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In Choi

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Personal Details

First Name: In
Middle Name:
Last Name: Choi
Suffix:

RePEc Short-ID: pch1190

Email: [This author has chosen not to make the email address public]
Homepage: http://inchoi.sogang.ac.kr
Postal Address:
Phone: 821038238517

Affiliation

College of Economics
Sogang University
Location: Seoul, South Korea
Homepage: http://hompi.sogang.ac.kr/econdept/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:ccsogkr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Korean Economists

Works

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Working papers

  1. In Choi, 2013. "Panel Cointegration," Working Papers 1208, Research Institute for Market Economy, Sogang University.
  2. In Choi, 2013. "Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons," Working Papers 1209, Research Institute for Market Economy, Sogang University.
  3. In Choi & Seong Jin Hwang, 2012. "Forecasting Korean inflation," Working Papers 1202, Research Institute for Market Economy, Sogang University.
  4. In Choi, 2011. "Efficient Estimation of Nonstationary Factor Models," Working Papers 1101, Research Institute for Market Economy, Sogang University, revised Jun 2011.
  5. In Choi & Jorg Breitung, 2011. "Factor models," Working Papers 1121, Research Institute for Market Economy, Sogang University, revised Dec 2011.
  6. In Choi, 2010. "Spurious Fixed Effects Regression," Working Papers 1001, Research Institute for Market Economy, Sogang University, revised Jun 2011.
  7. In Choi & Eiji Kurozumi, 2008. "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," Working Papers 0801, Research Institute for Market Economy, Sogang University, revised Aug 2009.
  8. In Choi, 2007. "Efficient Estimation of Factor Models," Working Papers 0701, Research Institute for Market Economy, Sogang University, revised Dec 2010.
  9. In Choi & Timothy K. Chue, 2006. "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series d06-178, Institute of Economic Research, Hitotsubashi University.
  10. In Choi & Timothy Chue, 2004. "Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis," Econometric Society 2004 Far Eastern Meetings 800, Econometric Society.
  11. Saikkonen, Pentti & Choi, In, 2000. "Cointegrating smooth transition regressions with applications to the Asian currency crisis," SFB 373 Discussion Papers 2000,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  12. In Choi & Peter C.B. Phillips, 1997. "Regressions for Partially Identified, Cointegrated Simultaneous Equations," Cowles Foundation Discussion Papers 1162, Cowles Foundation for Research in Economics, Yale University.
  13. In Choi & Peter C.B. Phillips, 1989. "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations," Cowles Foundation Discussion Papers 929, Cowles Foundation for Research in Economics, Yale University.
  14. Peter C.B. Phillips & In Choi, 1989. "Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains," Cowles Foundation Discussion Papers CFP 899, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Choi, In & Kurozumi, Eiji, 2014. "The Et Interview: Professor Katsuto Tanaka," Econometric Theory, Cambridge University Press, vol. 30(02), pages 474-490, April.
  2. In Choi, 2013. "Spurious Fixed Effects Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 297-306, 04.
  3. Choi, In & Kurozumi, Eiji, 2012. "Model selection criteria for the leads-and-lags cointegrating regression," Journal of Econometrics, Elsevier, vol. 169(2), pages 224-238.
  4. Choi, In, 2012. "Efficient Estimation Of Factor Models," Econometric Theory, Cambridge University Press, vol. 28(02), pages 274-308, April.
  5. Choi, In & Kuan, Chung-Ming, 2012. "The Et Interview: Professor Cheng Hsiao," Econometric Theory, Cambridge University Press, vol. 28(06), pages 1351-1372, December.
  6. Choi, In & Saikkonen, Pentti, 2010. "Tests For Nonlinear Cointegration," Econometric Theory, Cambridge University Press, vol. 26(03), pages 682-709, June.
  7. Choi, In & Park, Daekeun, 2008. "Causal relation between interest and exchange rates in the Asian currency crisis," Japan and the World Economy, Elsevier, vol. 20(3), pages 435-452, August.
  8. Timothy K. Chue & In Choi, 2007. "Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 233-264.
  9. Choi, In, 2005. "Subsampling vector autoregressive tests of linear constraints," Journal of Econometrics, Elsevier, vol. 124(1), pages 55-89, January.
  10. Choi, In, 2005. "Inconsistency of bootstrap for nonstationary, vector autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 39-48, November.
  11. Saikkonen, Pentti & Choi, In, 2004. "Cointegrating Smooth Transition Regressions," Econometric Theory, Cambridge University Press, vol. 20(02), pages 301-340, April.
  12. In Choi & Pentti Saikkonen, 2004. "Testing linearity in cointegrating smooth transition regressions," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 341-365, December.
  13. Choi, In, 2002. "Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model," Journal of Econometrics, Elsevier, vol. 109(1), pages 1-32, July.
  14. Choi, In, 2002. "Structural Changes And Seemingly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 18(03), pages 744-775, June.
  15. Choi, In, 2002. "Econometrics," Econometric Theory, Cambridge University Press, vol. 18(04), pages 1000-1006, August.
  16. Choi, In, 2001. "Unit root tests for panel data," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 249-272, April.
  17. Choi, In, 1999. "Testing the Random Walk Hypothesis for Real Exchange Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 293-308, May-June.
  18. Choi, In, 1998. "Time-Series-Based Econometrics," Econometric Theory, Cambridge University Press, vol. 14(03), pages 375-378, June.
  19. Choi, In & Chul Ahn, Byung, 1998. "Testing the null of stationarity for multiple time series," Journal of Econometrics, Elsevier, vol. 88(1), pages 41-77, November.
  20. Choi, In & Mark, Nelson C, 1997. "Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 549-62, November.
  21. Choi, In & Park, Joon Y. & Yu, Byungchul, 1997. "Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables," Econometric Theory, Cambridge University Press, vol. 13(06), pages 850-876, December.
  22. Choi, In, 1996. "SOLUTIONS: Asymptotic Local Power of Wald Tests in Untransformed and Transformed Autoregressive Model," Econometric Theory, Cambridge University Press, vol. 12(02), pages 403-404, June.
  23. In Choi & Bhum Suk Chung, 1995. "Sampling frequency and the power of tests for a unit root: A simulation study," Economics Letters, Elsevier, vol. 49(2), pages 131-136, August.
  24. Choi, In, 1995. "Inefficiency of the Method of Moments Estimate for Noninvertible MA(1) Processes," Econometric Theory, Cambridge University Press, vol. 11(03), pages 646-646, June.
  25. Choi, In & Ahn, Byung Chul, 1995. "Testing for Cointegration in a System of Equations," Econometric Theory, Cambridge University Press, vol. 11(05), pages 952-983, October.
  26. Choi, In, 1995. "Asymptotic Local Power of Wald Tests in Untransformed and Transformed Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 11(02), pages 400-400, February.
  27. Choi, In, 1994. "Spurious regressions and residual-based tests for cointegration when regressors are cointegrated," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 313-320.
  28. Choi, In, 1994. "Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 720-746, August.
  29. Choi, In, 1994. "Durbin-Hausman tests for cointegration," Journal of Economic Dynamics and Control, Elsevier, vol. 18(2), pages 467-480, March.
  30. Choi, In & Phillips, Peter C. B., 1993. "Testing for a unit root by frequency domain regression," Journal of Econometrics, Elsevier, vol. 59(3), pages 263-286, October.
  31. Choi, In, 1993. "Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications," Econometric Theory, Cambridge University Press, vol. 9(02), pages 263-282, April.
  32. Choi, In, 1992. "Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes," Economics Letters, Elsevier, vol. 40(2), pages 147-153, October.
  33. Choi, In, 1992. "Comparison of GLS and OLS for a Linear Regression Model with Noninvertible MA(1) Errors," Econometric Theory, Cambridge University Press, vol. 8(04), pages 583-583, December.
  34. Choi, In, 1992. "Effects of data aggregation on the power of tests for a unit root : A simulation study," Economics Letters, Elsevier, vol. 40(4), pages 397-401, December.
  35. Choi, In, 1992. "Durbin-Hausman Tests for a Unit Root," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 289-304, August.
  36. Choi, In, 1992. "Testing Causality in an Autoregression with Cointegrated Regressors," Econometric Theory, Cambridge University Press, vol. 8(01), pages 156-158, March.
  37. Choi, In & Phillips, Peter C. B., 1992. "Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 113-150.
  38. Phillips, P.C.B. & Choi, I. & Schochet, P.Z., 1988. "Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986," Econometric Theory, Cambridge University Press, vol. 4(01), pages 1-34, April.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2011-07-27
  2. NEP-ECM: Econometrics (6) 2006-08-12 2008-10-28 2009-04-18 2011-12-13 2013-05-11 2013-09-06. Author is listed
  3. NEP-EFF: Efficiency & Productivity (1) 2011-07-27
  4. NEP-ETS: Econometric Time Series (4) 2006-08-12 2008-10-28 2009-04-18 2013-09-06. Author is listed
  5. NEP-FMK: Financial Markets (1) 2006-08-12
  6. NEP-FOR: Forecasting (1) 2012-05-02
  7. NEP-MAC: Macroeconomics (1) 2012-05-02
  8. NEP-MON: Monetary Economics (1) 2012-05-02
  9. NEP-ORE: Operations Research (1) 2008-10-28
  10. NEP-RMG: Risk Management (1) 2006-08-12

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This author is among the top 5% authors according to these criteria:
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