The following pages link to Yoosoon Chang (Q250890):
Displaying 24 items.
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- (Q341900) (redirect page) (← links)
- A new approach to model regime switching (Q341901) (← links)
- (Q527965) (redirect page) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- (Q589784) (redirect page) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Nonlinear IV unit root tests in panels with cross-sectional dependency. (Q1858972) (← links)
- Index models with integrated time series (Q1870096) (← links)
- Origins of monetary policy shifts: a new approach to regime switching in DSGE models (Q2054823) (← links)
- Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate (Q2280619) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF <i>I</i>(0), <i>I</i>(1), AND <i>I</i>(2) COMPONENTS (Q2716477) (← links)
- Nonlinear econometric models with cointegrated and deterministically trending regressors (Q2772838) (← links)
- Endogeneity in Nonlinear Regressions with Integrated Time Series (Q3086359) (← links)
- Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies (Q3406024) (← links)
- A Sieve Bootstrap For The Test Of A Unit Root (Q4455657) (← links)
- Evaluating factor pricing models using high-frequency panels (Q4586208) (← links)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (Q4817433) (← links)
- Non‐stationary regression with logistic transition (Q5093186) (← links)
- Bootstrapping unit root tests with covariates (Q5864458) (← links)
- Nonstationarity in time series of state densities (Q5964756) (← links)
