In Choi
Economics and Econometrics · 2001–2018
A researcher in the Science corpus: 9 papers; trusts 24 researchers and is trusted by 251 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 67 citations into it; #128 of 23,481 by trust here, #851 by citations
- Finance — 28 citations into it; #77 of 10,518 by trust here, #429 by citations
- Statistics and Probability — 12 citations into it; #6,234 of 12,932 by trust here, #7,914 by citations
- Management Science and Operations Research — 6 citations into it
Whom In Choi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yoosoon Chang
- Jushan Bai
- M. Forni
- Serena Ng
- Gary Chamberlain
- Gregory Connor
- George Kapetanios
- Marc Hallin
- K. Patterson
- James H. Stock
Who trusts In Choi overall
- Jushan Bai
- Martin Wagner
- Christopher F. Baum
- Paolo Saona
- Laura Barbieri
- J. Breitung
- James B. Ang
- Christophe Hurlin
- Songul Kakilli Acaravci
- Xuejiao Ma
Papers from In Choi's perspective
Ordered by how strongly the researchers In Choi trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in Approximate Factor Models
- Inferential Theory for Factor Models of Large Dimensions
- Are more data always better for factor analysis
- Unit root tests in panel data: asymptotic and finite-sample properties
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Monetary Policy in a Data-Rich Environment
- Eigenvalue Ratio Test for the Number of Factors
- Forecasting Using Principal Components From a Large Number of Predictors
- Testing For A Unit Root In Panels With Dynamic Factors
Their papers
- Unit root tests for panel data (2001) — 4,075 citations
- Econometric Theory and Practice: Combination Unit Root Tests for Cross-Sectionally Correlated Panels (2006) — 298 citations
- EFFICIENT ESTIMATION OF FACTOR MODELS (2011) — 81 citations
- Testing Linearity in Cointegrating Smooth Transition Regressions (2004) — 97 citations
- TESTS FOR NONLINEAR COINTEGRATION (2009) — 92 citations
- COINTEGRATING SMOOTH TRANSITION REGRESSIONS (2004) — 123 citations
- A multilevel factor model: Identification, asymptotic theory and applications (2018) — 54 citations
- Almost All about Unit Roots: Foundations, Developments, and Applications (2015) — 47 citations
- ECONOMETRICS (2002) — 1,317 citations