31 Publications (Page 1 of 2)
2019
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climateChang, Y.⋅Chang, Yoosoon⋅Chang, Yoosoon⋅Kaufmann, R.K.⋅Kaufmann, Robert K⋅Kaufmann, Robert K⋅Kim, C.S.⋅Kim, Chang Sik⋅Kim, Chang Sik⋅Miller, J. Isaac⋅Miller, J.I.⋅Miller, J. Isaac⋅Park, Joon Y⋅Park, Sungkeun⋅Park, Joon Y⋅Park, Sungkeun⋅Park, J.Y. and Park, S.Journal of Econometrics, 2019-05-00.
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2017
A new approach to model regime switchingChang, Yoosoon⋅Chang, Yoosoon⋅Choi, Yongok and Park, Joon YJournal of econometrics, vol. 196, (no. 1), pp. 143, 2017.
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Bootstrapping unit root tests with covariatesChang, Yoosoon⋅Sickles, Robin C⋅Song, Wonho and Song, WonhoEconometric Reviews, vol. 36, (no. 1-3), pp. 155, 3/16/2017.
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U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rulesChang, Yoosoon and Kwak, BoreumIWH Discussion Papers, vol. 15/2017, 2017.
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2016
A new approach to modeling the effects of temperature fluctuations on monthly electricity demandChang, 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, SungkeunEnergy economics, vol. 60, pp. 216, 2016.
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Disentangling temporal patterns in elasticitiesChang, YoosoonEnergy economics, vol. 60, pp. 243, 2016.
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Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demandChang, Yoosoon⋅Chang, Yoosoon⋅Chang, Y.⋅Choi, Yongok⋅Choi, Yongok⋅Choi, Y.⋅Kim, Chang Sik⋅Kim, Chang Sik⋅Kim, C.S.⋅Miller, J.I.⋅Miller, J. Isaac⋅Miller, J. Isaac⋅Park, J.Y.⋅Park, Joon Y and Park, Joon YEnergy Economics, vol. 60, pp. 243, November 2016.
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Evaluating factor pricing models using high-frequency panelsChang, Yoosoon⋅Chang, Yoosoon⋅Choi, Yongok⋅Kim, Hwagyun and Park, Joon YQuantitative economics, vol. 7, (no. 3), pp. 933, 2016.
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Nonstationarity in time series of state densitiesChang, Yoosoon⋅Chang, Yoosoon⋅Kim, Chang Sik and Park, Joon YJournal of econometrics, vol. 192, (no. 1), pp. 167, 2016.
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2014
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to KoreaChang, Y.⋅Chang, Yoosoon⋅Chang, Yoosoon⋅Kim, Chang Sik⋅Kim, C.S.⋅Kim, Chang Sik⋅Miller, J.I.⋅Miller, J. Isaac⋅Miller, J. Isaac⋅Park, Sungkeun⋅Park, J.Y.⋅Park, Joon Y⋅Park, Joon Y⋅Park, Sungkeun and Park, S.Energy Economics, vol. 46, pp. 347, November 2014.
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2012
Residual based tests for cointegration in dependent panelsChang, Yoosoon and Nguyen, Chi MJournal of Econometrics, vol. 167, (no. 2), Apr 2012.
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Taking a new contourChang, YoosoonJournal of econometrics, vol. 169, (no. 1), pp. 28, 2012.
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Taking a new contourChang, YoosoonJournal of econometrics, vol. 169, (no. 1), pp. 28, 2012.
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Taking a new contour: A novel approach to panel unit root testsChang, YoosoonJournal of Econometrics, vol. 169, (no. 1), Jul 2012.
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2011
Endogeneity in Nonlinear Regressions with Integrated Time SeriesChang, Yoosoon⋅Chang, Yoosoon⋅Park, Joon Y and Park, Joon YEconometric Reviews, vol. 30, (no. 1), Jan 2011.
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2009
Extracting a common stochastic trendChang, Yoosoon⋅Miller, J. Isaac and Park, Joon YJournal of econometrics, vol. 150, (no. 2), pp. 247, 2009.
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Extracting a common stochastic trend: Theory with some applicationsChang, Yoosoon⋅Chang, Y.⋅Miller, J. I⋅Isaac Miller, J.⋅Park, Joon Y and Park, J.Y.Journal of Econometrics, vol. 150, (no. 2), Jun 2009.
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Testing for unit roots in small panels with short-run and long-run cross-sectional dependenciesChang, Yoosoon and Song, WonhoThe review of economic studies, vol. 76, (no. 3), pp. 935, 2009.
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2006
Bootstrapping cointegrating regressionsChang, Yoosoon⋅Park, Joon Y and Song, KevinJournal of Econometrics, vol. 133, (no. 2), pp. 739, 2006.
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Bootstrapping cointegrating regressionsChang, Yoosoon⋅Park, Joon Y and Song, KevinJournal of econometrics, vol. 133, (no. 2), pp. 739, 2006.
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2004
Bootstrap unit root tests in panels with cross-sectional dependencyChang, YoosoonJournal of Econometrics, vol. 120, (no. 2), pp. 263-293, Jun 2004.
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2003
A Sieve Bootstrap For The Test Of A Unit RootPark, Joon and Chang, YoosoonJournal of Time Series Analysis, vol. 24, (no. 4), pp. 400, 2003.
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Index models with integrated time seriesChang, Yoosoon and Park, JoonJournal of Econometrics, vol. 114, (no. 1), pp. 73-106, May 2003.
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2002
Nonlinear IV unit root tests in panels with cross-sectional dependencyChang, YoosoonJournal of Econometrics, vol. 110, (no. 2), pp. 261-292, Oct 2002.
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