16
H index
23
i10 index
1243
Citations
| 16 H index 23 i10 index 1243 Citations RESEARCH PRODUCTION: 22 Articles 31 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoosoon Chang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 10 |
Energy Economics | 3 |
Econometric Reviews | 2 |
Econometric Theory | 2 |
Year | Title of citing document |
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2022 | Full Modified Ordinary Least Square Analysis of the Relationship between New Technologies of Information, Financial Development and Growth in WAEMU Zone. (2022). Guy, Drama Bdi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:39-49. Full description at Econpapers || Download paper |
2023 | A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125. Full description at Econpapers || Download paper |
2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper |
2023 | Efficiently 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. Full description at Econpapers || Download paper |
2022 | Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects. (2022). Li, Xingyu ; Zhou, Qiankun ; Shen, Yan. In: Papers. RePEc:arx:papers:2202.12078. Full description at Econpapers || Download paper |
2022 | Minimax Risk in Estimating Kink Threshold and Testing Continuity. (2022). Hidalgo, Javier ; Seo, Myung Hwan ; Lee, Jungyoon. In: Papers. RePEc:arx:papers:2203.00349. Full description at Econpapers || Download paper |
2022 | A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373. Full description at Econpapers || Download paper |
2022 | Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187. Full description at Econpapers || Download paper |
2022 | Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249. Full description at Econpapers || Download paper |
2023 | Climate change heterogeneity: A new quantitative approach. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2301.02648. Full description at Econpapers || Download paper |
2023 | Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233. Full description at Econpapers || Download paper |
2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. Full description at Econpapers || Download paper |
2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper |
2023 | Fiscal deficits and the socioeconomic consequences of rebalancing: Insights from a TVP?VAR with stochastic volatility. (2023). Sala, Hector ; Pham, Binh Thai. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:214-235. Full description at Econpapers || Download paper |
2023 | Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421. Full description at Econpapers || Download paper |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper |
2022 | Climate change heterogeneity: a new quantitative approach. (2022). Gonzalo, Jesus ; Gadea, Marta Dolores. In: UC3M Working papers. Economics. RePEc:cte:werepe:35442. Full description at Econpapers || Download paper |
2023 | Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451. Full description at Econpapers || Download paper |
2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
2023 | Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2. Full description at Econpapers || Download paper |
2022 | Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models. (2022). Zanini, Alexandre ; de Mattos, Rogerio Silva ; de Souza, Daniel Morais. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-35. Full description at Econpapers || Download paper |
2022 | Nexus among Green Energy Investment, World Oil Price, Monetary Policy and Business Performance: Evidence from Energy Companies on the Vietnamese Stock Exchange. (2022). Hoan, Nguyen Dinh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-50. Full description at Econpapers || Download paper |
2022 | Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Salvador Cecilio ; Moliner, Silviano Sergi ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:2210. Full description at Econpapers || Download paper |
2022 | Modelling persistent stationary processes in continuous time. (2022). Jeong, Minsoo. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000220. Full description at Econpapers || Download paper |
2022 | Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460. Full description at Econpapers || Download paper |
2022 | Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254. Full description at Econpapers || Download paper |
2022 | Nonparametric inference for quantile cointegrations with stationary covariates. (2022). Wang, Qiying ; Liang, Han-Ying ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:453-482. Full description at Econpapers || Download paper |
2023 | How to go viral: A COVID-19 model with endogenously time-varying parameters. (2023). Ho, Paul ; Matthes, Christian ; Lubik, Thomas A. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:70-86. Full description at Econpapers || Download paper |
2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper |
2022 | Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101. Full description at Econpapers || Download paper |
2023 | Using 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. Full description at Econpapers || Download paper |
2022 | Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002286. Full description at Econpapers || Download paper |
2022 | Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions. (2022). Miller, J. ; Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004212. Full description at Econpapers || Download paper |
2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
2023 | Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775. Full description at Econpapers || Download paper |
2022 | An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective. (2022). Yao, Wenying ; Xing, Shuo ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001159. Full description at Econpapers || Download paper |
2022 | Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization. (2022). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Dong, Kangyin ; Abbas, Syed Kumail. In: Renewable Energy. RePEc:eee:renene:v:187:y:2022:i:c:p:68-80. Full description at Econpapers || Download paper |
2023 | Is there convergence in renewable energy deployment? Evidence from a new panel unit root test with smooth and sharp structural breaks. (2023). Omay, Tolga ; Corakci, Aysegul. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:648-662. Full description at Econpapers || Download paper |
2022 | Stochastic RCM-driven cooling and heating energy demand analysis for residential building. (2022). Yeh, Shin-Cheng ; Piwowar, Joseph M ; Huang, Guohe ; Tian, Chuyin ; Ren, Jiayan ; Duan, Ruixin ; Lu, Chen. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:153:y:2022:i:c:s1364032121010340. Full description at Econpapers || Download paper |
2022 | A systematic review on power system resilience from the perspective of generation, network, and load. (2022). Wang, Zhaoyu ; Pan, Xueping ; Wu, Feng ; Ju, Ping. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:167:y:2022:i:c:s1364032122004658. Full description at Econpapers || Download paper |
2022 | The role of innovation in sustainable growth: A dynamic panel study on micro and macro levels 1990–2019. (2022). Porada-Rochon, Magorzata ; Skare, Marinko. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s004016252100768x. Full description at Econpapers || Download paper |
2022 | The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework. (2022). Waggoner, Daniel F ; Hubrich, Kirstin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:94786. Full description at Econpapers || Download paper |
2022 | The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework. (2022). Waggoner, Daniel F ; Hubrich, Kirstin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-34. Full description at Econpapers || Download paper |
2022 | What Is the Temporal Path of the GDP Elasticity of Energy Consumption in OECD Countries? An Assessment of Previous Findings and New Evidence. (2022). liddle, brantley. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3802-:d:821003. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Environmental Pollution, Terrorism, and Mortality Rate in China, India, Russia, and Türkiye. (2022). Bildirici, Melike E ; Gen, Sema Yilmaz ; Castanho, Rui Alexandre. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12649-:d:933824. Full description at Econpapers || Download paper |
2022 | Modeling Industrial Energy Demand in Relation to Subsector Manufacturing Output and Climate Change: Artificial Neural Network Insights. (2022). Adha, Rishan ; Yang, Su-Fen ; Shiau, Yuo-Hsien ; Muzayyanah, Syamsiyatul. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2896-:d:762295. Full description at Econpapers || Download paper |
2023 | Exploring the Synergistic Effects of Digitalization and Economic Uncertainty on Environmental Sustainability: An Investigation from China. (2023). Qiao, Zhi ; He, Yugang ; Teng, Zhuoqi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11997-:d:1210541. Full description at Econpapers || Download paper |
2022 | The Information and Communication Technologies-Economic Growth Nexus in Tunisia: A Cross-Section Dynamic Panel Approach. (2022). BEN YOUSSEF, Adel ; Mabrouki, Mohamed ; Dahmani, Mounir. In: Post-Print. RePEc:hal:journl:hal-03506745. Full description at Econpapers || Download paper |
2022 | The Effects of Economic Shocks on Heterogeneous Inflation Expectations. (2022). Gomez-Rodriguez, Fabio ; Chang, Yoosoon ; Hong, Gee Hee. In: IMF Working Papers. RePEc:imf:imfwpa:2022/132. Full description at Econpapers || Download paper |
2022 | Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Cecilio ; Moliner, Sergi ; Camarero, Mariam. In: Working Papers. RePEc:inf:wpaper:2022.08. Full description at Econpapers || Download paper |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Maria ; Chang, Yoosoon. In: CAEPR Working Papers. RePEc:inu:caeprp:2023002. Full description at Econpapers || Download paper |
2022 | Are the East African Communitys Countries Ready for a Common Currency?. (2022). Heshmati, Almas ; Kigabo-Rusuhuzwa, Thomas. In: IZA Discussion Papers. RePEc:iza:izadps:dp15210. Full description at Econpapers || Download paper |
2023 | Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing. (2023). Omay, Tolga ; Iren, Perihan. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10205-7. Full description at Econpapers || Download paper |
2022 | Impact of Energy Efficiency on CO2 Emissions: Empirical Evidence from Developing Countries. (2022). Sinha, Avik ; Zafar, Muhammad Wasif ; Kalugina, Olga A ; Khan, Javeria Rehman ; Mirza, Faisal Mehmood. In: MPRA Paper. RePEc:pra:mprapa:111923. Full description at Econpapers || Download paper |
2022 | Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach. (2022). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:112915. Full description at Econpapers || Download paper |
2022 | Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order. (2022). Nielsen, Morten ; Jansson, Michael ; Brien, Samuel. In: Working Paper. RePEc:qed:wpaper:1429. Full description at Econpapers || Download paper |
2023 | Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003. Full description at Econpapers || Download paper |
2022 | Stock market and cryptocurrency market volatility. (2022). Peresetsky, Anatoly ; Pogorelova, Polina ; Manevich, Vyacheslav. In: Applied Econometrics. RePEc:ris:apltrx:0439. Full description at Econpapers || Download paper |
2022 | On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443. Full description at Econpapers || Download paper |
2022 | Demand and Distribution in a Dynamic Spatial Panel Model for the United States: Evidence from State-Level Data. (2022). Marques, Andre M ; Lima, Gilberto Tadeu. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2022wpecon21. Full description at Econpapers || Download paper |
2022 | Tests for segmented cointegration: an application to US governments budgets. (2022). , Paulo ; Martins, Luis F. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7. Full description at Econpapers || Download paper |
2023 | Does climate change affect economic data?. (2023). Choi, IN. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Residual-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. Full description at Econpapers || Download paper |
2022 | A tale of three cities: climate heterogeneity. (2022). Gonzalo, Jesus ; Gadea, Maria Dolores. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00254-4. Full description at Econpapers || Download paper |
2022 | Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3. Full description at Econpapers || Download paper |
2023 | Estimating energy demand elasticities for gas exporting countries: a dynamic panel data approach. (2023). Mansourkiaee, Eshagh. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00373-5. Full description at Econpapers || Download paper |
2023 | Robust 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. Full description at Econpapers || Download paper |
2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
2022 | How important are remittances to savings? Evidence from the Latin America and the Caribbean Countries. (2022). Nicholas, Kilimani ; Bosco, Oryema John. In: IZA Journal of Development and Migration. RePEc:vrs:izajdm:v:13:y:2022:i:1:p:37:n:6. Full description at Econpapers || Download paper |
2022 | PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES. (2022). Phillips, Peter ; Cho, Jin Seo. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456. Full description at Econpapers || Download paper |
2022 | Oil and stock prices: New evidence from a time varying homogenous panel smooth transition VECM for seven developing countries. (2022). Shahbaz, Muhammad ; Omay, Tolga ; Ivrendi, Mehmet ; Ceylan, Resat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1085-1100. Full description at Econpapers || Download paper |
2022 | A latent?factor?driven endogenous regime?switching non?Gaussian model: Evidence from simulation and application. (2022). JAWADI, Fredj ; Bu, Ruijun ; Cheng, Jie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3881-3896. Full description at Econpapers || Download paper |
2022 | Competition can help predict sales. (2022). Khapalova, Elena A ; Choi, Jeong Hoon ; Fortsch, Sima M. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:331-344. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2003 | A Sieve Bootstrap For The Test Of A Unit Root In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 107 |
2018 | State Space Models with Endogenous Regime Switching In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2002 | Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 14 |
1995 | Time Series Regression with Mixtures of Integrated Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
2000 | VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
1999 | Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 76 |
2001 | Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 76 | article | |
2000 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 226 |
2002 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | paper | |
2000 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | paper | |
2004 | Bootstrap unit root tests in panels with cross-sectional dependency.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 226 | article | |
2001 | Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2004 | Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2014 | Bootstrapping Unit Root Tests with Covariates In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | Bootstrapping Unit Root Tests with Covariates.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2017 | Bootstrapping unit root tests with covariates.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2002 | Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency In: Working Papers. [Full Text][Citation analysis] | paper | 234 |
2002 | Nonlinear IV unit root tests in panels with cross-sectional dependency.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 234 | article | |
2000 | Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency.(2000) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 234 | paper | |
2002 | Bootstrapping Cointegrating Regressions In: Working Papers. [Full Text][Citation analysis] | paper | 79 |
2006 | Bootstrapping cointegrating regressions.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | article | |
2005 | Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2003 | Nonlinear IV Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2003 | Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2004 | Taking a New Contour: A Novel Approach to Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | Taking a New Contour: A Novel Approach to Panel Unit Root Tests.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2012 | Taking a new contour: A novel approach to panel unit root tests.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2004 | Taking a New Contour: A Novel View on Unit Root Test In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Endogeneity in Nonlinear Regressions with Integrated Time Series In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 7 |
2003 | Index models with integrated time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2009 | Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2012 | Residual based tests for cointegration in dependent panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2016 | Nonstationarity in time series of state densities In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
2017 | A new approach to model regime switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 48 |
2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2016 | A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2015 | A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2016 | Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2013 | Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2017 | Evaluating Consumption CAPM under Heterogeneous Preferences In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules.(2017) In: IWH Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies In: Review of Economic Studies. [Full Text][Citation analysis] | article | 30 |
2018 | Understanding Regressions with Observations Collected at High Frequency over Long Span In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS In: Econometric Reviews. [Full Text][Citation analysis] | article | 79 |
2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers. [Full Text][Citation analysis] | paper | 38 |
2016 | Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2012 | Non?stationary regression with logistic transition In: Econometrics Journal. [Citation analysis] | article | 0 |
2016 | Evaluating factor pricing models using high?frequency panels In: Quantitative Economics. [Full Text][Citation analysis] | article | 4 |
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