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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
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Subsampling vector autoregressive tests of linear constraints
Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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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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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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A general framework for testing I(m) against I(m+k)
Choi, In; Yu, Byungchul - In: Journal of economic theory and econometrics : journal … 3 (1997) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001560604
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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