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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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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
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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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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