22 Publications
2017
A new approach to model regime switching
Chang, Yoosoon⋅Chang, Yoosoon⋅Choi, Yongok and Park, Joon Y
Journal of Econometrics, vol. 196, (no. 1), pp. 143, January 2017. | Journal Article
 
Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun and Park, Joon Y
Journal of Econometrics, vol. 196, (no. 1), pp. 54, January 2017. | Journal Article
2016
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
Chang, Yoosoon⋅Chang, Y.⋅Chang, Yoosoon⋅Kim, Chang Sik⋅Kim, C.S.⋅Miller, J. Isaac⋅Miller, J.I.⋅Park, J.Y.⋅Park, Joon Y⋅Park, S. and Park, Sungkeun
Energy Economics, vol. 60, pp. 216, November 2016. | Journal Article
 
Testing for a unit root against transitional autoregressive models
Park, Joon Y
International economic review, vol. 57, (no. 2), pp. 663, 2016. | Journal Article
2015
Does ambiguity matter?
Jeong, Daehee⋅Kim, Hwagyun and Park, Joon Y
Journal of financial economics, vol. 115, (no. 2), pp. 382, 2015. | Journal Article
 
Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee⋅Kim, Hwagyun and Park, Joon Y
Journal of Financial Economics, vol. 115, (no. 2), pp. 382, February 2015. | Journal Article
2014
Nonstationary nonlinearity
Park, Joon Y
Econometric theory, vol. 30, (no. 4), pp. 822, 2014. | Journal Article
2010
Cointegrating Regressions with Time Heterogeneity
Kim, Chang Sik and Park, Joon Y
Econometric Reviews, vol. 29, (no. 4), pp. 438, 2/17/2010. | Journal Article
 
Endogeneity in Nonlinear Regressions with Integrated Time Series
Chang, Yoosoon⋅Chang, Yoosoon⋅Park, Joon Y and Park, Joon Y
Econometric Reviews, vol. 30, (no. 1), pp. 87, 11/3/2010. | Journal Article
2008
Time series properties of ARCH processes with persistent covariates
Han, Heejoon and Park, Joon
Journal of Econometrics, vol. 146, (no. 2), Oct 2008. | Journal Article
2006
A bootstrap theory for weakly integrated processes
Park, Joon
Journal of Econometrics, vol. 133, (no. 2), pp. 639, Aug 2006. | Journal Article
2004
Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C⋅Park, Joon and Chang, Yoosoon
Journal of Econometrics, vol. 118, (no. 1,2), pp. 219-246, Jan/Feb 2004. | Journal Article
2003
Bootstrap unit root tests
Park, Joon
Econometrica, vol. 71, (no. 6), pp. 1845-1895, Nov 2003. | Journal Article
 
Bootstrap Unit Root Tests
Park, Joon
Econometrica, vol. 71, (no. 6), pp. 1895, 20031101. | Journal Article
 
Index models with integrated time series
Chang, Yoosoon and Park, Joon
Journal of Econometrics, vol. 114, (no. 1), pp. 73-106, May 2003. | Journal Article
2002
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
Park, Joon
Econometric Theory, vol. 18, (no. 2), pp. 469-490, Apr 2002. | Journal Article
2001
Nonlinear regressions with integrated time series
Park, Joon and Phillips, Peter C
Econometrica, vol. 69, (no. 1), pp. 117-161, Jan 2001. | Journal Article
2000
Nonstationary binary choice
Park, Joon and Phillips, Peter C
Econometrica, vol. 68, (no. 5), pp. 1249-1280, Sep 2000. | Journal Article
1998
A cointegration approach to estimating preference parameters
Ogaki, Masao and Park, Joon
Journal of Econometrics, vol. 82, (no. 1), pp. 107-134, Jan 1998. | Journal Article
1992
Canonical Cointegrating Regressions
Park, Joon
Econometrica, vol. 60, (no. 1), pp. 143, 19920101. | Journal Article
1988
ON THE FORMULATION OF WALD TESTS OF NONLINEAR RESTRICTIONS
Phillips, Peter C and Park, Joon
Econometrica (1986-1998), vol. 56, (no. 5), pp. 1065, Sep 1988. | Journal Article
1987
STATISTICAL INFERENCE IN LINEAR MODELS WITH INTEGRATED PROCESSES (Dissertation)
Park, Joon (1987).