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 0 3 155 3 6 16 312
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 0 2 2 839
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 65 1 1 4 75
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 1 1 57 0 1 1 266
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 0 50 0 0 3 216
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 1 3 5 363
Efficient Estimation of Nonstationary Factor Models 0 0 1 212 0 6 8 611
Factor models 0 0 1 353 0 2 8 588
Forecasting Korean inflation 0 0 1 142 1 2 8 480
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 1 46 0 0 4 253
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 175 0 0 1 743
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 0 0 1 636
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 1 1 338 1 2 11 997
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 62 0 1 4 49
Optimal Autoregressive Predictions 0 0 0 97 0 0 1 155
Panel Cointegration 0 0 4 600 1 2 11 1,019
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 1 0 0 0 265
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 0 0 1 370
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 1 1 2 269
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 0 3 220
Total Working Papers 0 2 17 3,632 9 29 102 10,315


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 1 1 20 1 2 5 83
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 1 16 0 0 3 152
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 0 0 1 59 2 3 5 260
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 1 2 252
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 1 64 0 4 7 174
Canonical correlation-based model selection for the multilevel factors 0 0 0 8 1 3 10 27
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 1 1 4 63
Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 3 12 0 1 6 38
Differencing versus nondifferencing in factor‐based forecasting 0 0 0 7 0 2 4 37
Does climate change affect economic data? 0 0 0 1 0 0 9 26
Durbin-Hausman Tests for a Unit Root 0 0 0 0 0 1 6 350
Durbin-Hausman tests for cointegration 0 0 0 84 0 0 1 278
ECONOMETRICS 0 0 0 25 0 1 1 172
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 1 73 1 1 8 225
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 0 1 2 378
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 0 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 0 3 74
Model selection criteria for the leads-and-lags cointegrating regression 0 0 0 33 0 0 3 154
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 1 13 1 1 9 59
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 1 22 0 0 4 192
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 1 8 0 1 4 158
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 1 1 3 121
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated 0 0 1 39 0 1 3 153
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices 0 0 0 142 1 2 4 426
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 6 272
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 1 2 78
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 1 2 76
Testing for a unit root by frequency domain regression 0 0 2 49 0 1 4 143
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 0 3 655 0 0 9 1,891
Testing the null of stationarity for multiple time series 0 0 0 47 0 1 3 156
Testing the random walk hypothesis for real exchange rates 0 0 2 9 0 1 7 31
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 68
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 2 3 56
Unit root tests for panel data 0 3 14 2,866 4 11 50 6,153
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 0 3 3 40
Total Journal Articles 0 4 35 4,923 14 50 226 14,755


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


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 1 1 7 110 1 3 20 286
Total Chapters 1 1 7 110 1 3 21 287


Statistics updated 2025-09-05