Access Statistics for In Choi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multilevel Factor Model: Identification, Asymptotic Theory and Applications 0 1 8 153 1 4 18 302
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 0 0 0 837
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 2 65 0 0 4 73
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 0 0 56 0 0 0 265
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 0 50 0 1 6 215
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 172 0 0 3 51
Efficient Estimation of Factor Models 0 0 2 138 0 0 6 359
Efficient Estimation of Nonstationary Factor Models 0 0 2 212 0 0 3 604
Factor models 0 0 1 353 0 3 5 585
Forecasting Korean inflation 0 0 1 142 0 3 6 477
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 0 0 0 57 0 1 2 149
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 174 0 0 0 742
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 2 45 0 0 9 251
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 1 1 636
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 0 1 337 3 4 12 992
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 62 0 0 2 46
Optimal Autoregressive Predictions 0 0 0 97 0 1 1 155
Panel Cointegration 1 2 8 600 3 4 16 1,015
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 0 0 2 470
Spurious Fixed Effects Regression 0 0 1 64 0 0 2 299
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 0 0 1 265
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 0 0 2 369
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 0 0 3 267
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 99 1 1 2 507
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 1 1 3 112
Unit root tests for dependent and heterogeneous micropanels 0 0 1 125 0 0 2 219
Total Working Papers 1 3 30 3,626 10 24 111 10,262


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multilevel factor model: Identification, asymptotic theory and applications 0 0 1 19 0 1 2 79
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 0 15 0 0 1 149
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 0 0 1 59 0 0 1 256
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 7 0 0 2 106
COINTEGRATING SMOOTH TRANSITION REGRESSIONS 0 0 0 89 0 0 2 250
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 1 63 0 0 7 167
Canonical correlation-based model selection for the multilevel factors 0 0 3 8 0 1 8 21
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 1 119 0 0 4 427
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 0 14 1 1 5 61
Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 2 3 11 0 2 6 36
Differencing versus nondifferencing in factor‐based forecasting 0 0 0 7 0 0 2 33
Does climate change affect economic data? 0 0 0 1 1 1 14 26
Durbin-Hausman Tests for a Unit Root 0 0 0 0 1 1 6 348
Durbin-Hausman tests for cointegration 0 0 6 84 0 0 9 278
ECONOMETRICS 0 0 0 25 0 0 2 171
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 0 72 0 1 8 222
Econometrics Best Paper Award 2018 0 0 0 4 1 1 2 31
Effects of data aggregation on the power of tests for a unit root: A simulation study 0 0 0 23 1 2 3 135
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 1 1 1 377
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 0 1 3 119
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 49 0 0 1 172
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors 0 0 0 4 0 1 3 73
Model selection criteria for the leads-and-lags cointegrating regression 0 0 0 33 0 0 2 151
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 2 13 2 3 9 56
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 1 22 0 1 6 191
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 1 8 2 2 6 157
Sampling frequency and the power of tests for a unit root: A simulation study 0 0 0 37 0 0 3 130
Spurious Fixed Effects Regression 0 0 1 17 0 1 4 120
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated 0 0 1 39 0 0 3 152
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices 0 0 0 142 1 1 3 424
Subsampling vector autoregressive tests of linear constraints 0 0 0 24 0 0 1 120
TESTS FOR NONLINEAR COINTEGRATION 0 1 5 95 1 3 11 271
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 1 1 77
TIME-SERIES-BASED ECONOMETRICS 0 0 0 17 0 0 4 143
Testing for Cointegration in a System of Equations 0 0 0 15 1 1 1 75
Testing for a unit root by frequency domain regression 0 1 2 49 1 2 3 142
Testing linearity in cointegrating smooth transition regressions 0 0 0 120 0 1 4 389
Testing the Random Walk Hypothesis for Real Exchange Rates 0 0 4 653 2 3 11 1,888
Testing the null of stationarity for multiple time series 0 0 1 47 0 1 3 155
Testing the random walk hypothesis for real exchange rates 1 1 4 8 1 2 9 28
Unit Root Tests for Dependent Micropanels 0 0 0 1 0 1 2 52
Unit Root Tests for Dependent Micropanels 0 0 0 5 1 1 4 66
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 0 2 53
Unit root tests for panel data 0 2 11 2,860 2 9 55 6,132
Univariate Properties of The Korean Economic Time Series 0 0 0 4 0 1 3 110
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 0 0 0 4 0 0 1 37
Total Journal Articles 1 7 49 4,909 20 48 243 14,656


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Almost All about Unit Roots 0 0 0 0 1 1 5 153
Almost All about Unit Roots 0 0 0 0 0 0 6 181
Total Books 0 0 0 0 1 1 11 334


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Factor models 0 1 8 108 0 2 19 279
Total Chapters 0 1 8 108 0 2 19 279


Statistics updated 2025-03-03