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 1 156 1 2 28 337
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 0 0 15 854
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 65 0 2 12 86
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 0 0 57 0 2 8 274
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 0 50 0 1 8 224
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 172 0 0 7 59
Efficient Estimation of Factor Models 0 0 0 138 0 0 6 368
Efficient Estimation of Nonstationary Factor Models 0 0 0 212 0 0 19 630
Factor models 0 0 0 353 0 1 8 596
Forecasting Korean inflation 0 0 0 142 0 1 6 485
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 0 0 0 57 0 1 20 169
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 46 0 0 4 257
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 175 0 3 20 763
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 2 4 13 649
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 0 0 338 0 1 14 1,010
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 62 0 1 19 68
Optimal Autoregressive Predictions 0 0 1 98 0 1 11 166
Panel Cointegration 1 1 1 601 1 4 16 1,034
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 0 1 19 489
Spurious Fixed Effects Regression 0 0 0 64 1 3 7 306
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 0 2 14 384
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 0 2 7 272
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 0 1 7 275
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 99 0 1 7 514
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 0 1 21 133
Unit root tests for dependent and heterogeneous micropanels 0 0 0 125 0 3 11 231
Total Working Papers 1 1 4 3,636 5 38 327 10,633

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 2 22 0 3 12 94
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 1 17 0 1 14 166
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 1 1 2 61 1 2 14 272
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 7 1 1 5 111
COINTEGRATING SMOOTH TRANSITION REGRESSIONS 0 0 0 89 0 0 13 265
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 0 3 67 0 3 24 198
Canonical correlation-based model selection for the multilevel factors 0 0 1 9 0 1 16 42
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 0 119 0 1 7 435
Choosing the Level of Significance: A Decision‐theoretic Approach 0 0 5 19 1 4 25 87
Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 12 0 0 14 52
Differencing versus nondifferencing in factor‐based forecasting 0 0 0 7 0 0 8 45
Does climate change affect economic data? 0 0 0 1 0 0 12 38
Durbin-Hausman Tests for a Unit Root 0 0 0 0 0 0 11 361
Durbin-Hausman tests for cointegration 0 0 0 84 1 2 7 285
ECONOMETRICS 0 0 3 28 1 1 11 183
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 0 73 0 2 10 234
Econometrics Best Paper Award 2018 0 0 0 4 1 1 13 44
Effects of data aggregation on the power of tests for a unit root: A simulation study 0 0 0 23 0 0 5 140
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 0 6 384
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 1 1 5 125
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 49 0 1 6 179
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors 0 0 0 4 0 0 14 88
Model selection criteria for the leads-and-lags cointegrating regression 0 0 1 34 1 3 15 169
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 0 13 0 2 14 72
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 0 22 0 0 8 200
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 0 8 0 0 6 164
Sampling frequency and the power of tests for a unit root: A simulation study 0 0 0 37 0 0 14 144
Spurious Fixed Effects Regression 0 0 0 17 1 2 8 128
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated 0 0 0 39 0 0 4 157
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices 0 0 0 142 0 1 13 438
Subsampling vector autoregressive tests of linear constraints 0 0 0 24 1 1 6 126
TESTS FOR NONLINEAR COINTEGRATION 0 0 0 95 0 3 10 282
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 1 3 11 89
TIME-SERIES-BASED ECONOMETRICS 0 0 0 17 0 1 4 148
Testing for Cointegration in a System of Equations 0 0 0 15 1 2 8 84
Testing for a unit root by frequency domain regression 0 0 0 49 0 0 4 147
Testing linearity in cointegrating smooth transition regressions 0 0 0 120 0 1 11 400
Testing the Random Walk Hypothesis for Real Exchange Rates 1 1 1 656 2 3 17 1,908
Testing the null of stationarity for multiple time series 0 0 0 47 0 0 6 162
Testing the random walk hypothesis for real exchange rates 1 1 3 12 3 5 21 52
Unit Root Tests for Dependent Micropanels 0 0 0 5 0 0 7 75
Unit Root Tests for Dependent Micropanels 0 0 0 1 0 1 9 62
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 2 6 61
Unit root tests for panel data 1 2 15 2,881 4 6 75 6,224
Univariate Properties of The Korean Economic Time Series 0 0 0 4 1 1 7 117
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 0 0 0 4 0 0 7 47
Total Journal Articles 4 6 37 4,960 22 61 543 15,284

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 7 189
Almost All about Unit Roots 0 0 0 0 0 2 13 167
Total Books 0 0 0 0 0 3 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 0 6 7
Factor models 0 0 3 112 0 1 22 307
Total Chapters 0 0 3 112 0 1 28 314

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