
Yoosoon Chang
Time Series Econometrics and Nonstationary Panels
(Ph.D., Yale University, 1995)
Office Address:
Department of Economics
Allen 3030A
Contact Information:
Telephone: (979) 862-2075
Email: yoosoon@tamu.edu
CV
Bio
Selected Publications
Currently Teaching
Bio
Yoosoon Chang, professor of economics, has served as head of the Department of Economics since September 1, 2007.
After earning her Ph.D. at Yale University in 1995, she
taught at Rice University for 11 years. She also taught as a lecturer and
visiting professor at universities in Paris, France; Leeds, UK; Seoul, Korea;
and Tokyo, Japan. She joined Texas A&M in 2006 and specializes in econometrics,
time series and panel data econometrics.
Dr. Chang has received the National Science Foundation Grant twice, 2002-2003
and 2005-2009; two research grants from the Center for the Study of Institutions
and Values at Rice; and the 2004 Young Scholar Award from Korea-America Economic
Association. She is the associate editor of the journal Time Series
Econometrics and a program committee member of the annual conference
International Symposium on Econometric Theory and Applications.
Dr. Chang is recognized as the Naomi Lewis Faculty Fellow in Liberal Arts at Texas A&M. She is an external fellow of Granger Centre for Time Series Econometrics at School of Economics, Nottingham University, Nottingham, UK; and an external associate of Centre for Econometric Analysis at Cass Business School, London, UK.
Selected Publications
"Bootstrap Unit Root Tests in Panels with Cross-Section Dependency," Journal of Econometrics, 120: 263-293, 2004."Index Models with Integrated Time Series," with J. Y. Park, Journal of Econometrics , 114 (1), 73-106, 2003.
"A Sieve Bootstrap for the Test of a Unit Root," with J. Y. Park, Journal of Time Series Analysis, 24 (4), 379-400, 2003.
"Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Journal of Econometrics, 110, 261-292, October 2002.
"On the Asumptotics of ADF Tests for Unit Roots," with J. Y. Park, Econometric Reviews , 21 (4), 431-447, 2002.
Currently Teaching
ECON 689-600
