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Instrumental variables estimation of a nearly nonstationary, heterogenous error component model
Choi, In - In: Journal of econometrics 109 (2002) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001663891
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Subsampling vector autoregressive tests of linear constraints
Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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Subsampling vector autoregressive tests of linear constraints
Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-90
Persistent link: https://www.econbiz.de/10006749147
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Testing the null of stationarity for multiple time series
Choi, In; Chul Ahn, Byung - In: Journal of econometrics 88 (1999) 1, pp. 41-78
Persistent link: https://www.econbiz.de/10006786628
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Testing for a unit root by frequency domain regression
Choi, In; Phillips, Peter C.B. - In: Journal of econometrics 59 (1993) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10006805247
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Testing the null of stationarity for multiple time series
Choi, In - In: Journal of econometrics 88 (1999) 1, pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
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Model selection criteria for the leads-and-lags cointegrating regression
Choi, In; Kurozumi, Eiji - In: Journal of econometrics 169 (2012) 2, pp. 224-239
Persistent link: https://www.econbiz.de/10009987060
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Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model
Choi, In - In: Journal of econometrics 109 (2002) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006767850
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Canonical correlation-based model selection for the multilevel factors
Choi, In; Lin, Rui; Shin, Yongcheol - In: Journal of econometrics 233 (2023) 1, pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
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Model selection criteria for the leads-and-lags cointegrating regression
Choi, In; Kurozumi, Eiji - In: Journal of econometrics 169 (2012) 2, pp. 224-238
Persistent link: https://www.econbiz.de/10009671315