| Canonical cointegrating regressions JY Park Econometrica: Journal of the Econometric Society, 119-143, 1992 | 1738 | 1992 |
| Statistical inference in regressions with integrated processes: Part 1 JY Park, PCB Phillips Econometric Theory 4 (3), 468-497, 1988 | 787 | 1988 |
| Statistical inference in regressions with integrated processes: Part 2 JY Park, PCB Phillips Econometric Theory 5 (1), 95-131, 1989 | 606 | 1989 |
| Nonlinear regressions with integrated time series JY Park, PCB Phillips Econometrica 69 (1), 117-161, 2001 | 542 | 2001 |
| Asymptotics for nonlinear transformations of integrated time series JY Park, PCB Phillips Econometric Theory 15 (3), 269-298, 1999 | 388 | 1999 |
| Testing for unit roots and cointegration by variable addition JY Park Advances in econometrics 8 (2), 107-133, 1990 | 384 | 1990 |
| Cointegrating regressions with time varying coefficients JY Park, SB Hahn Econometric Theory 15 (5), 664-703, 1999 | 241 | 1999 |
| A new approach to testing for a unit root JY Park, B Choi Center for Analytic Economics, Cornell University, Working Paper 88, 23, 1988 | 240 | 1988 |
| On the formulation of Wald tests of nonlinear restrictions PCB Phillips, JY Park Econometrica: Journal of the Econometric Society, 1065-1083, 1988 | 229 | 1988 |
| A sieve bootstrap for the test of a unit root Y Chang, JY Park Journal of Time Series Analysis 24 (4), 379-400, 2003 | 208 | 2003 |
| Testing purchasing power parity under the null hypothesis of co-integration EON Fisher, JY Park The Economic Journal 101 (409), 1476-1484, 1991 | 206 | 1991 |
| Functional-coefficient models for nonstationary time series data Z Cai, Q Li, JY Park Journal of Econometrics 148 (2), 101-113, 2009 | 204 | 2009 |
| A cointegration approach to estimating preference parameters M Ogaki, JY Park Journal of Econometrics 82 (1), 107-134, 1997 | 202 | 1997 |
| Nonlinear econometric models with cointegrated and deterministically trending regressors Y Chang, JY Park, PCB Phillips The Econometrics Journal 4 (1), 1-36, 2001 | 195 | 2001 |
| Nonstationary binary choice JY Park, PCB Phillips Econometrica 68 (5), 1249-1280, 2000 | 190 | 2000 |
| On the asymptotics of ADF tests for unit roots Y Chang, JY Park Econometric Reviews 21 (4), 431-447, 2002 | 181 | 2002 |
| Bootstrap unit root tests JY Park Econometrica 71 (6), 1845-1895, 2003 | 174 | 2003 |
| Testing for a unit root in the presence of a maintained trend S Ouliaris, JY Park, PCB Phillips Advances in econometrics and modelling, 7-28, 1989 | 163 | 1989 |
| Nonstationary density estimation and kernel autoregression PCB Phillips, JY Park | 136 | 1998 |
| Asymptotic equivalence of ordinary least squares and generalized least squares in regressions with integrated regressors PCB Phillips, JY Park Journal of the American Statistical Association 83 (401), 111-115, 1988 | 136 | 1988 |
Peter C. B. PhillipsYale UniversityVerified email at yale.edu
