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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/10001554424

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

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

Panel cointegration

Choi, In - In: The Oxford handbook of panel data, (pp. 46-75). 2015

Persistent link: https://www.econbiz.de/10010472609

Panel Cointegration

Choi, In - In: The Oxford handbook of panel data. 2015

Persistent link: https://www.econbiz.de/10013476542

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/10003455445

Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels

Choi, In; Jung, Sanghyun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 177-203

Persistent link: https://www.econbiz.de/10012488908

Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices

Choi, In; Chue, Timothy K. - 2005

This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross-sectionally correlated, and cross-sectionally cointegrated. The subsampling approach provides approximations to the finite sample distributions of the tests without estimating nuisance parameters. The...

Persistent link: https://www.econbiz.de/10014027534