Strong Approximations for Nonlinear Transformations of Integrated Time Series
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- Joon Y. Park & Peter C. B. Phillips, 2000.
"Nonstationary Binary Choice,"
Econometrica,
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- Park, Joon Y. & Phillips, Peter C.B., 1999.
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- Peter C.B. Phillips & Joon Y. Park, 1998. "Asymptotics for Nonlinear Transformations of Integrated Time Series," Cowles Foundation Discussion Papers 1182, Cowles Foundation for Research in Economics, Yale University.
- Chang, Yoosoon, 2002.
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- Chang, Yoosoon, 2002. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers 2000-08, Rice University, Department of Economics.
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"Nonlinear econometric models with cointegrated and deterministically trending regressors,"
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- Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999. "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Cowles Foundation Discussion Papers 1245, Cowles Foundation for Research in Economics, Yale University.
- Chang, Yoosoon & Park, Joon Y., 2003. "Index models with integrated time series," Journal of Econometrics, Elsevier, vol. 114(1), pages 73-106, May.
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"Nonlinear instrumental variable estimation of an autoregression,"
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- Peter C.B. Phillips & Joon Y. Park & Yoosoon Chang, 2001. "Nonlinear Instrumental Variable Estimation of an Autoregression," Cowles Foundation Discussion Papers 1331, Cowles Foundation for Research in Economics, Yale University.
- Ross Williams, 2013. "Introduction," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(4), pages 460-461, December.
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"Nonlinear Regressions with Integrated Time Series,"
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- Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University.
Citations
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Cited by:
- Park, Joon, 2003. "Nonstationary Nonlinearity: An Outlook for New Opportunities," Working Papers 2003-05, Rice University, Department of Economics.
- Chang, Yoosoon, 2003. "Nonlinear IV Panel Unit Root Tests," Working Papers 2003-06, Rice University, Department of Economics.
- Chung, Heetaik & Park, Joon Y., 2007.
"Nonstationary nonlinear heteroskedasticity in regression,"
Journal of Econometrics,
Elsevier, vol. 137(1), pages 230-259, March.
- Joon Y. Park & Heetaik Chung, 2004. "Nonstationary Nonlinear Heteroskedasticity in Regression," Econometric Society 2004 Far Eastern Meetings 508, Econometric Society.
- Park, Joon & Chung, Heetaik, 2005. "Nonstationary Nonlinear Heteroskedasticity in Regression," Working Papers 2004-02, Rice University, Department of Economics.
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