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 1 4 112 2 6 27 216
Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations 0 1 1 155 1 3 7 830
Canonical Correlation-based Model Selection for the Multilevel Factors 2 43 44 44 3 10 11 11
Cointegrating smooth transition regressions with applications to the Asian currency crisis 0 0 0 55 0 0 5 261
Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 0 0 1 40 3 16 45 133
Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels 162 164 165 165 8 17 19 19
Efficient Estimation of Factor Models 0 1 5 109 3 8 24 294
Efficient Estimation of Nonstationary Factor Models 0 2 5 199 2 6 25 566
Factor models 1 4 6 340 3 9 20 553
Forecasting Korean inflation 0 0 6 129 1 1 13 427
Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 1 2 4 52 2 5 20 129
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 3 155 3 7 16 622
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 0 32 1 7 16 213
Model Selection Criteria for the Leads-and-Lags Cointegrating Regression 0 0 4 171 1 4 25 730
Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons 0 1 12 328 4 14 60 913
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 1 48 48 48 1 7 7 7
Optimal Autoregressive Predictions 0 4 15 81 0 5 26 123
Panel Cointegration 1 1 5 556 3 8 29 921
Regressions for Partially Identified, Cointegrated Simultaneous Equations 0 0 0 120 0 1 3 464
Spurious Fixed Effects Regression 0 0 0 58 1 2 19 276
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 1 1 2 9 254
Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis 0 0 0 2 0 1 6 358
Subsampling-Based Tests of Stock-Return Predictability 0 0 1 79 2 5 9 255
Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains 0 0 0 96 0 1 4 493
Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement 0 0 0 110 1 4 11 98
Unit root tests for dependent and heterogeneous micropanels 0 0 2 120 0 1 16 185
Total Working Papers 168 272 331 3,357 46 150 472 9,351


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 4 7 0 2 13 35
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications 0 0 1 14 2 3 8 130
Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations 0 1 1 55 1 4 8 232
Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes 0 0 0 6 0 2 3 98
COINTEGRATING SMOOTH TRANSITION REGRESSIONS 1 2 5 84 1 7 16 229
Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables 0 4 4 57 0 4 12 144
Causal relation between interest and exchange rates in the Asian currency crisis 0 0 2 111 0 2 16 394
Differencing versus nondifferencing in factor‐based forecasting 0 1 1 1 0 4 4 4
Durbin-Hausman Tests for a Unit Root 0 0 0 0 0 9 28 294
Durbin-Hausman tests for cointegration 0 0 3 68 0 1 9 229
ECONOMETRICS 1 2 2 22 1 3 16 138
EFFICIENT ESTIMATION OF FACTOR MODELS 0 0 3 63 1 4 16 189
Econometrics Best Paper Award 2018 0 0 0 4 1 3 9 22
Effects of data aggregation on the power of tests for a unit root: A simulation study 0 0 0 20 1 2 6 115
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions 0 0 0 2 0 0 8 373
Inconsistency of bootstrap for nonstationary, vector autoregressive processes 0 0 0 4 0 4 8 103
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model 0 0 0 47 0 1 5 158
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors 0 0 1 1 1 7 27 34
Model selection criteria for the leads-and-lags cointegrating regression 0 0 0 25 2 5 24 117
Model selection for factor analysis: Some new criteria and performance comparisons 0 0 4 5 0 1 14 24
Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series 0 0 0 19 0 7 21 158
STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS 0 0 0 6 1 5 19 120
Sampling frequency and the power of tests for a unit root: A simulation study 0 0 1 32 0 3 6 114
Spurious Fixed Effects Regression 0 0 0 12 2 8 15 96
Spurious regressions and residual-based tests for cointegration when regressors are cointegrated 0 0 0 37 0 3 5 140
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices 0 0 0 141 0 1 8 416
Subsampling vector autoregressive tests of linear constraints 0 0 0 23 0 1 7 115
TESTS FOR NONLINEAR COINTEGRATION 0 1 2 79 3 8 20 230
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA 0 0 0 13 0 1 5 69
TIME-SERIES-BASED ECONOMETRICS 0 0 1 17 1 1 13 118
Testing for Cointegration in a System of Equations 0 0 0 13 1 1 6 63
Testing for a unit root by frequency domain regression 0 0 1 44 0 1 3 128
Testing linearity in cointegrating smooth transition regressions 0 0 1 120 2 4 7 375
Testing the Random Walk Hypothesis for Real Exchange Rates 1 1 5 640 2 12 30 1,825
Testing the null of stationarity for multiple time series 0 0 0 45 1 1 3 145
Unit Root Tests for Dependent Micropanels 0 0 0 0 2 5 18 18
Unit Root Tests for Dependent Micropanels 0 0 1 4 0 4 19 33
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels 0 0 0 1 1 5 18 35
Unit root tests for panel data 14 28 159 2,609 27 75 354 5,450
Univariate Properties of The Korean Economic Time Series 0 0 0 4 2 5 9 90
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 0 0 0 3 0 0 1 31
Total Journal Articles 17 40 202 4,458 56 219 837 12,831


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 1 4 18 110
Almost All about Unit Roots 0 0 0 0 1 5 22 144
Total Books 0 0 0 0 2 9 40 254


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Factor models 1 4 7 73 2 9 31 196
Total Chapters 1 4 7 73 2 9 31 196


Statistics updated 2021-01-03