In Choi

Hong Kong University of Science & Technology (HKUST) - Department of Economics

Clear Water Bay

Kowloon, Hong Kong

China

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices

Number of pages: 46 Posted: 03 Oct 2005
In Choi and Timothy K. Chue
Hong Kong University of Science & Technology (HKUST) - Department of Economics and Hong Kong Polytechnic University
Downloads 144 (232,122)
Citation 6

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Subsampling, nonstationary panel data, panel unit root, panel cointegration, cross-sectional correlation, cross-sectional cointegration, purchasing power parity, mean reversion

Subsampling Hypothesis Tests for Nonstationary Panels With Applications to Exchange Rates and Stock Prices

Journal of Applied Econometrics, Vol. 22, pp. 233-264, 2007
Posted: 20 Aug 2007
In Choi and Timothy K. Chue
Hong Kong University of Science & Technology (HKUST) - Department of Economics and Hong Kong Polytechnic University

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2.

Testing Linearity in Cointegrating Smooth Transition Regressions

Number of pages: 25 Posted: 13 Dec 2004
In Choi and Pentti Saikkonen
Hong Kong University of Science & Technology (HKUST) - Department of Economics and University of Helsinki - Department of Statistics
Downloads 12 (648,419)
Citation 3
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