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The Hausman tests for cointegration
Choi, In - 1991
Persistent link: https://www.econbiz.de/10000970127
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Durbin-Hausman tests for a unit root
Choi, In - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 289-304
Persistent link: https://www.econbiz.de/10001330273
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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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Durbin-Hausman tests for cointegration
Choi, In - In: Journal of economic dynamics & control 18 (1994) 2, pp. 407-480
Persistent link: https://www.econbiz.de/10001167911
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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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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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Spurious fixed effects regression
Choi, In - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 297-306
Persistent link: https://www.econbiz.de/10009754617
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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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Frequency domain tests for residual serial correlation in cointegration
Choi, In - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 549-562
Persistent link: https://www.econbiz.de/10001234613
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Three essays on econometrics
Choi, In - 1990
Persistent link: https://www.econbiz.de/10000849504