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~person:"Choi, In"
~person:"Magnus, Jan R."
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Choi, In
Magnus, Jan R.
Saikkonen, Pentti
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Normal's deconvolution and the independence of sample mean and variance : solution
Abadir, Karim Maher
;
Magnus, Jan R.
- In:
Econometric theory
20
(
2004
)
4
,
pp. 805-807
Persistent link: https://www.econbiz.de/10002163134
Saved in:
12
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
13
The asymptotic variance of the pseudo maximum likelihood estimator
Magnus, Jan R.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022-1032
Persistent link: https://www.econbiz.de/10003549719
Saved in:
14
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
Saved in:
15
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
Saved in:
16
The ET interview: Professor Katsuto Tanaka
Choi, In
;
Kurozumi, Eiji
;
Tanaka, Katsuto
- In:
Econometric theory
30
(
2014
)
2
,
pp. 474-490
Persistent link: https://www.econbiz.de/10010399751
Saved in:
17
THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA
Choi, In
;
Kurozumi, Eiji
- In:
Econometric Theory
30
(
2014
)
02
,
pp. 474-490
Persistent link: https://www.econbiz.de/10010752168
Saved in:
18
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
19
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
20
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
Saved in:
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