In Choi
Names
Identifer
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Affiliations
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Sogang University
/ College of Economics
Research profile
author of:
- Choosing the Level of Significance: A Decision‐theoretic Approach (RePEc:bla:abacus:v:57:y:2021:i:1:p:27-71)
by Jae H. Kim & In Choi - Unit Root Tests for Dependent Micropanels (RePEc:bla:jecrev:v:70:y:2019:i:2:p:145-167)
by In Choi - Durbin-Hausman Tests for a Unit Root (RePEc:bla:obuest:v:54:y:1992:i:3:p:289-304)
by Choi, In - Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions (RePEc:bla:obuest:v:59:y:1997:i:4:p:549-62)
by Choi, In & Mark, Nelson C - Spurious Fixed Effects Regression (RePEc:bla:obuest:v:75:y:2013:i:2:p:297-306)
by In Choi - Almost All about Unit Roots (RePEc:cup:cbooks:9781107097339)
by Choi,In - Almost All about Unit Roots (RePEc:cup:cbooks:9781107482500)
by Choi,In - Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series (RePEc:cup:etheor:v:10:y:1994:i:3-4:p:720-746_00)
by Choi, In - Testing for Cointegration in a System of Equations (RePEc:cup:etheor:v:11:y:1995:i:05:p:952-983_00)
by Choi, In & Ahn, Byung Chul - Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables (RePEc:cup:etheor:v:13:y:1997:i:06:p:850-876_00)
by Choi, In & Park, Joon Y. & Yu, Byungchul - Time-Series-Based Econometrics (RePEc:cup:etheor:v:14:y:1998:i:03:p:375-378_14)
by Choi, In - Structural Changes And Seemingly Unidentified Structural Equations (RePEc:cup:etheor:v:18:y:2002:i:03:p:744-775_18)
by Choi, In - Econometrics (RePEc:cup:etheor:v:18:y:2002:i:04:p:1000-1006_00)
by Choi, In - Cointegrating Smooth Transition Regressions (RePEc:cup:etheor:v:20:y:2004:i:02:p:301-340_20)
by Saikkonen, Pentti & Choi, In - Tests For Nonlinear Cointegration (RePEc:cup:etheor:v:26:y:2010:i:03:p:682-709_99)
by Choi, In & Saikkonen, Pentti - Efficient Estimation Of Factor Models (RePEc:cup:etheor:v:28:y:2012:i:02:p:274-308_00)
by Choi, In - The Et Interview: Professor Katsuto Tanaka (RePEc:cup:etheor:v:30:y:2014:i:02:p:474-490_00)
by Choi, In & Kurozumi, Eiji - Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 (RePEc:cup:etheor:v:4:y:1988:i:01:p:1-34_01)
by Phillips, P.C.B. & Choi, I. & Schochet, P.Z. - Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications (RePEc:cup:etheor:v:9:y:1993:i:02:p:263-282_00)
by Choi, In - Regressions for Partially Identified, Cointegrated Simultaneous Equations (RePEc:cwl:cwldpp:1162)
by In Choi & Peter C.B. Phillips - Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains (RePEc:cwl:cwldpp:899)
by Peter C.B. Phillips & In Choi - Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations (RePEc:cwl:cwldpp:929)
by In Choi & Peter C.B. Phillips - Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis (RePEc:ecm:feam04:800)
by In Choi & Timothy Chue - Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis (RePEc:ecm:latm04:25)
by Timothy Chu & In Choi - Testing linearity in cointegrating smooth transition regressions (RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365)
by In Choi & Pentti Saikkonen - Durbin-Hausman tests for cointegration (RePEc:eee:dyncon:v:18:y:1994:i:2:p:467-480)
by Choi, In - Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes (RePEc:eee:ecolet:v:40:y:1992:i:2:p:147-153)
by Choi, In - Effects of data aggregation on the power of tests for a unit root : A simulation study (RePEc:eee:ecolet:v:40:y:1992:i:4:p:397-401)
by Choi, In - Sampling frequency and the power of tests for a unit root: A simulation study (RePEc:eee:ecolet:v:49:y:1995:i:2:p:131-136)
by In Choi & Bhum Suk Chung - Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model (RePEc:eee:econom:v:109:y:2002:i:1:p:1-32)
by Choi, In - Subsampling vector autoregressive tests of linear constraints (RePEc:eee:econom:v:124:y:2005:i:1:p:55-89)
by Choi, In - Model selection criteria for the leads-and-lags cointegrating regression (RePEc:eee:econom:v:169:y:2012:i:2:p:224-238)
by Choi, In & Kurozumi, Eiji - Canonical correlation-based model selection for the multilevel factors (RePEc:eee:econom:v:233:y:2023:i:1:p:22-44)
by Choi, In & Lin, Rui & Shin, Yongcheol - Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations (RePEc:eee:econom:v:51:y:1992:i:1-2:p:113-150)
by Choi, In & Phillips, Peter C. B. - Testing for a unit root by frequency domain regression (RePEc:eee:econom:v:59:y:1993:i:3:p:263-286)
by Choi, In & Phillips, Peter C. B. - Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (RePEc:eee:econom:v:60:y:1994:i:1-2:p:313-320)
by Choi, In - Testing the null of stationarity for multiple time series (RePEc:eee:econom:v:88:y:1998:i:1:p:41-77)
by Choi, In & Chul Ahn, Byung - Causal relation between interest and exchange rates in the Asian currency crisis (RePEc:eee:japwor:v:20:y:2008:i:3:p:435-452)
by Choi, In & Park, Daekeun - Unit root tests for panel data (RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272)
by Choi, In - Inconsistency of bootstrap for nonstationary, vector autoregressive processes (RePEc:eee:stapro:v:75:y:2005:i:1:p:39-48)
by Choi, In - Factor models (RePEc:elg:eechap:14327_11)
by Jörg Breitung & In Choi - Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels (RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322)
by Jae H. Kim & In Choi - Econometrics Best Paper Award 2018 (RePEc:gam:jecnmx:v:6:y:2018:i:3:p:38-:d:164518)
by In Choi & Steve Cook & Marc S. Paolella & Jeffrey S. Racine - Model Selection Criteria for the Leads-and-Lags Cointegrating Regression (RePEc:hit:ccesdp:6)
by Choi, In & Kurozumi, Eiji & 黒住, 英司 - Model Selection Criteria for the Leads-and-Lags Cointegrating Regression (RePEc:hst:ghsdps:gd08-006)
by In Choi & Eiji Kurozumi - Subsampling-Based Tests of Stock-Return Predictability (RePEc:hst:hstdps:d06-178)
by In Choi & Timothy K. Chue - Testing the Random Walk Hypothesis for Real Exchange Rates (RePEc:jae:japmet:v:14:y:1999:i:3:p:293-308)
by Choi, In - Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices (RePEc:jae:japmet:v:22:y:2007:i:2:p:233-264)
by Timothy K. Chue & In Choi - Univariate Properties of The Korean Economic Time Series (RePEc:kea:keappr:ker-199312-9-1-11)
by In Choi - Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement (RePEc:pra:mprapa:68411)
by Kim, Jae & Choi, In - Efficient Estimation of Factor Models (RePEc:sgo:wpaper:0701)
by In Choi - Model Selection Criteria for the Leads-and-Lags Cointegrating Regression (RePEc:sgo:wpaper:0801)
by In Choi & Eiji Kurozumi - Spurious Fixed Effects Regression (RePEc:sgo:wpaper:1001)
by In Choi - Efficient Estimation of Nonstationary Factor Models (RePEc:sgo:wpaper:1101)
by In Choi - Factor models (RePEc:sgo:wpaper:1121)
by In Choi & Jorg Breitung - Forecasting Korean inflation (RePEc:sgo:wpaper:1202)
by In Choi & Seong Jin Hwang - Panel Cointegration (RePEc:sgo:wpaper:1208)
by In Choi - Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons (RePEc:sgo:wpaper:1209)
by In Choi - Unit root tests for dependent and heterogeneous micropanels (RePEc:sgo:wpaper:1404)
by In Choi - Optimal Autoregressive Predictions (RePEc:sgo:wpaper:1607)
by In Choi & Sun Ho Hwang - A Multilevel Factor Model: Identification, Asymptotic Theory and Applications (RePEc:sgo:wpaper:1609)
by In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark - Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T (RePEc:sgo:wpaper:1610)
by In Choi - Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors (RePEc:sgo:wpaper:1612)
by Jungjun Choi & In Choi - Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels (RePEc:sgo:wpaper:2007)
by In Choi & Sanghyun Jung - Canonical Correlation-based Model Selection for the Multilevel Factors (RePEc:sgo:wpaper:2008)
by In Choi & Rui Lin & Yongcheol Shin - Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors (RePEc:sgo:wpaper:2009)
by In Choi & Rui Lin & Yongcheol Shin - Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors (RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0671-z)
by Jungjun Choi & In Choi - Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02007-x)
by In Choi & Sanghyun Jung - Does climate change affect economic data? (RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02363-4)
by In Choi - Unit Root Tests for Dependent Micropanels (RePEc:spr:jecrev:v:70:y:2019:i:2:d:10.1111_jere.12170)
by In Choi - Model selection for factor analysis: Some new criteria and performance comparisons (RePEc:taf:emetrv:v:38:y:2019:i:6:p:577-596)
by In Choi & Hanbat Jeong - Testing the random walk hypothesis for real exchange rates (RePEc:wly:japmet:v:14:y:1999:i:3:p:293-308)
by In Choi - A multilevel factor model: Identification, asymptotic theory and applications (RePEc:wly:japmet:v:33:y:2018:i:3:p:355-377)
by In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark - Differencing versus nondifferencing in factor‐based forecasting (RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750)
by In Choi & Hanbat Jeong - Cointegrating smooth transition regressions with applications to the Asian currency crisis (RePEc:zbw:sfb373:200098)
by Saikkonen, Pentti & Choi, In