Hwan-sik Choi

Purdue University - Department of Consumer Sciences & Retailing

812 W. State St

West Lafayette, IN 47907

United States

http://sites.google.com/site/choihwansik/

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 21,202

in Total Papers Downloads

2,488

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Development and Validation of Credit Scoring Models

Journal of Credit Risk, Forthcoming
Number of pages: 70 Posted: 30 Jul 2008
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Cornell University - Department of Economics, Promontory Financial Group and Purdue University - Department of Consumer Sciences & Retailing
Downloads 2,268 (6,591)

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Logistic regression, CHAID, specication testing, risk management, nonparametrics, validation

2.

Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy

CAE Working Paper No. 06-09
Number of pages: 49 Posted: 19 Nov 2006
Nicholas M. Kiefer and Hwan-sik Choi
Cornell University - Department of Economics and Purdue University - Department of Consumer Sciences & Retailing
Downloads 101 (286,700)

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Kullback-Leibler Information Center (KLIC), quasi-likelihood, dynamics models, fixed-b asymptotics, bootstrap method, Monte Carlo simulation

Improving Robust Model Selection Tests for Dynamic Models

Econometrics Journal, Forthcoming
Number of pages: 34 Posted: 05 Feb 2010 Last Revised: 22 Feb 2010
Hwan-sik Choi and Nicholas M. Kiefer
Purdue University - Department of Consumer Sciences & Retailing and Cornell University - Department of Economics
Downloads 60 (393,051)

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Model Selection, Heteroskedasticity, Autocorrelation, Fixed-b Asymptotics, Bootstrap

Improving Robust Model Selection Tests for Dynamic Models

Econometrics Journal, Vol. 13, Issue 2, pp. 177-204, July 2010
Number of pages: 28 Posted: 10 May 2010
Hwan-sik Choi and Nicholas M. Kiefer
Purdue University - Department of Consumer Sciences & Retailing and Cornell University
Downloads 2 (727,728)
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4.

Model Selection Testing for Diffusion Processes with Applications to Interest Rate and Exchange Rate Models

Number of pages: 56 Posted: 24 Oct 2009
Hwan-sik Choi, Minsoo Jeong and Joon Y. Park
Purdue University - Department of Consumer Sciences & Retailing, Indiana University Bloomington - Department of Economics and Texas A&M University
Downloads 57 (397,427)

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nonnested, misspecification, diffusion, model selection, infill asymptotics, likelihood ratio, spot rate, exchange rate