Chi‐Young Choi

Economics and Econometrics · 2005–2007

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Chi‐Young Choi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jerry A. Hausman
  2. Serena Ng
  3. Pierre Perron
  4. Jushan Bai
  5. R. Jong

Who trusts Chi‐Young Choi overall

  1. Russell Smyth *

Papers from Chi‐Young Choi's perspective

Ordered by how strongly the researchers Chi‐Young Choi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Specification tests in econometrics
  2. THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I (Econometric Theory)
  3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  4. Trends and random walks in macroeconmic time series: Some evidence and implications
  5. Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak (Review of Economics and Statistics)
  6. Generalized autoregressive conditional heteroskedasticity
  7. Estimating the Dimension of a Model
  8. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large
  9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  10. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS

Their papers