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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
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Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Choi, In - In: Econometric theory 9 (1993) 2, pp. 263-282
Persistent link: https://www.econbiz.de/10001143730
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Structural changes and seemingly unidentified structural equations
Choi, In - In: Econometric theory 18 (2002) 3, pp. 744-775
Persistent link: https://www.econbiz.de/10001673460
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Efficient estimation of factor models
Choi, In - In: Econometric theory 28 (2012) 2, pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
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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
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Worldwide institutional and individual rankings in statistical theory by journal publications over the period 1980 - 1986
Phillips, Peter C. B. - In: Econometric theory 4 (1988) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001049391
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The ET interview: Professor Cheng Hsiao
Choi, In; Kuan, Chung-ming; Hsiao, Cheng - In: Econometric theory 28 (2012) 6, pp. 1351-1372
Persistent link: https://www.econbiz.de/10009743171
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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
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Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti - In: Econometric theory 8 (1992) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001126812