← All authors Yoosoon Chang Indiana University (from arXiv:2601.22659, 2026) · ORCID · OpenAlex
38 papers in scope · 36 published · 2 on the econ.EM arXiv · 1,611 citations · h-index 18 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Joon-Young Park 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 (2 of 38)
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
The influence of fiscal and monetary policies on the shape of the yield curve
published 2026 · Journal of Economic Dynamics and Control
with Fabio Gómez-Rodríguez, Christian Matthes
Oil and the stock market revisited: A mixed functional VAR approach
published 2026 · Quantitative Economics
with Hilde C. Bjornland, Jamie Cross
Methodological Frontiers in Intergenerational Mobility Research
published 2025 · Sociological Methods & Research
with Steven N. Durlauf, Fabian T. Pfeffer, Xi Song
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility
published 2025 · Sociological Methods & Research · 2 citations
working paper 2025 · arXiv
Understanding regressions with observations collected at high frequency over long span
published 2025 · Quantitative Economics · 5 citations · first circulated 2018
Oil prices uncertainty, endogenous regime switching, and inflation anchoring
published 2023 · Journal of Applied Econometrics · 12 citations
Origins of monetary policy shifts: A New approach to regime switching in DSGE models
published 2021 · Journal of Economic Dynamics and Control · 4 citations
Introduction to “New Developments in Econometrics of Energy and Climate”
published 2021 · Energy Economics
Forecasting regional long-run energy demand: A functional coefficient panel approach
published 2021 · Energy Economics · 5 citations
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
State Space Models with Endogenous Regime Switching (currently unavailable)
published 2018 · 31 · 4 citations
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
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
published 2016 · Energy Economics · 44 citations · first circulated 2015
Nonstationarity in time series of state densities
published 2015 · Journal of Econometrics · 58 citations
Bootstrapping unit root tests with covariates
published 2015 · Econometric Reviews · 22 citations · first circulated 2001
with Robin C. Sickles, Wonho Song
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
published 2014 · Energy Economics · 93 citations
Non‐stationary regression with logistic transition
published 2012 · Econometrics Journal · 6 citations
Taking a new contour: A novel approach to panel unit root tests
published 2012 · Journal of Econometrics · 12 citations · first circulated 2004
Residual based tests for cointegration in dependent panels
published 2011 · Journal of Econometrics · 27 citations
with Chi M. Nguyen
Endogeneity in Nonlinear Regressions with Integrated Time Series
published 2010 · Econometric Reviews · 29 citations · first circulated 2004
Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
published 2009 · The Review of Economic Studies · 44 citations
with Wonho Song
Extracting a common stochastic trend: Theory with some applications
published 2008 · Journal of Econometrics · 69 citations · first circulated 2005
Bootstrapping cointegrating regressions
published 2005 · Journal of Econometrics · 93 citations · first circulated 2002
Bootstrap unit root tests in panels with cross-sectional dependency
published 2003 · Journal of Econometrics · 38 citations · first circulated 2002
with Wonho Song
A Sieve Bootstrap For The Test Of A Unit Root
published 2003 · Journal of Time Series Analysis · 1 citations
with Joon Park
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
Nonlinear IV unit root tests in panels with cross-sectional dependency
published 2002 · Journal of Econometrics · 402 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
VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I (0), I (1), AND I (2) COMPONENTS
published 2000 · Econometric Theory · 3 citations
Fully Modified Least Squares in I(2) Regression
published 1994 · Econometric Theory · 3 citations
Time Series Regression with Mixtures of Integrated Processes
published 1988 · Contemporary mathematics - American Mathematical Society · 103 citations · first circulated 1985
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