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Park, Joon's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
272 |
Total
Citations
13 |
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1.
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Phillips, Peter C. B. Yale University - Cowles Foundation Park, Joon Seoul National University Chang, Yoosoon delete
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132
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Cauchy Estimator, Instrumental Variable Autoregression, Nonlinear Instruments, Sojourn Time, Unit Root
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2.
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Han, Heejoon Department of Economics, National University of Singapore Park, Joon Seoul National University
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78
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ARCH, nonstationarity, nonlinearity, NNH, volatility persistence, leptokurtosis
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3.
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Han, Heejoon Department of Economics, National University of Singapore Park, Joon Seoul National University
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50
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ARCH, persistent covariate, maximum likelihood estimator, asymptotic distribution theory, GARCH and IGARCH
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Chang, Yoosoon delete Park, Joon Seoul National University
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12
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5.
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Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors
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Chang, Yoosoon delete Park, Joon Seoul National University Phillips, Peter C. B. Yale University - Cowles Foundation
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Posted:
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03 May 00
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Last Revised:
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04 Sep 01
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Chang, Yoosoon delete Park, Joon Seoul National University Phillips, Peter C. B. Yale University - Cowles Foundation
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Nonlinear regressions, Integrated time series, Nonlinear least squares, Brownian motion, Brownian local time
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Chang, Yoosoon delete Park, Joon Seoul National University Phillips, Peter C. B. Yale University - Cowles Foundation
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Records 1 -
5
of 5 matches
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1
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