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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
Persistent link: https://www.econbiz.de/10001555318
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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
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Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
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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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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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Univariate properties of the Korean economic time series
Choi, In - 1991
Persistent link: https://www.econbiz.de/10000861247
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Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In - In: Econometric theory 13 (1997) 6, pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
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Testing the null of stationarity for multiple time series
Choi, In - In: Journal of econometrics 88 (1999) 1, pp. 41-77
Persistent link: https://www.econbiz.de/10001250280