Yoosoon Chang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Non-stationary regression with logistic transition Econometrics Journal	2022-07-26	Paper
Bootstrapping unit root tests with covariates Econometric Reviews	2022-06-07	Paper
Origins of monetary policy shifts: a new approach to regime switching in DSGE models Journal of Economic Dynamics and Control	2021-12-03	Paper
Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate Journal of Econometrics	2019-12-19	Paper
Evaluating factor pricing models using high-frequency panels Quantitative Economics	2018-09-12	Paper
Taking a new contour: a novel approach to panel unit root tests Journal of Econometrics	2017-05-12	Paper
A new approach to model regime switching Journal of Econometrics	2016-11-17	Paper
Residual based tests for cointegration in dependent panels Journal of Econometrics	2016-08-15	Paper
Extracting a common stochastic trend: theory with some applications Journal of Econometrics	2016-07-04	Paper
Bootstrapping cointegrating regressions Journal of Econometrics	2016-04-25	Paper
Nonstationarity in time series of state densities Journal of Econometrics	2016-03-01	Paper
Bootstrap unit root tests in panels with cross-sectional dependency Journal of Econometrics	2014-03-07	Paper
Endogeneity in nonlinear regressions with integrated time series Econometric Reviews	2011-03-30	Paper
Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies Review of Economic Studies	2010-02-12	Paper
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS Econometric Reviews	2004-09-22	Paper
A Sieve Bootstrap For The Test Of A Unit Root Journal of Time Series Analysis	2004-03-16	Paper
Nonlinear instrumental variable estimation of an autoregression. Journal of Econometrics	2004-01-26	Paper
Index models with integrated time series Journal of Econometrics	2003-05-04	Paper
Nonlinear econometric models with cointegrated and deterministically trending regressors The Econometrics Journal	2003-03-26	Paper
Nonlinear IV unit root tests in panels with cross-sectional dependency. Journal of Econometrics	2003-02-17	Paper
Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) components Econometric Theory	2001-08-23	Paper

Research outcomes over time

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