Joon Y. Park计量经济学文献17篇

目录：
1 Chang, Y., Miller, J.I. and Park, J.Y.(2005): “Extracting a Common Stochastic Trend: Theories with Some Applications”

2 Chung, H. and Park, J.Y.(2005), “Nonstationary Nonlinear Heteroskedasticity in Regression”

3 Han, H and Park, J.Y.(2005), “Time Series Properties of ARCH Processes with Persistent Covariates”

4 Han, H and Park, J.Y.(2005), “ARCH Models with Persistent Covariates: Asymptotic Distribution Theory and Consequences of Misspecification”

5 Kim, I. and Park, J.Y.(2005), “Iterative Maximum Likelihood Estimation of Cointegrating Vectors”

6 Miller，J.I. and Park, J.Y.(2005), “Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory”

7 Park, J.Y.(2002), “Nonstationary Nonlinear heteroskedasticity”

8 Park, J.Y.(2002),“Weak Unit Roots”

9 Park, J.Y.(2003),“Bootstrap unit root tests”

10 Park, J.Y.(2003),“A Bootstrap Theory for Weakly Integrated Processes”

11 Park, J.Y.(2003),“Nonstationary Nonlinearity: An outlook for new opportunities”

12 Park, J.Y.(2003): “Strong Approximations for nonlinear transformations of integrated time series”

13 Park, J.Y.(2004),“Bootstrap Unit Root Tests”

14 Park, J.Y. and Ogaki, M.(1997), “A cointegration approach to estimating preference parameters”

15 Park, J.Y. and Phillips, P.(1999): “Asymptotics for nonlinear transformations of integrated time series”

16 Park, J.Y. and Phillips, P.(2001): “Nonlinear regressions with integrated time series”

17 Phillips, P.C.B., Park, J.Y. and Chang, Y.( 2004), “Nonlinear instrumental variable estimation of an autoregression”

格式为PDF，很清晰。