Joon Y. Park : Citation Profile


Are you Joon Y. Park?

Indiana University

22

H index

31

i10 index

1959

Citations

RESEARCH PRODUCTION:

30

Articles

41

Papers

RESEARCH ACTIVITY:

   24 years (1986 - 2010). See details.
   Cites by year: 81
   Journals where Joon Y. Park has often published
   Relations with other researchers
   Recent citing documents: 128.    Total self citations: 35 (1.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa681
   Updated: 2019-08-17    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 (184)

Chang, Yoosoon (61)

GAO, Jiti (58)

Taylor, Robert (38)

Ogaki, Masao (37)

Smeekes, Stephan (30)

Miller, J. (27)

Li, Degui (25)

Pesaran, M (23)

Rault, Christophe (22)

Wagner, Martin (21)

Cites to:

Phillips, Peter (87)

Chang, Yoosoon (26)

Granger, Clive (14)

Andrews, Donald (13)

Ogaki, Masao (13)

Campbell, John (10)

Hansen, Bruce (8)

Bollerslev, Tim (7)

Engle, Robert (7)

Johansen, Soren (6)

Perron, Pierre (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). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. 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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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). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). 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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2018On 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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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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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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2018Dynamic Panel Modeling of Climate Change. (2018). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2150.

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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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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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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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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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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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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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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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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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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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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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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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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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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan. In: Working Papers. RePEc:hal:wpaper:hal-01742574.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2017Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth. (2017). Cao, Shuo ; Chen, Hongyi. In: Working Papers. RePEc:hkm:wpaper:042017.

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2017Additive nonparametric models with time variable and both stationary and nonstationary regressions. (2017). LINTON, OLIVER ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:59/17.

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2017The Asymptotic Validity of Standard Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions. (2017). Wagner, Martin ; Kawka, Rafael ; Grabarczyk, Peter ; Stypka, Oliver. In: Economics Series. RePEc:ihs:ihsesp:333.

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2018Effects of US Monetary Policy on Eastern European Financial Markets. (2018). Chirila, Viorica. In: CES Working Papers. RePEc:jes:wpaper:y:2018:v:10:i:2:p:149-166.

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2018The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach. (2018). Wang, Jianlin ; Li, Hongzhou ; Zhao, Jiajia. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9709-1.

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2019Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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2018Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. (2018). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Jingfei . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9355-1.

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2018Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach. (2018). Han, Heejoon ; Kyeong, NA. In: Korean Economic Review. RePEc:kea:keappr:ker-20180701-34-2-05.

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2019CO2 Emissions, Foreign Direct Investments, Energy Consumption, and GDP in Developing Countries: A More Comprehensive Study using Panel Vector Error Correction Model. (2019). Kim, Suyi. In: Korean Economic Review. RePEc:kea:keappr:ker-20190101-35-1-01.

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2017Modelling Oil‑Sector Dependency of Tax Revenues in a Resource Rich Country: Evidence from Azerbaijan. (2017). Aliyev, Khatai ; Musayev, Akif . In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065031023.

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2019Modelling Elasticity of Non‑Oil Tax Revenues to Oil Price Changes: is There U‑Shaped Association? Evidence from Azerbaijan. (2019). Gasimov, Ilkin ; Ismayilov, Altay ; Aliyev, Khatai . In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2019067030799.

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2019Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends. (). Marsh, Patrick. In: Discussion Papers. RePEc:not:notgts:19/03.

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2019Data-Driven Local Polynomial Trend Estimation for Economic Data - Steady State Adjusting Trends. (2019). Fritz, Marlon. In: Working Papers Dissertations. RePEc:pdn:dispap:49.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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2017On the Effects of the BRICS on World Economic Growth. (2017). Bosupeng, Mpho. In: MPRA Paper. RePEc:pra:mprapa:81757.

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2018What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?. (2018). di Filippo, Gabriele. In: MPRA Paper. RePEc:pra:mprapa:84200.

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2018Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Apergis, Nicholas ; Alam, Shaista ; Hussain, Syed Jawad. In: MPRA Paper. RePEc:pra:mprapa:86979.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia. (2019). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: MPRA Paper. RePEc:pra:mprapa:93013.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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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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2017Monetary Policy and Asset Valuation. (2017). Bianchi, Francesco. In: 2017 Meeting Papers. RePEc:red:sed017:500.

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2017Core Inflation Measure and Its Effect on Economic Growth and Employment in Tunisia. (2017). Kalai, Maha ; Dammak, Thouraya Boujelbene. In: Romanian Economic Journal. RePEc:rej:journl:v:20:y:2017:i:66:p:153-179.

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2019What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06.

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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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article94
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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article23
1997Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables In: Econometric Theory.
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article6
1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
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article130
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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article68
2002AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES In: Econometric Theory.
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article48
1988Statistical Inference in Regressions with Integrated Processes: Part 1 In: Econometric Theory.
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article165
1987Statistical Inference in Regressions with Integrated Processes: Part 1.(1987) In: Cowles Foundation Discussion Papers.
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paper
1989Statistical Inference in Regressions with Integrated Processes: Part 2 In: Econometric Theory.
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article150
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: 150
paper
1998Nonstationary Density Estimation and Kernel Autoregression In: Cowles Foundation Discussion Papers.
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paper32
1998Nonlinear Regressions with Integrated Time Series In: Cowles Foundation Discussion Papers.
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paper153
2001Nonlinear Regressions with Integrated Time Series..(2001) In: Econometrica.
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article
1999Nonlinear Regressions with Integrated Time Series.(1999) In: Working Paper Series.
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paper
1999Nonstationary Binary Choice In: Cowles Foundation Discussion Papers.
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paper51
2000Nonstationary Binary Choice.(2000) In: Econometrica.
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article
1999Nonstationary Binary Choice.(1999) In: Working Paper Series.
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paper
1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
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paper67
2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
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This paper has another version. Agregated cites: 67
article
2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
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paper20
2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
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article
1986On the Formulation of Wald Tests of Nonlinear Restrictions In: Cowles Foundation Discussion Papers.
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paper46
1988On the Formulation of Wald Tests of Nonlinear Restrictions..(1988) In: Econometrica.
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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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paper74
1991Testing Purchasing Power Parity under the Null Hypothesis of Co-integration. In: Economic Journal.
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article66
2002Bootstrapping Cointegrating Regressions In: Working Papers.
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paper72
2006Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics.
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article
2002Bootstrap Unit Root Tests In: Working Papers.
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paper62
2003Bootstrap Unit Root Tests.(2003) In: Econometrica.
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article
2000Bootstrap Unit Root Tests.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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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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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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paper1
2005Nonstationary Nonlinear Heteroskedasticity in Regression In: Working Papers.
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paper11
2004Nonstationary Nonlinear Heteroskedasticity in Regression.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has another version. Agregated cites: 11
paper
2007Nonstationary nonlinear heteroskedasticity in regression.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 11
article
2004Taking a New Contour: A Novel View on Unit Root Test In: Working Papers.
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paper0
2005How They Interact to Generate Persistency in Memory In: Working Papers.
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paper0
2005Iterative Maximum Likelihood Estimation of Cointegrating Vectors In: Working Papers.
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paper1
2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
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paper3
2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2005The Spatial Analysis of Time Series In: Working Papers.
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paper1
2004The Spatial Analysis of Time Series.(2004) In: Econometric Society 2004 North American Winter Meetings.
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This paper has another version. Agregated cites: 1
paper
1992Canonical Cointegrating Regressions. In: Econometrica.
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article231
2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
paper15
2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
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article
2004Endogeneity in Nonlinear Regressions with Integrated Time Series In: Econometric Society 2004 North American Winter Meetings.
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paper1
2002Nonstationary nonlinear heteroskedasticity In: Journal of Econometrics.
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article12
2003Index models with integrated time series In: Journal of Econometrics.
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article12
2008Time series properties of ARCH processes with persistent covariates In: Journal of Econometrics.
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article13
2006Time series properties of ARCH processes with persistent covariates.(2006) In: MPRA Paper.
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paper
2009Functional-coefficient models for nonstationary time series data In: Journal of Econometrics.
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article58
2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
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article13
2010A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving In: Journal of Econometrics.
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article4
1997A cointegration approach to estimating preference parameters In: Journal of Econometrics.
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article96
1991Seemingly Unrelated Canonical Cointegrating Regressions. In: RCER Working Papers.
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paper11
1991Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics. In: RCER Working Papers.
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paper22
1999The Asymptotic Variance Bound for Instrumental Variables Estimators In: Working Paper Series.
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paper0
1999Nonstationary Index Models In: Working Paper Series.
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paper3
1999Longrun Relationships Evolving Over Time In: Working Paper Series.
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paper0
1999Random Walk or Chaos: A Formal Test on the Lyapunov Exponent In: Working Paper Series.
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paper5
2002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews.
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article65
2010Cointegrating Regressions with Time Heterogeneity In: Econometric Reviews.
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article4
2000Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH In: CIRJE F-Series.
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paper0
In: .
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paper25

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