フォロー
In Choi
In Choi
Professor Emeritus, Deparment of Economics, Sogang University
確認したメール アドレス: sogang.ac.kr - ホームページ
タイトル
引用先
引用先
Unit root tests for panel data
I Choi
Journal of international money and Finance 20 (2), 249-272, 2001
57292001
Combination unit root tests for cross-sectionally correlated panels
I Choi
Econometric Theory and Practice: Frontiers of Analysis and Applied Research …, 2006
4872006
Testing the random walk hypothesis for real exchange rates
I Choi
Journal of Applied Econometrics 14 (3), 293-308, 1999
2961999
Cointegrating smooth transition regressions
P Saikkonen, I Choi
Econometric theory 20 (2), 301-340, 2004
1622004
Nonstationary panels
I Choi
Econometric theory 1, 511-539, 2006
1502006
Testing linearity in cointegrating smooth transition regressions
I Choi, P Saikkonen
The Econometrics Journal 7 (2), 341-365, 2004
1392004
Choosing the level of significance: A decision‐theoretic approach
JH Kim, I Choi
Abacus 57 (1), 27-71, 2021
1302021
Tests for nonlinear cointegration
I Choi, P Saikkonen
Econometric Theory 26 (3), 682-709, 2010
1262010
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
I Choi, PCB Phillips
Journal of Econometrics 51 (1-2), 113-150, 1992
1261992
Almost all about unit roots: Foundations, developments, and applications
I Choi
Cambridge University Press, 2015
1072015
Effects of data aggregation on the power of tests for a unit root: A simulation study
I Choi
Economics Letters 40 (4), 397-401, 1992
1031992
Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
I Choi
Econometric Theory 9 (2), 263-282, 1993
961993
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
I Choi, TK Chue
Journal of applied econometrics 22 (2), 233-264, 2007
932007
Efficient estimation of factor models
I Choi
Econometric theory 28 (2), 274-308, 2012
892012
Residual-based tests for the null of stationarity with applications to US macroeconomic time series
I Choi
Econometric Theory 10 (3-4), 720-746, 1994
871994
A multilevel factor model: Identification, asymptotic theory and applications
I Choi, D Kim, YJ Kim, NS Kwark
Journal of Applied Econometrics 33 (3), 355-377, 2018
552018
Model selection for factor analysis: Some new criteria and performance comparisons
I Choi, H Jeong
Econometric Reviews 38 (6), 577-596, 2019
53*2019
Testing for cointegration in a system of equations
I Choi, BC Ahn
Econometric Theory 11 (5), 952-983, 1995
521995
Causal relation between interest and exchange rates in the Asian currency crisis
I Choi, D Park
Japan and the World Economy 20 (3), 435-452, 2008
502008
DURBIN-HAUSMAN TESTS FOR A UNIT ROOT.
I Choi
Oxford Bulletin of Economics & Statistics 54 (3), 1992
481992
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