Joon Y. Park

CFDPs

CFDP 1331 Peter C. B. Phillips, Joon Y. Park, Yoosoon Chang, "Nonlinear Instrumental Variable Estimation of Autoregression," (September 2001) [30pp, Abstract]
CFDP 1245 Yoosoon Chang, Joon Y. Park, Peter C. B. Phillips, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," (December 1999) [43pp, Abstract] (See: 1032)
CFDP 1223 Joon Y. Park, Peter C. B. Phillips, "Nonstationary Binary Choice," (June 1999) [35pp, Abstract] (See: 1003)
CFDP 1190 Joon Y. Park, Peter C. B. Phillips, "Nonlinear Regressions with Integrated Time Series," (August 1998) [63pp, Abstract] (See: 1016)
CFDP 1182 Joon Y. Park, Peter C. B. Phillips, "Asymptotics for Nonlinear Transformations of Integrated Time Series," (June 1998) [27pp, Abstract] (See: 980)
CFDP 1181 Peter C. B. Phillips, Joon Y. Park, "Nonstationary Density Estimation and Kernel Autoregression," (June 1998) [27pp, Abstract]
CFDP 880 Sam Ouliaris, Joon Y. Park, Peter C. B. Phillips, "Testing for a Unit Root in the Presence of a Maintained Trend," (June 1988) [40pp, Abstract]
CFDP 819R Joon Y. Park, Peter C. B. Phillips, "Statistical Inference in Regressions with Integrated Processes: Part 2," (January 1987, revised August 1987) [62pp, Abstract] (See: 722)
CFDP 811R Joon Y. Park, Peter C. B. Phillips, "Statistical Inference in Regressions with Integrated Processes: Part 1," (, revised August 1987) [49pp, Abstract] (See: 715)
CFDP 802 Peter C. B. Phillips, Joon Y. Park, "Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors," (September 1986) [21pp, Abstract] (See: 703)

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CFPs

CFP 1087 Peter C. B. Phillips, Joon Y. Park, Yoosoon Chang, "Nonlinear Instrumental Variable Estimation of an Autoregression," 219-246 (Journal of Econometrics (January-February 2004) 118(1-2)) (See CFDP 1331)
CFP 1032 Yoosoon Chang, Joon Y. Park, Peter C. B. Phillips, "Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors," Econometrics Journal, (January 2001), 4(1): 1-36 (See CFDP 1245)
CFP 1016 Joon Y. Park, Peter C. B. Phillips, "Nonlinear Regressions with Integrated Time Series," Econometrica, (January 2001), 69(1): 117-161 (See CFDP 1190)
CFP 1003 Joon Y. Park, Peter C. B. Phillips, "Nonstationary Binary Choice," Econometrica, (September 2000), 68(5): 1249-1280 (See CFDP 1223)
CFP 980 Joon Y. Park, Peter C. B. Phillips, "Asymptotics for Nonlinear Transformations of Integrated Time Series," Econometric Theory, (January 1999), 15: 260-298 (See CFDP 1182)
CFP 756 Sam Ouliaris, Joon Y. Park, Peter C. B. Phillips, "Testing for a Unit Root in the Presence of a Maintained Trend," 7-28 (in B. Raj, ed., Advances in Econometrics and Modelling, 1989) (See CFDP 880)
CFP 722 Joon Y. Park, Peter C. B. Phillips, "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, (April 1989), 5(1): 95-131 (See CFDP 819R)
CFP 718 Peter C. B. Phillips, Joon Y. Park, "On the Formulation of Wald Tests of Nonlinear Restrictions," Econometrica, (September 1988), 56(5): 1065-1083 (See CFDP 801)
CFP 715 Joon Y. Park, Peter C. B. Phillips, "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, (December 1988), 4(3): 468-497 (See CFDP 811R)
CFP 703 Peter C. B. Phillips, Joon Y. Park, "Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions with Integrated Regressors," Journal of American Statistical Association, (March 1988), 83(401): 111-115 (See CFDP 802)