16
H index
19
i10 index
2597
Citations
In Choi : Citation Profile
Sogang University | RESEARCH PRODUCTION: 46 Articles 26 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1988 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with In Choi. | Is cited by:
| Cites to:
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Main data
Where In Choi has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 12 |
| Journal of Econometrics | 8 |
| Journal of Applied Econometrics | 3 |
| Economics Letters | 3 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometrics | 2 |
| Empirical Economics | 2 |
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) | 16 |
| Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 3 |
Recent works citing In Choi (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
| 2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
| 2024 | Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. Full description at Econpapers || Download paper |
| 2024 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper |
| 2024 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper |
| 2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper |
| 2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix. (2025). Gibberd, Alex ; Chan, Tak-Shing T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001269. Full description at Econpapers || Download paper |
| 2024 | Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions. (2024). Siflinger, Bettina ; Janys, Lena. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002968. Full description at Econpapers || Download paper |
| 2024 | Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Song, Rui ; Lu, Wenbin ; Li, Yingying ; Wan, Runzhe. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179. Full description at Econpapers || Download paper |
| 2024 | Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184. Full description at Econpapers || Download paper |
| 2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper |
| 2024 | Are natural resources, sustainable growth and entrepreneurship matter endogenous growth theory? The strategic role of technical progress. (2024). Zhang, Peng ; Yuan, Feng. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005567. Full description at Econpapers || Download paper |
| 2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper |
| 2024 | Perceived shocks and impulse responses. (2024). Smetanina, Katja ; Lu, Jason ; Giacomini, Raffaella. In: IFS Working Papers. RePEc:ifs:ifsewp:cwp21/24. Full description at Econpapers || Download paper |
| 2024 | Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596. Full description at Econpapers || Download paper |
| 2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420. Full description at Econpapers || Download paper |
| 2024 | International prices and food security. (2024). Mora, E ; Flores, L ; Berrospi, M L ; Hernandez, M ; Ceballos, F ; Brown, M ; V. M. E. Perego, . In: World Bank Publications - Reports. RePEc:wbk:wboper:41665. Full description at Econpapers || Download paper |
Works by In Choi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Choosing the Level of Significance: A Decision‐theoretic Approach In: Abacus. [Full Text][Citation analysis] | article | 5 |
| 2019 | Unit Root Tests for Dependent Micropanels In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2019 | Unit Root Tests for Dependent Micropanels.(2019) In: The Japanese Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1992 | Durbin-Hausman Tests for a Unit Root. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 6 |
| 1997 | Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 2013 | Spurious Fixed Effects Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2011 | Spurious Fixed Effects Regression.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Almost All about Unit Roots In: Cambridge Books. [Citation analysis] | book | 37 |
| 2015 | Almost All about Unit Roots.(2015) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 37 | book | |
| 1994 | Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
| 1995 | Testing for Cointegration in a System of Equations In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 1997 | Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 1998 | TIME-SERIES-BASED ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2002 | STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2002 | ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2004 | COINTEGRATING SMOOTH TRANSITION REGRESSIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 98 |
| 2010 | TESTS FOR NONLINEAR COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 39 |
| 2012 | EFFICIENT ESTIMATION OF FACTOR MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 41 |
| 2010 | Efficient Estimation of Factor Models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2014 | THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1988 | Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 1993 | Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications In: Econometric Theory. [Full Text][Citation analysis] | article | 33 |
| 1997 | Regressions for Partially Identified, Cointegrated Simultaneous Equations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
| 1992 | Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations.(1992) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | article | |
| 2004 | Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] | paper | 3 |
| 2004 | Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis.(2004) In: Econometric Society 2004 Latin American Meetings. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2004 | Testing linearity in cointegrating smooth transition regressions In: Econometrics Journal. [Full Text][Citation analysis] | article | 86 |
| 1994 | Durbin-Hausman tests for cointegration In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 1992 | Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1992 | Effects of data aggregation on the power of tests for a unit root : A simulation study In: Economics Letters. [Full Text][Citation analysis] | article | 29 |
| 1995 | Sampling frequency and the power of tests for a unit root: A simulation study In: Economics Letters. [Full Text][Citation analysis] | article | 44 |
| 2002 | Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Subsampling vector autoregressive tests of linear constraints In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2012 | Model selection criteria for the leads-and-lags cointegrating regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2008 | Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: CCES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2008 | Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2008) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2009 | Model Selection Criteria for the Leads-and-Lags Cointegrating Regression.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2023 | Canonical correlation-based model selection for the multilevel factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Canonical Correlation-based Model Selection for the Multilevel Factors.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1993 | Testing for a unit root by frequency domain regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1994 | Spurious regressions and residual-based tests for cointegration when regressors are cointegrated In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1998 | Testing the null of stationarity for multiple time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2008 | Causal relation between interest and exchange rates in the Asian currency crisis In: Japan and the World Economy. [Full Text][Citation analysis] | article | 6 |
| 2001 | Unit root tests for panel data In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1741 |
| 2005 | Inconsistency of bootstrap for nonstationary, vector autoregressive processes In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | Factor models In: Chapters. [Full Text][Citation analysis] | chapter | 9 |
| 2011 | Factor models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels In: Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2018 | Econometrics Best Paper Award 2018 In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Subsampling-Based Tests of Stock-Return Predictability In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Testing the Random Walk Hypothesis for Real Exchange Rates. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 103 |
| 1999 | Testing the random walk hypothesis for real exchange rates.(1999) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | article | |
| 2007 | Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 45 |
| 1993 | Univariate Properties of The Korean Economic Time Series In: Korean Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Efficient Estimation of Nonstationary Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Forecasting Korean inflation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Panel Cointegration In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2019 | Model selection for factor analysis: Some new criteria and performance comparisons.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2014 | Unit root tests for dependent and heterogeneous micropanels In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Optimal Autoregressive Predictions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Multilevel Factor Model: Identification, Asymptotic Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2018 | A multilevel factor model: Identification, asymptotic theory and applications.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2016 | Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors.(2019) In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Does climate change affect economic data? In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Differencing versus nondifferencing in factor‐based forecasting In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Cointegrating smooth transition regressions with applications to the Asian currency crisis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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