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 1 156 1 9 30 336
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 0 1 17 854
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 65 1 3 11 85
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 0 1 57 2 5 9 274
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 0 50 1 2 8 224
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 172 0 4 7 59
Efficient Estimation of Factor Models 0 0 0 138 0 0 8 368
Efficient Estimation of Nonstationary Factor Models 0 0 0 212 0 4 25 630
Factor models 0 0 0 353 0 1 9 595
Forecasting Korean inflation 0 0 0 142 1 2 7 485
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 0 0 0 57 1 5 20 169
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 175 1 4 18 761
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 2 10 646
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 46 0 2 4 257
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 0 1 338 0 4 14 1,009
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 62 1 4 20 68
Optimal Autoregressive Predictions 0 0 1 98 1 6 11 166
Panel Cointegration 0 0 0 600 2 3 15 1,032
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 1 5 19 489
Spurious Fixed Effects Regression 0 0 0 64 0 0 4 303
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 1 2 13 383
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 1 3 6 271
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 0 1 6 274
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 99 1 1 7 514
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 1 3 21 133
Unit root tests for dependent and heterogeneous micropanels 0 0 0 125 1 2 9 229
Total Working Papers 0 1 5 3,635 19 78 328 10,614

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 2 21 2 2 12 93
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 1 17 1 5 14 166
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 0 1 1 60 0 5 13 270
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 7 0 2 4 110
COINTEGRATING SMOOTH TRANSITION REGRESSIONS 0 0 0 89 0 2 14 265
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 3 67 1 8 26 196
Canonical correlation-based model selection for the multilevel factors 0 0 1 9 0 5 17 41
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 0 119 0 1 6 434
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 5 19 3 6 24 86
Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 12 0 3 15 52
Differencing versus nondifferencing in factor‐based forecasting 0 0 0 7 0 1 10 45
Does climate change affect economic data? 0 0 0 1 0 3 12 38
Durbin-Hausman Tests for a Unit Root 0 0 0 0 0 3 12 361
Durbin-Hausman tests for cointegration 0 0 0 84 0 0 5 283
ECONOMETRICS 0 2 3 28 0 3 11 182
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 0 73 1 3 9 233
Econometrics Best Paper Award 2018 0 0 0 4 0 6 12 43
Effects of data aggregation on the power of tests for a unit root: A simulation study 0 0 0 23 0 1 5 140
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 3 7 384
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 0 2 5 124
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 49 1 2 6 179
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors 0 0 0 4 0 5 14 88
Model selection criteria for the leads-and-lags cointegrating regression 0 0 1 34 2 2 14 168
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 0 13 1 4 13 71
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 0 22 0 3 8 200
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 0 8 0 2 7 164
Sampling frequency and the power of tests for a unit root: A simulation study 0 0 0 37 0 3 14 144
Spurious Fixed Effects Regression 0 0 0 17 0 3 6 126
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated 0 0 0 39 0 0 5 157
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices 0 0 0 142 1 4 14 438
Subsampling vector autoregressive tests of linear constraints 0 0 0 24 0 2 5 125
TESTS FOR NONLINEAR COINTEGRATION 0 0 0 95 3 4 10 282
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 1 4 10 87
TIME-SERIES-BASED ECONOMETRICS 0 0 0 17 1 4 4 148
Testing for Cointegration in a System of Equations 0 0 0 15 1 2 8 83
Testing for a unit root by frequency domain regression 0 0 0 49 0 1 5 147
Testing linearity in cointegrating smooth transition regressions 0 0 0 120 1 2 11 400
Testing the Random Walk Hypothesis for Real Exchange Rates 0 0 0 655 0 2 14 1,905
Testing the null of stationarity for multiple time series 0 0 0 47 0 2 7 162
Testing the random walk hypothesis for real exchange rates 0 0 2 11 2 3 19 49
Unit Root Tests for Dependent Micropanels 0 0 0 5 0 0 8 75
Unit Root Tests for Dependent Micropanels 0 0 0 1 1 4 9 62
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 2 3 7 61
Unit root tests for panel data 1 5 17 2,880 1 20 77 6,219
Univariate Properties of The Korean Economic Time Series 0 0 0 4 0 2 6 116
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 0 0 0 4 0 4 10 47
Total Journal Articles 1 8 36 4,955 26 151 544 15,249

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 2 4 13 167
Almost All about Unit Roots 0 0 0 0 1 2 7 189
Total Books 0 0 0 0 3 6 20 356

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does climate change affect economic data? 0 0 0 0 0 1 6 7
Factor models 0 2 3 112 1 6 24 307
Total Chapters 0 2 3 112 1 7 30 314

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