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Seungmoon Choi

Personal Details

First Name:Seungmoon
Middle Name:
Last Name:Choi
Suffix:
RePEc Short-ID:pch1008
[This author has chosen not to make the email address public]
http://www.adelaide.edu.au/directory/seungmoon.choi
Terminal Degree:2005 Economics Department; University of Wisconsin-Madison (from RePEc Genealogy)

Affiliation

School of Economics
University of Adelaide

Adelaide, Australia
http://www.adelaide.edu.au/econ/

: (618) 8303 5540

Adelaide SA 5005
RePEc:edi:decadau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Seungmoon Choi & Virginie Masson & Angus Moore & Mandar Oak, 2013. "Networks and Favor Exchange Norms under Stochastic Costs," School of Economics Working Papers 2013-04, University of Adelaide, School of Economics.
  2. Seungmoon Choi, 2010. "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics Working Papers 2010-11, University of Adelaide, School of Economics.

Articles

  1. Choi Seungmoon, 2009. "Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-41, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Seungmoon Choi, 2010. "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics Working Papers 2010-11, University of Adelaide, School of Economics.

    Cited by:

    1. Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014. "Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates," Economics Working Papers 14-01, Queen's Management School, Queen's University Belfast.

Articles

  1. Choi Seungmoon, 2009. "Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-41, March.

    Cited by:

    1. Joanna Janczura & Rafal Weron, 2012. "Inference for Markov-regime switching models of electricity spot prices," HSC Research Reports HSC/12/01, Hugo Steinhaus Center, Wroclaw University of Technology.
    2. Seungmoon Choi, 2011. "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics Working Papers 2011-26, University of Adelaide, School of Economics.
    3. Choi, Seungmoon, 2013. "Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions," Journal of Econometrics, Elsevier, vol. 174(2), pages 45-65.
    4. Ruijun Bu & Jie Cheng & Kaddour Hadri, 2014. "Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates," Economics Working Papers 14-01, Queen's Management School, Queen's University Belfast.
    5. Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
    6. Joanna Janczura & Rafał Weron, 2013. "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 239-270, July.
    7. Janczura, Joanna & Weron, Rafal, 2011. "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper 32532, University Library of Munich, Germany.
    8. Choi, Seungmoon, 2015. "Explicit form of approximate transition probability density functions of diffusion processes," Journal of Econometrics, Elsevier, vol. 187(1), pages 57-73.
    9. Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
    10. Goutte, Stéphane, 2014. "Conditional Markov regime switching model applied to economic modelling," Economic Modelling, Elsevier, vol. 38(C), pages 258-269.
    11. Lux, Thomas, 2013. "Exact solutions for the transient densities of continuous-time Markov switching models: With an application to the poisson multifractal model," Kiel Working Papers 1871, Kiel Institute for the World Economy (IfW).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2010-06-11. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-06-11. Author is listed
  3. NEP-GTH: Game Theory (1) 2013-04-20. Author is listed
  4. NEP-MIC: Microeconomics (1) 2013-04-20. Author is listed
  5. NEP-NET: Network Economics (1) 2013-04-20. Author is listed
  6. NEP-ORE: Operations Research (1) 2013-04-20. Author is listed
  7. NEP-SOC: Social Norms & Social Capital (1) 2013-04-20. Author is listed

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