WorldCat Identities

Choi, In 1958-

Overview
Works: 37 works in 55 publications in 2 languages and 207 library holdings
Roles: Author, win
Publication Timeline
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Most widely held works about In Choi
 
Most widely held works by In Choi
Almost all about unit roots : foundations, developments, and applications by In Choi( Book )

14 editions published in 2015 in English and held by 157 WorldCat member libraries worldwide

Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical book on this subject. This book is rested on this motivation and introduces the literature on unit roots in a comprehensive manner to both empirical and theoretical researchers in economics and other areas. By providing a clear, complete, and critical discussion of unit root literature, In Choi covers a wide range of topics, including uniform confidence interval construction, unit root tests allowing structural breaks, mildly explosive processes, exuberance testing, fractionally integrated processes, seasonal unit roots and panel unit root testing. Extensive, up to date, and readily accessible, this book is a comprehensive reference source on unit roots for both students and applied workers
Pakchwi = Thirst by Ch'an-uk Pak( Book )

1 edition published in 2009 in Korean and held by 8 WorldCat member libraries worldwide

Han'guk sasang ŭi sin palgyŏn by In Choi( Book )

2 editions published in 1988 in Korean and held by 7 WorldCat member libraries worldwide

Cointegrating smooth transition regressions with application to the Asian currency crisis by Pentti Saikkonen( Book )

3 editions published in 2000 in English and held by 5 WorldCat member libraries worldwide

This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be consistent and its asymptotic distribution is derived. It is found that the asymptotic distribution involves a bias under the regressor-error dependence, which implies that the non-linear least squares estimator is inefficient and unsuitable for use in hypothesis testing. Thus, this paper proposes a Gauss-Newton type estimator which uses the NLLS estimator as an initial estimator and is based on regressions augmented by leads-and-lags. Using leads-and-lags enables the Gauss-Newton estimator to eliminate the bias and have a mixture normal distribution in the limit, which makes it efficient and suitable for use in hypothesis testing. Simulation results indicate that the results obtained from the triangular array asymptotics provide reasonable approximations for the Þnite sample properties of the estimators and t-tests when sample sizes are moderately large. The cointegrating smooth transition regression model is applied to the Korean and Indonesian data from the Asian currency crisis of 1997. SigniÞcant nonlinear effects of interest rate on spot exchange rate are found to be present in the Korean data, which partially supports the interest Laffer curve hypothesis. But overall the effects of interest rate on spot exchange rate are shown to be quite negligible in both the nations
Piŏ innŭn pang( Book )

1 edition published in 1998 in Korean and held by 3 WorldCat member libraries worldwide

Minjok ŭi panghyang by In Choi( Book )

1 edition published in 1965 in Korean and held by 2 WorldCat member libraries worldwide

Minjok ŭi panghyang by In Choi( Book )

1 edition published in 1965 in Korean and held by 2 WorldCat member libraries worldwide

Sin inbon minjujuŭi by In Choi( Book )

1 edition published in 1963 in Korean and held by 1 WorldCat member library worldwide

Cheobang yak sangho jagyong gwa bujagyong imsang( Book )

1 edition published in 2017 in Korean and held by 1 WorldCat member library worldwide

Regressions for partially identified, cointegrated simultaneous equations by In Choi( Book )

1 edition published in 1997 in English and held by 1 WorldCat member library worldwide

Combination unit root tests for cross-sectionally correlated panels( )

1 edition published in 2006 in Undetermined and held by 1 WorldCat member library worldwide

Pakchwi = Thirst by Ch'an-uk Pak( Book )

1 edition published in 2009 in Korean and held by 1 WorldCat member library worldwide

Subsampling-based tests of stock-return predictability( )

1 edition published in 2006 in English and held by 1 WorldCat member library worldwide

Univariate properties of the Korean economic time series / y In Choi by In Choi( Book )

1 edition published in 1991 in English and held by 1 WorldCat member library worldwide

Testing the random walk hypothesis for real exchange rates by In Choi( )

1 edition published in 1999 in English and held by 1 WorldCat member library worldwide

Han'guk kyŏngje rŭl wihan kukche muyŏk, kŭmyung hyŏnsang ŭi olbarŭn ihae by Chu-ha Nam( Book )

1 edition published in 2012 in Korean and held by 1 WorldCat member library worldwide

Han'guk sasang ŭi sin palgyŏn by In Choi( Book )

1 edition published in 1979 in Korean and held by 1 WorldCat member library worldwide

Effects of data aggregation on the power of tests for a unit root : a simulation study by In Choi( Book )

1 edition published in 1992 in English and held by 0 WorldCat member libraries worldwide

Asymptotic distributions of the conditional nonlinear least squares estimates for noninvertible MA(1) processes by In Choi( Book )

1 edition published in 1992 in English and held by 0 WorldCat member libraries worldwide

Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes by In Choi( Book )

1 edition published in 1992 in English and held by 0 WorldCat member libraries worldwide

 
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Audience Level
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Audience level: 0.71 (from 0.50 for Pakchwi = ... to 1.00 for Asymptotic ...)

Alternative Names
Choe, In

Choe, In 1958-

Choi, I. 1958-

Choi, In

Choi, In 1958-

In Choi.

In, Choi 1958-

In Choi economist (Sogang University)

In Choi Wirtschaftswissenschaftler/in (Sogang University)

崔仁

Languages
English (24)

Korean (14)