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Testing the random walk hypothesis for real exchange rates

Choi, In - In: Journal of applied econometrics 14 (1999) 3, pp. 293-308

Persistent link: https://www.econbiz.de/10001405548

Unit root tests for panel data

Choi, In - In: Journal of international money and finance 20 (2001) 2, pp. 249-272

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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

Cointegrating smooth transition regressions with application to the Asian currency crisis

Saikkonen, Pentti; Choi, In - 2000

Persistent link: https://www.econbiz.de/10001555318

Testing linearity in cointegrating transition regressions

Choi, In; Saikkonen, Pentti - In: The econometrics journal 7 (2004) 2, pp. 341-365

Persistent link: https://www.econbiz.de/10002463466

Factor models

Breitung, Jörg; Choi, In - In: Handbook of research methods and applications in …, (pp. 249-265). 2013

Persistent link: https://www.econbiz.de/10010206791

Subsampling-based tests of stock-return predictability

Choi, In (contributor); Chue, Timothy K. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003370921

Cointegrating smooth transition regressions

Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340

Persistent link: https://www.econbiz.de/10001987871

Cointegrating smooth transition regressions with applications to the Asian currency crisis

Saikkonen, Pentti; Choi, In - 2000

This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...

Persistent link: https://www.econbiz.de/10009612025