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Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis
Choi, In; Chue, Timothy - Econometric Society - 2004
This paper studies subsampling hypothesis tests for panel data that are possibly nonstationary, and cross-sectionally correlated and cross-sectionally cointegrated. The tests include panel unit root and cointegration tests as special cases. The number of cross-sectional units in the panel data...
Persistent link: https://www.econbiz.de/10005342342
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Spurious fixed effects regression
Choi, In - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 297-306
Persistent link: https://www.econbiz.de/10009754617
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Panel cointegration
Choi, In - In: The Oxford handbook of panel data, (pp. 46-75). 2015
Persistent link: https://www.econbiz.de/10010472609
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Efficient estimation of factor models
Choi, In - In: Econometric theory 28 (2012) 2, pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
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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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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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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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The Hausman tests for cointegration
Choi, In - 1991
Persistent link: https://www.econbiz.de/10000970127