フォロー
Yoosoon Chang
タイトル
引用先
引用先
Nonlinear IV unit root tests in panels with cross-sectional dependency
Y Chang
Journal of econometrics 110 (2), 261-292, 2002
5552002
Bootstrap unit root tests in panels with cross-sectional dependency
Y Chang
Journal of econometrics 120 (2), 263-293, 2004
5252004
A sieve bootstrap for the test of a unit root
Y Chang, JY Park
Journal of Time Series Analysis 24 (4), 379-400, 2003
1982003
Nonlinear econometric models with cointegrated and deterministically trending regressors
Y Chang, JY Park, PCB Phillips
The Econometrics Journal 4 (1), 1-36, 2001
1772001
On the asymptotics of ADF tests for unit roots
Y Chang, JY Park
Econometric Reviews 21 (4), 431-447, 2002
1702002
Bootstrapping cointegrating regressions
Y Chang, JY Park, K Song
Journal of Econometrics 133 (2), 703-739, 2006
1162006
A new approach to model regime switching
Y Chang, Y Choi, JY Park
Journal of Econometrics 196 (1), 127-143, 2017
1042017
Time-varying long-run income and output elasticities of electricity demand with an application to Korea
Y Chang, CS Kim, JI Miller, JY Park, S Park
Energy Economics 46, 334-347, 2014
1022014
Extracting a common stochastic trend: Theory with some applications
Y Chang, JI Miller, JY Park
Journal of Econometrics 150 (2), 231-247, 2009
922009
Electricity demand analysis using cointegration and error-correction models with time varying parameters: The Mexican case
Y Chang, E Martinez-Chombo
Rice University, WP2003-10, 2003
842003
Nonstationarity in time series of state densities
Y Chang, CS Kim, JY Park
Journal of Econometrics 192 (1), 152-167, 2016
722016
Index models with integrated time series
Y Chang, JY Park
Journal of Econometrics 114 (1), 73-106, 2003
612003
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
Y Chang, CS Kim, JI Miller, JY Park, S Park
Energy Economics 60, 206-216, 2016
572016
Nonlinear instrumental variable estimation of an autoregression
PCB Phillips, JY Park, Y Chang
Journal of Econometrics 118 (1-2), 219-246, 2004
502004
Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies
Y Chang, W Song
The Review of Economic Studies 76 (3), 903-935, 2009
482009
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
Y Chang, RK Kaufmann, CS Kim, JI Miller, JY Park, S Park
Journal of Econometrics 214 (1), 274-294, 2020
462020
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
Y Chang, Y Choi, CS Kim, JI Miller, JY Park
Energy Economics 60, 232-243, 2016
432016
Endogeneity in nonlinear regressions with integrated time series
Y Chang, JY Park
Econometric Reviews 30 (1), 51-87, 2010
332010
Panel unit root tests in the presence of cross-sectional dependency and heterogeneity
Y Chang, W Song
mimeographed, Department of Economics, Rice University, 2002
302002
Bootstrapping unit root tests with covariates
Y Chang, RC Sickles, W Song
Econometric Reviews 36 (1-3), 136-155, 2017
272017
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20