In Choi
In Choi
Professor, Deparment of Economics, Sogang University
Verified email at sogang.ac.kr - Homepage
Title
Cited by
Cited by
Year
Unit root tests for panel data
I Choi
Journal of international money and Finance 20 (2), 249-272, 2001
35222001
Combination unit root tests for cross-sectionally correlated panels
I Choi
Econometric Theory and Practice: Frontiers of Analysis and Applied Research …, 2006
3522006
Testing the random walk hypothesis for real exchange rates
I Choi
Journal of Applied Econometrics 14 (3), 293-308, 1999
2031999
Cointegrating smooth transition regressions
P Saikkonen, I Choi
Econometric theory 20 (2), 301-340, 2004
1442004
Nonstationary panels
I Choi
Econometric theory 1, 511-539, 2006
1192006
Testing linearity in cointegrating smooth transition regressions
I Choi, P Saikkonen
The Econometrics Journal 7 (2), 341-365, 2004
1172004
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
1131992
Tests for nonlinear cointegration
I Choi, P Saikkonen
Econometric Theory 26 (3), 682-709, 2010
952010
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
891992
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
761994
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
752007
Efficient estimation of factor models
I Choi
Econometric Theory 28 (2), 274-308, 2012
69*2012
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
651993
Almost all about unit roots: Foundations, developments, and applications
I Choi
Cambridge University Press, 2015
622015
Testing the null of stationarity for multiple time series
I Choi, BC Ahn
Journal of Econometrics 88 (1), 41-77, 1999
441999
Testing for cointegration in a system of equations
I Choi, BC Ahn
Econometric Theory 11 (5), 952-983, 1995
431995
Durbin-Hausman tests for a unit root
I Choi
Oxford Bulletin of Economics and Statistics 54 (3), 289-304, 1992
431992
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
402008
Model selection criteria for the leads-and-lags cointegrating regression
I Choi, E Kurozumi
Journal of Econometrics 169 (2), 224-238, 2012
31*2012
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model
I Choi
Journal of Econometrics 109 (1), 1-32, 2002
302002
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Articles 1–20