31 Publications (Page 2 of 2)
2002
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
Chang, Yoosoon and Park, Joon Y
Econometric Reviews, vol. 21, (no. 4), pp. 447, 1/12/2002. | Journal Article
2001
Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon⋅Park, Joon Y and Phillips, Peter C. B
The econometrics journal, vol. 4, (no. 1), pp. 36, 2001. | Journal Article
2000
Vector Autoregressions with Unknown Mixtures of "I"(0), "I"(1), and "I"(2) Components
Chang, Yoosoon
Econometric Theory, vol. 16, (no. 6), pp. 905, 20001201. | Journal Article
1995
Regression theory for mixtures of integrated processes (Dissertation)
Chang, Yoosoon (1995).
 
Time Series Regression with Mixtures of Integrated Processes
Chang, Yoosoon and Phillips, Peter
Econometric Theory, vol. 11, (no. 5), pp. 1033, 19951201. | Journal Article
1994
Fully Modified Least Squares in "I(2)" Regression
Phillips, Peter and Chang, Yoosoon
Econometric Theory, vol. 10, (no. 5), pp. 967, 19941201. | Journal Article