17
H index
24
i10 index
1266
Citations
| 17 H index 24 i10 index 1266 Citations RESEARCH PRODUCTION: 22 Articles 33 Papers RESEARCH ACTIVITY: 29 years (1995 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch209 |
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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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 |
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 |
2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
2024 | Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580. 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 | . 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 |
2023 | Explosive Temperatures. (2023). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10680. 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 |
2024 | Can passive monetary policy decrease the debt burden?. (2024). Shen, Wenyi ; Mao, Ruoyun ; Yang, Shu-Chun S. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002087. 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 |
2024 | Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932. Full description at Econpapers || Download paper |
2024 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. 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 |
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 |
2023 | Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying. (2023). Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003705. Full description at Econpapers || Download paper |
2023 | Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated. (2023). Hasanov, Fakhri ; Parker, Steven ; Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003304. Full description at Econpapers || Download paper |
2023 | A neural network approach to the environmental Kuznets curve. (2023). Jensen, Sebastian ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004838. Full description at Econpapers || Download paper |
2023 | Untangling electricity demand elasticities: Insights from heterogeneous household groups in Pakistan. (2023). Ahmad, Eatzaz ; Aslam, Misbah. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022211. Full description at Econpapers || Download paper |
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 |
2023 | Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313. Full description at Econpapers || Download paper |
2023 | Influence of climate finance and natural resource consumption on the mitigation of climate change in developed countries in the Pre-COP26 era. (2023). Hsu, Ching-Chi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004257. Full description at Econpapers || Download paper |
2023 | Unveiling the relationship between environmental quality, non-renewable energy usage and natural resource rent: Fresh insights from ten asian economies. (2023). Ngo, Thanh Quang ; Nguyen, Phong Thanh ; Wang, Kuan-Ting ; Ajith, V V ; Chavali, Kavita ; Sadiq, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007031. Full description at Econpapers || Download paper |
2023 | Greening the knowledge-based economies: Harnessing natural resources and innovation in information and communication technologies for green growth. (2023). Ankrah, Victoria ; Huang, Yaoxuan ; Wang, Zhen ; Dai, Jiapeng. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008929. 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 |
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 |
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 |
2023 | The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve. (2023). Gómez-Rodríguez, Fabio ; Gomez-Rodriguez, Fabio ; Chang, Yoosoon ; Matthes, Christian. In: CAEPR Working Papers. RePEc:inu:caeprp:2023008. 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 |
2023 | Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.. (2023). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:119196. Full description at Econpapers || Download paper |
2024 | An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217. 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 |
2023 | Can Passive Monetary Policy Decrease the Debt Burden?. (2023). Shen, Wenyi ; Mao, Ruoyun ; Yang, Shu-Chun S. In: IEAS Working Paper : academic research. RePEc:sin:wpaper:23-a007. 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 |
2023 | Convergence of GHGs emissions in the long-run: aerosol precursors, reactive gases and aerosols—a nonlinear panel approach. (2023). Omay, Tolga ; Romero-Avila, Diego. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:11:d:10.1007_s10668-022-02566-2. 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 |
2023 | A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers || Download paper |
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 | 9 |
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 | 15 |
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 nother 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 | 228 |
2002 | Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 228 | 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 nother version. Agregated cites: 228 | paper | |
2004 | Bootstrap unit root tests in panels with cross-sectional dependency.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 228 | 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 nother version. Agregated cites: 23 | article | |
2014 | Bootstrapping Unit Root Tests with Covariates In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2001 | Bootstrapping Unit Root Tests with Covariates.(2001) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2017 | Bootstrapping unit root tests with covariates.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2002 | Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency In: Working Papers. [Full Text][Citation analysis] | paper | 238 |
2002 | Nonlinear IV unit root tests in panels with cross-sectional dependency.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 238 | 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 nother version. Agregated cites: 238 | 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 nother 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 | 26 |
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 nother 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 nother 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 nother 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 | 27 |
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 | 28 |
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 | 41 |
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 nother 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 | 23 |
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 nother version. Agregated cites: 23 | 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 | 5 |
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 nother version. Agregated cites: 5 | 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 | 11 |
2023 | A Trajectories-Based Approach to Measuring Intergenerational Mobility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies In: The 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 | 80 |
2014 | Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers. [Full Text][Citation analysis] | paper | 39 |
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 | 18 |
2024 | Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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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