182204.

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2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

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2017Can Inflation be Claimed as a Monetary Phenomenon? The Malaysian Experience. (2017). TANG, Chor Foon ; Ozturk, Ilhan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-59.

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2017The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils. (2017). Salha, Angelic ; Azar, Samih Antoine. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-05.

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2017Nonparametric estimation of dynamic discrete choice models for time series data. (2017). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:108:y:2017:i:c:p:97-120.

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2017Does foreign direct investment crowd in or crowd out private domestic investment in China? The effect of entry mode. (2017). Malizard, Julien ; Chen, George ; Yao, Yao. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:409-419.

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2017Statistical inference of partially linear varying coefficient spatial autoregressive models. (2017). Wei, Chuanhua ; Zhai, Shufen ; Guo, Shuang . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:553-559.

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2018Substitution between private and government consumption in African economies. (2018). Francois, John ; Dawood, Taufiq Carnegie. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:129-139.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2017Significance test in nonstationary logit panel model with serially correlated dependent variable. (2017). Chu, Chia-Shang J ; Zhang, Lina ; Liu, Nan. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:37-41.

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

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2017Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195.

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2017Asymptotics for recurrent diffusions with application to high frequency regression. (2017). Kim, Jihyun ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:37-54.

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2017A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks. (2017). GAO, Jiti ; Feng, Guohua ; Zhang, Xiaohui ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:68-82.

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2017Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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

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2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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

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

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

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

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2019Robust analysis of the martingale hypothesis. (2019). Gourieroux, Christian ; Jasiak, Joann. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:17-41.

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

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2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

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2017Can foreign direct investment harness energy consumption in China? A time series investigation. (2017). Zhang, Lin ; Salim, Ruhul ; Chen, George ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:43-53.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019Dynamics of oil price, precious metal prices and the exchange rate in the long-run. (2019). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930297x.

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2019The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models. (2019). Mandaci, Pinar Evrim ; Taskin, Dilvin ; Cagli, Efe Caglar. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303354.

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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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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2019An examination of trade-weighted real exchange rates based on fractional integration. (2019). , Tommasotrani ; Gil-Alana, Luis Alberiko ; Trani, Tommaso. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:64-76.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2017Is the yen misaligned more during the Abenomics period?. (2017). Baak, Saang Joon. In: Japan and the World Economy. RePEc:eee:japwor:v:44:y:2017:i:c:p:26-34.

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2018Endogenous growth and entropy. (2018). Sequeira, Tiago ; Gil, Pedro ; Afonso, Oscar . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:154:y:2018:i:c:p:100-120.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2017Comparative evidence on the value relevance of IFRS-based accounting information in Germany and the UK. (2017). Nwachukwu, Jacinta ; Elshandidy, Tamer ; Abdou, Hussein A ; Elbakry, Ashraf E. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:28:y:2017:i:c:p:10-30.

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

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

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2018The determinants of the benchmark interest rates in China. (2018). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:395-417.

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2019A road to enhancements in natural gas use in Iran: A multivariate modelling approach. (2019). Driha, Oana M ; Etokakpan, Mfonobong Udom ; Bekun, Festus Victor ; Balsalobre-Lorente, Daniel. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719300248.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2017Causality and correlations between BSE and NYSE indexes: A Janus faced relationship. (2017). , Neeraj ; Panigrahi, Prasanta K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:284-313.

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2019Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK. (2019). Jei, Sang Young ; Min, Dai Hong ; Yoon, Jong Cheol. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:41-47.

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2017Does renewable energy concentration increase the variance/uncertainty in electricity prices in Africa?. (2017). ADOM, PHILIP ; Abdallah, Abdul-Mumuni ; Minlah, Michael Kaku ; Insaidoo, Michael . In: Renewable Energy. RePEc:eee:renene:v:107:y:2017:i:c:p:81-100.

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2018The nexus between greenhouse gas emission, electricity production, renewable energy and agriculture in Pakistan. (2018). Iqbal, Muhammad Tariq ; Ashfaq, Muhammad ; Ali, Qamar. In: Renewable Energy. RePEc:eee:renene:v:118:y:2018:i:c:p:437-451.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio. (2019). Chang, Tsang Yao ; Pierdzioch, Christian ; Majumdar, Anandamayee ; Gupta, Rangan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:458-467.

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2018Is there an optimal level of housing wealth in the long-run? Theory and evidence. (2018). Yetkiner, Hakan ; Nazlioglu, Saban. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:257-267.

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2019Does corruption kill? Evidence from half a century infant mortality data. (2019). Teoman, ozgur ; Dincer, Oguzhan. In: Social Science & Medicine. RePEc:eee:socmed:v:232:y:2019:i:c:p:332-339.

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2018Convexity of probit weights. (2018). Schumann, Martin ; Tripathi, Gautam. In: Statistics & Probability Letters. RePEc:eee:stapro:v:143:y:2018:i:c:p:81-85.

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2019Time-varying cointegration model using wavelets. (2019). da Fonseca, Eder Lucio ; Morettin, Pedro Alberto ; Alencar, Airlane Pereira. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:260-267.

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

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2019Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach. (2019). Sobreira, Nuno ; Goulart, Pedro ; Melo, Patricia C. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:126:y:2019:i:c:p:360-376.

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

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2019What is the investment loss due to uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102648.

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2017Determinants and Macroeconomic Impact of Parallel Market For Foreign Exchange in Sudan. (2017). Ebaidalla, Ebaidalla Mahjoub. In: Working Papers. RePEc:erg:wpaper:1155.

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2018A time-varying fiscal reaction function for Brazil. (2018). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:798.

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

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2018Jackknife Bias Reduction in the Presence of a Near-Unit Root. (2018). Chambers, Marcus ; Kyriacou, Maria. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:11-:d:134810.

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2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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

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

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

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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2005A Test of the Martingale Hypothesis In: Studies in Nonlinear Dynamics & Econometrics.
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2004A Test of the Martingale Hypothesis.(2004) In: Working Papers.
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1994Testing for Unit Roots in Models with Structural Change In: Econometric Theory.
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1997Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables In: Econometric Theory.
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1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
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1998Asymptotics for Nonlinear Transformations of Integrated Time Series.(1998) In: Cowles Foundation Discussion Papers.
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1999COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS In: Econometric Theory.
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2002AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES In: Econometric Theory.
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1988Statistical Inference in Regressions with Integrated Processes: Part 1 In: Econometric Theory.
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1987Statistical Inference in Regressions with Integrated Processes: Part 1.(1987) In: Cowles Foundation Discussion Papers.
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1989Statistical Inference in Regressions with Integrated Processes: Part 2 In: Econometric Theory.
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1987Statistical Inference in Regressions with Integrated Processes: Part 2.(1987) In: Cowles Foundation Discussion Papers.
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1998Nonstationary Density Estimation and Kernel Autoregression In: Cowles Foundation Discussion Papers.
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1998Nonlinear Regressions with Integrated Time Series In: Cowles Foundation Discussion Papers.
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2001Nonlinear Regressions with Integrated Time Series..(2001) In: Econometrica.
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1999Nonstationary Binary Choice In: Cowles Foundation Discussion Papers.
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2000Nonstationary Binary Choice.(2000) In: Econometrica.
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1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
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2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
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2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
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2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
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1986On the Formulation of Wald Tests of Nonlinear Restrictions In: Cowles Foundation Discussion Papers.
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1988On the Formulation of Wald Tests of Nonlinear Restrictions..(1988) In: Econometrica.
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1986Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors In: Cowles Foundation Discussion Papers.
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1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
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1991Testing Purchasing Power Parity under the Null Hypothesis of Co-integration. In: Economic Journal.
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2002Bootstrapping Cointegrating Regressions In: Working Papers.
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2006Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics.
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2002Bootstrap Unit Root Tests In: Working Papers.
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2003Bootstrap Unit Root Tests.(2003) In: Econometrica.
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2000Bootstrap Unit Root Tests.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2003Nonstationary Nonlinearity: An Outlook for New Opportunities In: Working Papers.
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2003A Bootstrap Theory for Weakly Integrated Processes In: Working Papers.
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2006A bootstrap theory for weakly integrated processes.(2006) In: Journal of Econometrics.
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2003Weak Unit Roots In: Working Papers.
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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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2004Nonstationary Nonlinear Heteroskedasticity in Regression.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2007Nonstationary nonlinear heteroskedasticity in regression.(2007) In: Journal of Econometrics.
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2004Taking a New Contour: A Novel View on Unit Root Test In: Working Papers.
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2005How They Interact to Generate Persistency in Memory In: Working Papers.
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2005Iterative Maximum Likelihood Estimation of Cointegrating Vectors In: Working Papers.
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2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
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2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
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2005The Spatial Analysis of Time Series In: Working Papers.
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2004The Spatial Analysis of Time Series.(2004) In: Econometric Society 2004 North American Winter Meetings.
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1992Canonical Cointegrating Regressions. In: Econometrica.
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2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
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2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
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2004Endogeneity in Nonlinear Regressions with Integrated Time Series In: Econometric Society 2004 North American Winter Meetings.
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2002Nonstationary nonlinear heteroskedasticity In: Journal of Econometrics.
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2003Index models with integrated time series In: Journal of Econometrics.
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2008Time series properties of ARCH processes with persistent covariates In: Journal of Econometrics.
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2006Time series properties of ARCH processes with persistent covariates.(2006) In: MPRA Paper.
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2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
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2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
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2010A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving In: Journal of Econometrics.
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1997A cointegration approach to estimating preference parameters In: Journal of Econometrics.
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1991Seemingly Unrelated Canonical Cointegrating Regressions. In: RCER Working Papers.
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paper12
1991Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics. In: RCER Working Papers.
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paper22
2002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews.
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2010Cointegrating Regressions with Time Heterogeneity In: Econometric Reviews.
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2000Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH In: CIRJE F-Series.
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In: .
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paper26

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