Yoosoon Chang

Available identifiers

zbMath Open chang.yoosoonMaRDI QIDQ250890

List of research outcomes

Publication	Date of Publication	Type
Non‐stationary regression with logistic transition	2022-07-26	Paper
Bootstrapping unit root tests with covariates	2022-06-07	Paper
Origins of monetary policy shifts: a new approach to regime switching in DSGE models	2021-12-03	Paper
Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate	2019-12-19	Paper
Evaluating factor pricing models using high-frequency panels	2018-09-12	Paper
Taking a new contour: a novel approach to panel unit root tests	2017-05-12	Paper
A new approach to model regime switching	2016-11-17	Paper
Residual based tests for cointegration in dependent panels	2016-08-15	Paper
Extracting a common stochastic trend: theory with some applications	2016-07-04	Paper
Bootstrapping cointegrating regressions	2016-04-25	Paper
Nonstationarity in time series of state densities	2016-03-01	Paper
Bootstrap unit root tests in panels with cross-sectional dependency	2014-03-07	Paper
Endogeneity in Nonlinear Regressions with Integrated Time Series	2011-03-30	Paper
Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies	2010-02-12	Paper
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS	2004-09-22	Paper
A Sieve Bootstrap For The Test Of A Unit Root	2004-03-16	Paper
Nonlinear instrumental variable estimation of an autoregression.	2004-01-26	Paper
Index models with integrated time series	2003-05-04	Paper
Nonlinear econometric models with cointegrated and deterministically trending regressors	2003-03-26	Paper
Nonlinear IV unit root tests in panels with cross-sectional dependency.	2003-02-17	Paper
VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS	2001-08-23	Paper

Research outcomes over time

Doctoral students

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