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Choi, In
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Saikkonen, Pentti
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OLC EcoSci
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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
Saved in:
2
Unit root tests for panel data
Choi, In
- In:
Journal of international money and finance
20
(
2001
)
2
,
pp. 249-272
Persistent link: https://www.econbiz.de/10006903617
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3
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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4
Durbin-Hausman tests for cointegration
Choi, In
- In:
Journal of economic dynamics & control
18
(
1994
)
2
,
pp. 467-480
Persistent link: https://www.econbiz.de/10006804573
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5
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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6
Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions
Choi, In
;
Mark, Nelson
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 549
Persistent link: https://www.econbiz.de/10006471474
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7
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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8
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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9
Testing linearity in cointegrating smooth transition regressions
Choi, In
;
Saikkonen, Pentti
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 341-365
Persistent link: https://www.econbiz.de/10007442935
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10
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In
;
Chue, Timothy K.
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 233-264
Persistent link: https://www.econbiz.de/10007723968
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