Nonlinear IV unit root tests in panels with cross-sectional dependency Y Chang Journal of econometrics 110 (2), 261-292, 2002 | 572 | 2002 |
Bootstrap unit root tests in panels with cross-sectional dependency Y Chang Journal of econometrics 120 (2), 263-293, 2004 | 541 | 2004 |
A sieve bootstrap for the test of a unit root Y Chang, JY Park Journal of Time Series Analysis 24 (4), 379-400, 2003 | 201 | 2003 |
Nonlinear econometric models with cointegrated and deterministically trending regressors Y Chang, JY Park, PCB Phillips The Econometrics Journal 4 (1), 1-36, 2001 | 186 | 2001 |
On the asymptotics of ADF tests for unit roots Y Chang, JY Park Econometric Reviews 21 (4), 431-447, 2002 | 175 | 2002 |
Bootstrapping cointegrating regressions Y Chang, JY Park, K Song Journal of Econometrics 133 (2), 703-739, 2006 | 125 | 2006 |
A new approach to model regime switching Y Chang, Y Choi, JY Park Journal of Econometrics 196 (1), 127-143, 2017 | 116 | 2017 |
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 | 102 | 2014 |
Extracting a common stochastic trend: Theory with some applications Y Chang, JI Miller, JY Park Journal of Econometrics 150 (2), 231-247, 2009 | 92 | 2009 |
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 | 82 | 2003 |
Nonstationarity in time series of state densities Y Chang, CS Kim, JY Park Journal of Econometrics 192 (1), 152-167, 2016 | 81 | 2016 |
Index models with integrated time series Y Chang, JY Park Journal of Econometrics 114 (1), 73-106, 2003 | 65 | 2003 |
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 | 58 | 2016 |
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 | 55 | 2020 |
Nonlinear instrumental variable estimation of an autoregression PCB Phillips, JY Park, Y Chang Journal of Econometrics 118 (1-2), 219-246, 2004 | 50 | 2004 |
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 | 48 | 2009 |
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 | 45 | 2016 |
Endogeneity in nonlinear regressions with integrated time series Y Chang, JY Park Econometric Reviews 30 (1), 51-87, 2010 | 34 | 2010 |
Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models Y Chang, J Maih, F Tan Journal of Economic Dynamics and Control 133, 2021 | 32* | 2021 |
Panel unit root tests in the presence of cross-sectional dependency and heterogeneity Y Chang, W Song mimeographed, Department of Economics, Rice University, 2002 | 31 | 2002 |