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 2 3 155 1 5 12 307
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 2 2 2 839
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 65 0 1 3 74
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 4 216
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 172 0 0 2 52
Efficient Estimation of Factor Models 0 0 0 138 2 3 4 362
Efficient Estimation of Nonstationary Factor Models 0 0 2 212 3 3 6 608
Factor models 0 0 1 353 2 3 8 588
Forecasting Korean inflation 0 0 1 142 1 2 7 479
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 0 0 0 57 0 0 1 149
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 0 0 1 636
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 1 1 175 0 1 1 743
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 1 1 46 0 1 5 253
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 0 0 337 0 3 10 995
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 62 0 1 3 48
Optimal Autoregressive Predictions 0 0 0 97 0 0 1 155
Panel Cointegration 0 0 4 600 0 2 11 1,017
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 0 0 1 470
Spurious Fixed Effects Regression 0 0 0 64 0 0 0 299
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 0 1 1 370
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 0 0 0 265
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 0 1 1 268
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 99 0 0 1 507
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 0 0 3 112
Unit root tests for dependent and heterogeneous micropanels 0 0 1 125 0 1 3 220
Total Working Papers 0 4 16 3,630 11 31 91 10,297


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 0 19 0 1 3 81
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 1 1 16 0 3 4 152
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 0 0 1 59 0 1 2 257
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 7 0 0 1 106
COINTEGRATING SMOOTH TRANSITION REGRESSIONS 0 0 0 89 0 0 1 251
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 1 1 64 4 7 10 174
Canonical correlation-based model selection for the multilevel factors 0 0 0 8 2 3 9 26
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 0 119 0 0 2 428
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 0 14 0 0 3 62
Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 1 3 12 1 2 6 38
Differencing versus nondifferencing in factor‐based forecasting 0 0 0 7 1 1 3 36
Does climate change affect economic data? 0 0 0 1 0 0 10 26
Durbin-Hausman Tests for a Unit Root 0 0 0 0 0 1 5 349
Durbin-Hausman tests for cointegration 0 0 1 84 0 0 2 278
ECONOMETRICS 0 0 0 25 0 0 0 171
EFFICIENT ESTIMATION OF FACTOR MODELS 0 1 1 73 0 2 7 224
Econometrics Best Paper Award 2018 0 0 0 4 0 0 1 31
Effects of data aggregation on the power of tests for a unit root: A simulation study 0 0 0 23 0 0 2 135
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 1 1 2 378
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 1 1 2 120
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 49 0 0 2 173
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors 0 0 0 4 0 1 3 74
Model selection criteria for the leads-and-lags cointegrating regression 0 0 0 33 0 1 3 154
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 1 13 0 2 9 58
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 1 22 0 1 4 192
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 1 8 0 0 3 157
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 0 17 0 0 2 120
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 3 425
Subsampling vector autoregressive tests of linear constraints 0 0 0 24 0 0 1 120
TESTS FOR NONLINEAR COINTEGRATION 0 0 2 95 0 0 7 272
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 0 1 77
TIME-SERIES-BASED ECONOMETRICS 0 0 0 17 0 0 3 144
Testing for Cointegration in a System of Equations 0 0 0 15 0 0 1 75
Testing for a unit root by frequency domain regression 0 0 2 49 0 0 3 142
Testing linearity in cointegrating smooth transition regressions 0 0 0 120 0 0 3 389
Testing the Random Walk Hypothesis for Real Exchange Rates 0 2 3 655 0 2 9 1,891
Testing the null of stationarity for multiple time series 0 0 1 47 0 0 3 155
Testing the random walk hypothesis for real exchange rates 0 1 2 9 0 2 6 30
Unit Root Tests for Dependent Micropanels 0 0 0 1 0 0 3 53
Unit Root Tests for Dependent Micropanels 0 0 0 5 0 1 5 67
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 1 1 54
Unit root tests for panel data 2 5 14 2,865 3 12 50 6,145
Univariate Properties of The Korean Economic Time Series 0 0 0 4 0 0 3 110
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 0 0 0 4 1 1 1 38
Total Journal Articles 2 12 36 4,921 15 48 210 14,720


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 0 1 6 154
Almost All about Unit Roots 0 0 0 0 0 1 4 182
Total Books 0 0 0 0 0 2 10 336


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 0 1 1
Factor models 0 1 8 109 0 3 21 283
Total Chapters 0 1 8 109 0 3 22 284


Statistics updated 2025-07-04