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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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Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
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Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In - In: Economics letters 40 (1992) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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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
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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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Univariate properties of the Korean economic time series
Choi, In - 1991
Persistent link: https://www.econbiz.de/10000861247
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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