← All authors Joon-Young Park Indiana University (from arXiv:2601.22659, 2026) · ORCID · OpenAlex
74 papers in scope · 71 published · 3 on the econ.EM arXiv · 5,813 citations · h-index 34 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yoosoon Chang Guo Yan Tengyuan Liang Sanjog Misra Max H. Farrell Susan Athey Guido W. Imbens Victor Chernozhukov Matias D. Cattaneo Vasilis Syrgkanis Whitney K. Newey Christian Hansen James M. Robins Rocío Titiunik Stefan Wager Alexandre Belloni Dokyun Lee George H. Chen Emaad Manzoor Ilias Chronopoulos Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 74)
The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories‐Based Approach
published 2026 · Journal of Applied Econometrics · first circulated 2025
working paper 2026 · arXiv
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility
published 2025 · Sociological Methods & Research · 2 citations
working paper 2025 · arXiv
working paper 2025 · arXiv
Understanding regressions with observations collected at high frequency over long span
published 2025 · Quantitative Economics · 5 citations · first circulated 2018
AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS
published 2024 · Econometric Theory
with Minsoo Jeong, Joon Young Park
The Dynamics of Land Rents in Housing Submarkets: A Marxian Perspective
published 2023 · Tijdschrift voor Economische en Sociale Geografie · 4 citations
with Joon Park
Smart city, eco city, world city, creative city, et cetera et cetera: a Marxian interpretation of urban discourses’ short lifecycles
published 2023 · Cambridge Journal of Economics · 13 citations
with Jung Won Sonn, Joon Park
Forecasting regional long-run energy demand: A functional coefficient panel approach
published 2021 · Energy Economics · 5 citations
A Study on the Causes of House Price Surge and Policy Responses: Views from Experts
published 2021 · Journal of The Korean Regional Development Association
with Joon Park
ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
published 2020 · Econometric Theory · 1 citations
Nonparametric estimation of jump diffusion models
published 2020 · Journal of Econometrics · 13 citations
with Joon Young Park, Bin Wang
Testing for Stationarity at High Frequency
published 2019 · Journal of Econometrics · 4 citations
with Bibo Jiang, Ye Lü
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
published 2019 · Journal of Econometrics · 50 citations · first circulated 2016
Estimation of longrun variance of continuous time stochastic process using discrete sample
published 2018 · Journal of Econometrics · 9 citations
with Ye Lü, Joon Young Park
Improvement of Corporate Bond Legislation in Korea
published 2017 · Commercial Law Review
with Joon Park
Evaluating factor pricing models using high-frequency panels
published 2016 · Quantitative Economics · 12 citations · first circulated 2011
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
published 2016 · Energy Economics · 45 citations · first circulated 2013
A new approach to model regime switching
published 2016 · Journal of Econometrics · 96 citations
Asymptotics for recurrent diffusions with application to high frequency regression
published 2016 · Journal of Econometrics · 27 citations
with Ji-Hyun Kim, Joon Young Park
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
published 2016 · Energy Economics · 44 citations · first circulated 2015
TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
published 2016 · International Economic Review · 56 citations · first circulated 2005
with Mototsugu Shintani
A reexamination of stock return predictability
published 2016 · Journal of Econometrics · 35 citations
with Yongok Choi, Stefan Jacewitz, Joon Young Park
Nonstationarity in time series of state densities
published 2015 · Journal of Econometrics · 58 citations
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
published 2015 · Journal of Econometrics · 43 citations
with Yacine Aït-Sahalia, Joon Young Park
Emerging trends in housing policy in the UK: Focusing on its ongoing neoliberal transformation since 2010
published 2015 · Space and Environment · 1 citations
with Do Young Oh, Joon Park, Hye Seung Kim
no link
Exercise-Mediated Wall Shear Stress Increases Mitochondrial Biogenesis in Vascular Endothelium
published 2014 · PLoS ONE · 82 citations
with Boa Kim, Hojun Lee, Keisuke Kawata
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
published 2014 · Energy Economics · 93 citations
Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility
published 2014 · Journal of Financial Economics · 59 citations · first circulated 2009
with Daehee Jeong, Hwagyun Kim, Joon Young Park
GARCH with omitted persistent covariate
published 2014 · Economics Letters · 5 citations
with Heejoon Han, Joon Young Park
NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE
published 2014 · Econometric Theory · 4 citations
Impact of 1997 Economic Crisis and IMF Bailout Financing on Financial Laws in Korea
published 2014 · 서울대학교 법학
with Joon Park
no link
Land Rent Theory Revisited
published 2013 · Science & Society · 59 citations
with Joon Park
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
published 2013 · Journal of Econometrics · 6 citations
with Hwan-sik Choi, Minsoo Jeong, Joon Young Park
The Division of Spatial Housing Submarkets: A Theory and the Case of Seoul
published 2013 · Environment and Planning A Economy and Space · 10 citations
with Joon Park
Non‐stationary regression with logistic transition
published 2012 · Econometrics Journal · 6 citations
Random walk or chaos: A formal test on the Lyapunov exponent
published 2012 · Journal of Econometrics · 27 citations · first circulated 1999
Taking a new contour: A novel approach to panel unit root tests
published 2012 · Journal of Econometrics · 12 citations · first circulated 2004
Stationarity-based specification tests for diffusions when the process is nonstationary
published 2012 · Journal of Econometrics · 25 citations
with Yacine Aït-Sahalia, Joon Young Park
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
published 2011 · Journal of Econometrics · 16 citations
with Heejoon Han
Functional regression of continuous state distributions
published 2011 · Journal of Econometrics · 39 citations
Review of the Proposed Amendment to the Capital Markets Act relating to the Promotion of Corporate Finance and the Introduction of New Financial Instruments
published 2011 · commercial cases review
with Joon Park
no link
Endogeneity in Nonlinear Regressions with Integrated Time Series
published 2010 · Econometric Reviews · 29 citations · first circulated 2004
Cointegrating Regressions with Time Heterogeneity
published 2010 · Econometric Reviews · 16 citations
with Chang Sik Kim
A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving
published 2009 · Journal of Econometrics · 28 citations
with Kwanho Shin, Yoon Jae Whang
Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory
published 2009 · Journal of Econometrics · 25 citations · first circulated 2005
with J. Isaac Miller, Joon Young Park, Joon Park
Extracting a common stochastic trend: Theory with some applications
published 2008 · Journal of Econometrics · 69 citations · first circulated 2005
Author Index / Subject Index
published 2008 · Hormone Research
with Yuji Taketani, Toshinobu Tanaka, Seiichiro Fujimoto, K Tanabe, Ayako Saijo, Joon Young Park, S. Kohriyama, Yohko Sano, Yukio Nakamura, R Iizuka, Takatoshi Kinoshita, Jyoji Kato, …
Functional-coefficient models for nonstationary time series data
published 2008 · Journal of Econometrics · 168 citations
with Zongwu Cai, Qi Li, Joon Young Park
Nonstationary nonlinear heteroskedasticity in regression
published 2006 · Journal of Econometrics · 38 citations · first circulated 2005
with Heetaik Chung, Joon Young Park, Joon Park
Time Series Properties of ARCH Processes with Persistent Covariates
published 2006 · Journal of Econometrics · 3 citations
with Heejoon Han, Joon Park
Bootstrapping cointegrating regressions
published 2005 · Journal of Econometrics · 93 citations · first circulated 2002
A bootstrap theory for weakly integrated processes
published 2005 · Journal of Econometrics · 16 citations
A Test of the Martingale Hypothesis
published 2005 · Studies in Nonlinear Dynamics and Econometrics · 15 citations · first circulated 2004
Bootstrap Unit Root Tests
published 2003 · Econometrica · 139 citations
Nonlinear instrumental variable estimation of an autoregression
published 2003 · Journal of Econometrics · 7 citations
Index models with integrated time series
published 2003 · Journal of Econometrics · 53 citations
Nonstationary nonlinear heteroskedasticity
published 2002 · Journal of Econometrics · 56 citations
with Joon Young Park
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
published 2002 · Econometric Theory · 84 citations
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
published 2002 · Econometric Reviews · 143 citations
Nonlinear econometric models with cointegrated and deterministically trending regressors
published 2001 · Econometrics Journal · 126 citations · first circulated 1999
Nonlinear Regressions with Integrated Time Series
published 2001 · Econometrica · 435 citations · first circulated 1998
Nonstationary Binary Choice
published 2000 · Econometrica · 153 citations · first circulated 1999
COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS
published 1999 · Econometric Theory · 173 citations
with Sang Buhm Hahn
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
published 1999 · Econometric Theory · 315 citations · first circulated 1998
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I (1) and I (2) Variables
published 1997 · Econometric Theory · 12 citations
with In Choi, Byungchul Yu
A cointegration approach to estimating preference parameters
published 1997 · Journal of Econometrics · 146 citations
with Masao Ogaki
Testing for Unit Roots in Models with Structural Change
published 1994 · Econometric Theory · 51 citations
with Jaewhan Sung
Canonical Cointegrating Regressions
published 1992 · Econometrica · 1321 citations
Testing Purchasing Power Parity under the Null Hypothesis of Co-Integration
published 1991 · The Economic Journal · 128 citations
with Eric O'n. Fisher
Statistical Inference in Regressions with Integrated Processes: Part 1
published 1988 · Econometric Theory · 756 citations · first circulated 1986
On the Formulation of Wald Tests of Nonlinear Restrictions
published 1988 · Econometrica · 177 citations · first circulated 1986
Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions with Integrated Regressors
published 1988 · Journal of the American Statistical Association · 72 citations
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