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 0 1 25 337
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 0 0 156 2 2 17 856
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 65 2 3 13 88
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 0 0 57 0 0 8 274
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 0 50 0 0 8 224
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 0 0 0 172 2 2 9 61
Efficient Estimation of Factor Models 0 0 0 138 1 1 6 369
Efficient Estimation of Nonstationary Factor Models 0 0 0 212 2 2 21 632
Factor models 0 0 0 353 0 1 8 596
Forecasting Korean inflation 0 0 0 142 0 0 5 485
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 0 0 0 57 0 0 20 169
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 175 2 4 22 765
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 46 1 1 5 258
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 156 0 3 13 649
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 0 0 338 0 1 13 1,010
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 0 62 0 0 19 68
Optimal Autoregressive Predictions 0 0 1 98 0 0 11 166
Panel Cointegration 1 2 2 602 2 4 17 1,036
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 0 0 19 489
Spurious Fixed Effects Regression 0 0 0 64 0 3 7 306
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 0 1 14 384
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 0 1 7 272
Subsampling-Based Tests of Stock-Return Predictability 0 0 0 80 0 1 6 275
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 99 0 0 7 514
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 1 111 0 0 21 133
Unit root tests for dependent and heterogeneous micropanels 0 0 0 125 1 3 12 232
Total Working Papers 1 2 5 3,637 15 34 333 10,648

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 1 2 12 95
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 1 17 0 0 14 166
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 0 1 2 61 0 2 12 272
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 7 0 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 1 3 25 199
Canonical correlation-based model selection for the multilevel factors 0 0 1 9 0 1 15 42
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 0 119 1 2 8 436
Choosing the Level of Significance: A Decision‐theoretic Approach 1 1 6 20 4 5 28 91
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 1 1 9 46
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 0 2 7 285
ECONOMETRICS 0 0 3 28 2 3 13 185
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 0 73 0 1 9 234
Econometrics Best Paper Award 2018 0 0 0 4 0 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 0 1 5 125
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 49 0 0 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 0 1 15 169
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 0 13 2 3 15 74
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 3 8 129
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 0 12 438
Subsampling vector autoregressive tests of linear constraints 0 0 0 24 0 1 6 126
TESTS FOR NONLINEAR COINTEGRATION 1 1 1 96 3 3 13 285
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 15 0 2 11 89
TIME-SERIES-BASED ECONOMETRICS 0 0 0 17 0 0 4 148
Testing for Cointegration in a System of Equations 0 0 0 15 0 1 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 0 11 400
Testing the Random Walk Hypothesis for Real Exchange Rates 0 1 1 656 2 5 19 1,910
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 0 1 3 12 1 4 22 53
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 0 9 62
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 2 1 1 6 62
Unit root tests for panel data 1 2 16 2,882 2 7 73 6,226
Univariate Properties of The Korean Economic Time Series 0 0 0 4 0 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 3 8 40 4,963 22 57 551 15,306

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 13 167
Almost All about Unit Roots 0 0 0 0 0 0 7 189
Total Books 0 0 0 0 0 0 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 2 112 2 2 23 309
Total Chapters 0 0 2 112 2 2 29 316

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