In Choi

Institution: Sogang University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1988

Most Recent: 2023

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	1.35	0.00	0.00	1.35	42%
Last 10 Years	1.35	1.51	0.00	2.86	55%
All Time	21.53	30.11	2.52	54.16	98%

Publication Statistics

Raw Publications 31

Coauthorship-Adjusted Count 45.94

Publications (31)

Year	Article	Journal	Tier	Authors
2023	Canonical correlation-based model selection for the multilevel factors	Journal of Econometrics	A	3
2020	Differencing versus nondifferencing in factor‐based forecasting	Journal of Applied Econometrics	B	2
2018	A multilevel factor model: Identification, asymptotic theory and applications	Journal of Applied Econometrics	B	4
2014	THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA	Econometric Theory	B	2
2013	Spurious Fixed Effects Regression	Oxford Bulletin of Economics and Statistics	B	1
2012	EFFICIENT ESTIMATION OF FACTOR MODELS	Econometric Theory	B	1
2012	Model selection criteria for the leads-and-lags cointegrating regression	Journal of Econometrics	A	2
2010	TESTS FOR NONLINEAR COINTEGRATION	Econometric Theory	B	2
2005	Subsampling vector autoregressive tests of linear constraints	Journal of Econometrics	A	1
2004	COINTEGRATING SMOOTH TRANSITION REGRESSIONS	Econometric Theory	B	2
2002	STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS	Econometric Theory	B	1
2002	ECONOMETRICS	Econometric Theory	B	1
2002	Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model	Journal of Econometrics	A	1
2001	Unit root tests for panel data	Journal of International Money and Finance	B	1
1999	Testing the random walk hypothesis for real exchange rates	Journal of Applied Econometrics	B	1
1998	TIME-SERIES-BASED ECONOMETRICS	Econometric Theory	B	1
1998	Testing the null of stationarity for multiple time series	Journal of Econometrics	A	2
1997	Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions.	Oxford Bulletin of Economics and Statistics	B	2
1997	Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables	Econometric Theory	B	3
1995	Testing for Cointegration in a System of Equations	Econometric Theory	B	2
1995	Sampling frequency and the power of tests for a unit root: A simulation study	Economics Letters	C	2
1994	Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series	Econometric Theory	B	1
1994	Durbin-Hausman tests for cointegration	Journal of Economic Dynamics and Control	B	1
1994	Spurious regressions and residual-based tests for cointegration when regressors are cointegrated	Journal of Econometrics	A	1
1993	Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications	Econometric Theory	B	1
1993	Testing for a unit root by frequency domain regression	Journal of Econometrics	A	2
1992	Durbin-Hausman Tests for a Unit Root.	Oxford Bulletin of Economics and Statistics	B	1
1992	Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes	Economics Letters	C	1
1992	Effects of data aggregation on the power of tests for a unit root : A simulation study	Economics Letters	C	1
1992	Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations	Journal of Econometrics	A	2
1988	Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986	Econometric Theory	B	3