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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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Asymptotic Local Power of Wald Tests in Untransformed and Transformed Autoregressive Models
Choi, In - In: Econometric theory 12 (1996) 2, pp. 403
Persistent link: https://www.econbiz.de/10007000170
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EFFICIENT ESTIMATION OF FACTOR MODELS
Choi, In - In: Econometric theory 28 (2012) 2, pp. 274-309
Persistent link: https://www.econbiz.de/10009847386
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Inefficiency of the Method of Moments Estimate for Noninvertible MA(1) Processes
Choi, In - In: Econometric theory 11 (1995) 3, pp. 646
Persistent link: https://www.econbiz.de/10007007228
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Asymptotic Local Power of Wald Tests in Untransformed and Transformed Autoregressive Models
Choi, In - In: Econometric theory 11 (1995) 2, pp. 400
Persistent link: https://www.econbiz.de/10007007252
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Testing for Cointegration in a System of Equations
Choi, In; Ahn, Byung Chul - In: Econometric theory 11 (1995) 5, pp. 952-983
Persistent link: https://www.econbiz.de/10007009742