Index models with integrated time series

By Yoosoon Chang, Joon Y. Park. 2003

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/1d544d0867e2d0a7891fc9e010edb0162413a4ad

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Jiti Gao
2. Chaohua Dong
3. Dag Tjøstheim
4. In Choi
5. Pentti Saikkonen
6. Vadim Marmer
7. Muhammad Shahbaz
8. Peter C. B. Phillips

In Finance

1. Jiti Gao
2. Dag Tjøstheim
3. Chaohua Dong
4. Vadim Marmer
5. In Choi
6. Pentti Saikkonen
7. Muhammad Shahbaz
8. Jushan Bai

Citations in the corpus

• Nonlinearity, Nonstationarity and Spurious Forecasts (2005, background): “degree zero (the distribution.like functions). For example, Chang and Park (2003)”
• Estimation for single-index and partially linear single-index integrated models (2016, background): “Two papers related to this study are Chang and Park (2003) and Guerre and Moon (2006) in terms of regressor.”
• TESTS FOR NONLINEAR COINTEGRATION (2009, methodology): “Using equations (2) and ( 6 ), we can write model (1) as”