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Joon Y. Park

Global rank #2834 96%

Institution: Indiana University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1988

Most Recent: 2010

RePEc ID: ppa681 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 12.40 7.71 0.00 32.51

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 20.19

Publications (19)

Year Article Journal Tier Authors
2010 Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory Journal of Econometrics A 2
2010 A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving Journal of Econometrics A 3
2009 Functional-coefficient models for nonstationary time series data Journal of Econometrics A 3
2009 Extracting a common stochastic trend: Theory with some applications Journal of Econometrics A 3
2008 Time series properties of ARCH processes with persistent covariates Journal of Econometrics A 2
2007 Nonstationary nonlinear heteroskedasticity in regression Journal of Econometrics A 2
2006 Bootstrapping cointegrating regressions Journal of Econometrics A 3
2006 A bootstrap theory for weakly integrated processes Journal of Econometrics A 1
2004 Nonlinear instrumental variable estimation of an autoregression Journal of Econometrics A 3
2003 Index models with integrated time series Journal of Econometrics A 2
2002 AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES Econometric Theory B 1
2002 Nonstationary nonlinear heteroskedasticity Journal of Econometrics A 1
1999 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES Econometric Theory B 2
1999 COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS Econometric Theory B 2
1997 Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables Econometric Theory B 3
1997 A cointegration approach to estimating preference parameters Journal of Econometrics A 2
1994 Testing for Unit Roots in Models with Structural Change Econometric Theory B 2
1989 Statistical Inference in Regressions with Integrated Processes: Part 2 Econometric Theory B 2
1988 Statistical Inference in Regressions with Integrated Processes: Part 1 Econometric Theory B 2