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Causal relation between interest and exchange rates in the Asian currency crisis

Choi, In; Park, Dae-keun - In: Japan and the world economy : international journal of … 20 (2008) 3, pp. 435-452

Persistent link: https://www.econbiz.de/10003755995

Tests for nonlinear cointegration

Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709

Persistent link: https://www.econbiz.de/10003992424

Panel cointegration

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

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

Model selection criteria for the leads-and-lags cointegrating regression

Choi, In; Kurozumi, Eiji - In: Journal of econometrics 169 (2012) 2, pp. 224-238

Persistent link: https://www.econbiz.de/10009671315

Cointegrating smooth transition regressions with applications to the Asian currency crisis

Saikkonen, Pentti; Choi, In - 2000

This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...

Persistent link: https://www.econbiz.de/10009612025