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 1 1 3 156 1 4 26 328
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 0 7 16 853
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 65 0 6 9 82
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 0 1 57 1 3 5 270
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 0 50 0 3 7 222
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 172 3 4 6 58
Efficient Estimation of Factor Models 0 0 0 138 0 3 9 368
Efficient Estimation of Nonstationary Factor Models 0 0 0 212 1 3 22 627
Factor models 0 0 0 353 0 3 9 594
Forecasting Korean inflation 0 0 0 142 1 4 7 484
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 0 0 0 57 1 9 16 165
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 46 1 3 4 256
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 1 4 9 645
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 1 175 1 9 16 758
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 0 1 338 2 4 15 1,007
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 62 2 12 19 66
Optimal Autoregressive Predictions 0 1 1 98 1 3 6 161
Panel Cointegration 0 0 0 600 0 7 14 1,029
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 0 8 14 484
Spurious Fixed Effects Regression 0 0 0 64 0 1 4 303
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 1 11 13 382
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 0 2 3 268
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 1 2 7 274
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 99 0 3 6 513
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 1 4 19 131
Unit root tests for dependent and heterogeneous micropanels 0 0 0 125 0 6 8 227
Total Working Papers 1 2 9 3,635 19 128 289 10,555

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 21 0 1 11 91
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 2 17 1 2 13 162
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 1 1 1 60 2 5 11 267
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 7 0 2 2 108
COINTEGRATING SMOOTH TRANSITION REGRESSIONS 0 0 0 89 0 7 12 263
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 1 4 67 1 10 22 189
Canonical correlation-based model selection for the multilevel factors 0 0 1 9 3 8 16 39
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 0 119 1 4 6 434
Choosing the Level of Significance: A Decision‐theoretic Approach 0 3 5 19 0 11 18 80
Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 1 12 0 10 13 49
Differencing versus nondifferencing in factor‐based forecasting 0 0 0 7 0 5 9 44
Does climate change affect economic data? 0 0 0 1 1 8 10 36
Durbin-Hausman Tests for a Unit Root 0 0 0 0 0 3 10 358
Durbin-Hausman tests for cointegration 0 0 0 84 0 1 5 283
ECONOMETRICS 1 1 2 27 1 3 9 180
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 1 73 1 3 9 231
Econometrics Best Paper Award 2018 0 0 0 4 1 6 7 38
Effects of data aggregation on the power of tests for a unit root: A simulation study 0 0 0 23 0 1 4 139
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 1 4 381
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 0 1 3 122
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 49 0 3 4 177
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors 0 0 0 4 2 6 12 85
Model selection criteria for the leads-and-lags cointegrating regression 0 1 1 34 0 5 13 166
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 0 13 2 6 13 69
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 0 22 2 5 8 199
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 0 8 0 3 5 162
Sampling frequency and the power of tests for a unit root: A simulation study 0 0 0 37 2 8 13 143
Spurious Fixed Effects Regression 0 0 0 17 1 2 4 124
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated 0 0 0 39 0 2 5 157
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices 0 0 0 142 1 4 11 435
Subsampling vector autoregressive tests of linear constraints 0 0 0 24 0 3 3 123
TESTS FOR NONLINEAR COINTEGRATION 0 0 0 95 0 4 6 278
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 4 6 83
TIME-SERIES-BASED ECONOMETRICS 0 0 0 17 1 1 1 145
Testing for Cointegration in a System of Equations 0 0 0 15 0 2 6 81
Testing for a unit root by frequency domain regression 0 0 0 49 0 0 4 146
Testing linearity in cointegrating smooth transition regressions 0 0 0 120 0 5 9 398
Testing the Random Walk Hypothesis for Real Exchange Rates 0 0 2 655 0 5 14 1,903
Testing the null of stationarity for multiple time series 0 0 0 47 2 4 7 162
Testing the random walk hypothesis for real exchange rates 0 1 3 11 0 9 18 46
Unit Root Tests for Dependent Micropanels 0 0 0 1 2 5 7 60
Unit Root Tests for Dependent Micropanels 0 0 0 5 0 4 9 75
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 0 0 5 58
Unit root tests for panel data 1 4 16 2,876 5 24 71 6,204
Univariate Properties of The Korean Economic Time Series 0 0 0 4 0 3 4 114
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 0 0 0 4 2 3 8 45
Total Journal Articles 3 13 41 4,950 34 212 460 15,132

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 2 10 163
Almost All about Unit Roots 0 0 0 0 0 3 6 187
Total Books 0 0 0 0 0 5 16 350

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 3 5 6
Factor models 1 1 3 111 3 11 24 304
Total Chapters 1 1 3 111 3 14 29 310

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