VITAE
IN CHOI

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E-mail inchoi@gmail.com
Phone 822-705-8773

Present Positions

  • Professor, Department of Economics, Sogang University, Seoul (September, 2007 - Present)

Previous Regular Positions

  • Professor, Department of Economics, Hong Kong University of Science and Technology (July, 2005 - June, 2009)
  • Acting Head, Department of Economics, Hong Kong University of Science and Technology (January, 2006 - March, 2007)
  • Associate Professor, Department of Economics, Hong Kong University of Science and Technology (September, 1999 - June, 2005) 
  • Head, Department of Economics, Kookmin University, Seoul (1996 - 1997)
  • Assistant and Associate Professor, Department of Economics, Kookmin University, Seoul (September, 1993 - December, 2001)
  • Assistant Professor, Department of Economics, The Ohio State University (October, 1989 - June, 1994).
  • Officer, R.O.K. Navy (April, 1981 - July 1984).

Visiting Positions

  • Visiting Professor, Department of Economics, Syracuse University, USA (September, 2012 - October, 2012)
  • Visiting Professor, Department of Economics, University of Texas, Austin, USA (January, 2012 - March, 2012)
  • Visiting Professor, Department of Economics, Tufts University, USA (June, 2012 - August, 2012)
  • Visiting Professor, Department of Economics, University of Bonn, Germany (June, 2011 -August, 2011)
  • Visiting Professor, Business School, University of Leeds, UK (June, 2010 -August, 2010)
  • Visiting Associate Professor, Department of Economics, Yale University (September, 2000 - May, 2001)
  • Visiting Associate Professor, Department of Economics, University of Southern California (September, 1999 - May, 2000)
  • Visiting Scholar, Korean Development Institute (July, 1991 - August, 1991).

Research Interest

  • Time series, simultaneous equations model, panel data analysis, resampling methods, factor models, exchange rates dynamics, forecasting inflation

Degrees

  • Ph.D. in Economics, Yale University (May, 1990)
  • B.A. in Economics with Honors, Seoul National University (February, 1981)

Teaching Experience

  • Sogang University: Introduction to Econometrics (UG, G), Financial Times Series (UG), Mathematical Statistics (G), Principles of Economics (UG)
  • Hong Kong University of Science and Technology: Time Series Econometrics (G, UG), Introduction to Econometrics (UG), Applied Econometrics (G), Forecasting Foreign Exchange Rates (G)
  • Hitotsubashi University: Special Lectures on Time Series Analysis (G; 2010, 2007)
  • University of Bonn: Special Lectures on Time Series Analysis (G; 2011)
  • Yale: Econometrics and Data Analysis (UG)
  • USC: Economic and Financial Time Series (G), Statistics for Economists (UG)
  • Kookmin University: Introduction to Econometrics (G, UG), Statistics (G, UG), Principles of Economics (UG)
  • Ohio State University: Advanced Econometrics (G), Time Series Econometrics (G), Introduction to Econometrics (G), Money and Banking (UG)

Awards and Honors

  • Dasan Econimics Award (The Korea Economic Daily, 2016)
  • Vice Prime Minister of Education's Award for Excellence in Research (2016)
  • Fellow, Journal of Econometrics (since 2005)
  • Dean’s Recognition of Excellent Teaching Performance (2002, 2004, 2005)
  • Plura Scripsit Award (Econometric Theory, 2005)
  • Multa Scripsit Award (Econometric Theory, 1997)
  • Chongram Award (Korean Economic Association, 1996)
  • Yale University Fellowship (1984 - 1988)

Worldwide Econometric Theory Productivity Ranking

  • 18th (cf. B. Baltagi, 2007, "Worldwide Econometrics Rankings: 1989-2005," Econometric Theory, 23, 952-1012, Table 4.)

Publications

    Papers in Refereed Journals

  1. Choi, I. (2017) "Efficient Estimation of Nonstationary Factor Models," Journal of Statistical Planning and Inference 183, 18-43.
  2. Choi, I. (2013) "Spurious Fixed Effects Regression," Oxford Bulletin of Economics and Statistics 75, 297-306.
  3. Choi, I and S. Hwang (2012) "Forecasting Korean Inflation," Applied Korean Economics (응용경제) 14, No. 3, 133-169.
  4. Choi, I. and Kurozumi, E. (2012) "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," Journal of Econometrics 169, 224-238.
  5. Choi, I. (2012) "Efficient Estimation of Factor Models," Econometric Theory 28, 274-308.
  6. Choi, I., J. Kim and J. Nahm (2010) "Market Structure and its Price Effect in the Korean Cable TV Industry," Kyong Je Hak Yon Gu (경제학연구), 58, No. 4, 75-98 (in Korean).
  7. Choi, I and Pentti Saikkonen (2010) "Tests for Nonlinear Cointegration," Econometric Theory 26, 682-709.
  8. Choi, I. (2009) "Improving Empirical Size of the KPSS Test of Stationarity," Journal of Economic Theory and Econometric 20, 1-14.
  9. Choi, I. and D. Park (2008), "Causal Relation Between Interest and Exchange Rates in the Asian Currency Crisis," Japan and the World Economy 20, 435-452.
  10. Choi, I. and T. Chue (2007), "Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices," Journal of Applied Econometrics 22, 233-264.
  11. Choi, I. (2005a) "Inconsistency of Bootstrap for Nonstationary, Vector Autoregressive Processes," Statistics and Probability Letters 75, 39-48.
  12. Choi, I. (2005b) "Subsampling Vector Autoregressive Tests of Linear Constraints," Journal of Econometrics 124, 55-89.
  13. Choi, I. and P. Saikkonnen (2004) "Testing Linearity in Cointegrating Smooth Transition Regressions," Econometrics Journal 7, 341-365.
  14. Saikkonnen, P. and I. Choi (2004) "Cointegrating Smooth Transition Regressions," Econometric Theory 20, 301-340.
  15. Choi, I. (2002a) "Instrumental Variables Estimation of a Nearly Nonstationary, Heterogeneous Error Component Model," Journal of Econometrics 109, 1-32.
  16. Choi, I. (2002b) "Structural Changes and Seemingly Unidentified Structural Equations," Econometric Theory 18, 744-775.
  17. Choi, I. (2001) "Unit Root Tests for Panel Data," Journal of International Money and Finance 20, 249-272. (Download ranking #3 among the 2001 JIMF papers; programmed in EViews.)
  18. Choi, I. (1999) "Testing the Random Walk Hypothesis for Real Exchange Rates," Journal of Applied Econometrics 14, 293-308.
  19. Choi, I. and B. C. Ahn (1999) "Testing the Null of Stationarity for Multiple Time Series," Journal of Econometrics 88, 41-77. (Download ranking #4 among the 1999 JOE papers.)
  20. Choi, I. and D.K. Park (1999) "Monetary Policies and Exchanges Rates in the Asian Currency Crisis," Journal of Korean Economic Analysis (한국경제의 분석) 5, 63-119 (in Korean).
  21. Choi, I., J. Park and B. Yu (1997) "CCR Estimation and Testing for Cointegration in the Presence of I(1) and I(2) Variables," Econometric Theory 13, 850-876.
  22. Choi, I. and N. Mark (1997) "Frequency Domain Tests for Residual Serial Correlation in Cointegrating Regressions," Oxford Bulletin of Economics and Statistics 59, 549-562.
  23. Choi, I. (1997) "Are Korean Real Exchange Rates Random Walks?," Kukje Kyungje Yongu (국제경제연구) 3, 251-263 (in Korean).
  24. Choi, I. and B. Yu (1997) "A General Framework for Testing I(m) against I(m+k)," Journal of Economic Theory and Econometrics 3, 103-138.
  25. Choi, I. and B.C. Ahn (1995) "Testing for Cointegration in a System of Equations," Econometric Theory 11, 952-983.
  26. Choi, I. and B.S. Chung (1995) "Sampling Frequency and the Power of Unit Root Tests: A Simulation Study," Economics Letters 49, 131-136.
  27. Choi, I., M.-K. Kim and B.H. Kim (1995) "The Effect of Real-Name Based Financial Transactions on the Variance of Unexpected Earning and the Earning Response Coefficient," Korean Journal of Financial Management (재무관리연구) 12 (1995): 263-284 (in Korean).
  28. Choi, I. (1994a) "Residual Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series," Econometric Theory 10, 720-746.
  29. Choi, I. (1994b) "Durbin-Hausman Tests for Cointegration," Journal of Economic Dynamics and Control 18, 467-480.
  30. Choi, I. (1994c) "Spurious Regressions and Residual-based Tests for Cointegration When Regressors Are Cointegrated," Journal of Econometrics 60, 313-320.
  31. Choi, I. (1994d) "Univariate Properties of Korean Economic Time Series," Korean Economic Review 9, 201-232.
  32. Choi, I. (1994e) "Statistical Inference on an MA Unit Root," Journal of the Korean Econometric Society 5, 105-126.
  33. Choi, I. and P.C.B. Phillips (1993a) "Testing for a Unit Root by Frequency Domain Regression," Journal of Econometrics 59, 263-286.
  34. Choi, I. (1993b) "Asymptotic Normality of the Least Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications," Econometric Theory 9, 261-280.
  35. Choi, I. (1992a) "Effects of Data Aggregation on the Power of Tests for a Unit Root: A simulation Study," Economics Letters 40, 397-401.
  36. Choi, I. (1992b) "Asymptotic Normality of the Instrumental Variable Estimates for ARIMA(p,m.q) processes," Economics Letters 40, 147-153.
  37. Choi, I. (1992c) "Durbin-Hausman Tests for a Unit Root," Oxford Bulletin of Economics and Statistics 46 [Special Issue for "Testing Integration and Cointegration"], 289-304.
  38. Choi, I. and P.C.B. Phillips (1992d) "Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations," Journal of Econometrics 51, 113-150.
  39. Choi, I., P.C.B. Phillips and P.Z. Schozet (1988) "Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publication over the Period 1980-86," Econometric Theory 4, 1-34.
  40. Book Chapters

  41. Choi, I. (2015) "Panel Cointegration," Oxford Handbook of Panel Data Econometrics 46-75, Oxford University Press.
  42. Breitung, J. and I. Choi (2013) "Factor Models," Handbook of Research Methods and Applications in Empirical Macroeconomics, 249-265, Edward Elgar.
  43. Choi, I. (2012b) "Panel Unit Roots," Econometric Analysis: Theory and Applications (계량경제분석: 이론과 응용), 85-113. Muyok: Seoul (in Korean).
  44. Choi, I. (2012c) "Introduction," Understanding International Trade and Finance for the Korean Economy (한국경제를 위한 국제무역 금융현상의 올바른 이해), 1-13. Haenam: Seoul (in Korean).
  45. Choi, I. (2006a) "Nonstationary Panels," Palgrave Handbooks of Econometrics, Vol. 1, 511-539. Palgrave Macmillan: New York.
  46. Choi, I. (2006b) "Unit Root Tests for Cross-Sectionally Correlated Panels," Econometric Theory and Practice: Frontiers of Analysis and Applied Research, 311-333, Cambridge University Press.
  47. Research Reports to Governments and Law Firms

  48. Choi, I., J. Nahm and J. Kim (2009) Evaluating the impact of mergers in the cable television industry and proposals for regulations (케이블 TV 산업구조의 가격효과) (in Korean; submitted to the Government of Korea)
  49. Choi, I. (2010) Comments on the report by T.H. Kim and J.W. Jeong and the appraisal report by Y.J. Whang (김태환ㆍ정진욱 검토의견서 및 황윤재 감정보고서에 대한 검토의견) (in Korean; submitted to Yoon & Yang)
  50. Books

  51. Choi, I. (2015) Almost All about Unit Roots: Foundations, Developments and Applications, Cambridge University Press.
  52. Choi, I. (1998) Econometrics (계량경제학), Yonamsa: Seoul (in Korean).
  53. Book Reviews and Comments

  54. Book Review on F. Hayashi's (2000) Econometrics, Econometric Theory, 18 (2002), 1000-1006.
  55. Comments on ''The Predictability of Won/Dollar Exchange Rates Using Information in the Offshore NDF Market'' by H. Park and C.-Y. Song, Journal of Korean Economic Analysis (한국경제의 분석) 5 (1999) No. 2: 178-179 (in Korean)
  56. Comments on ''Nonstationary Data Analysis: Theory and Its Applications'' by J. Park, Journal of Korean Economic Analysis (한국경제의 분석) 4 (1998) No. 2: 129-132 (in Korean).
  57. Book Review on M. Hatanaka's (1996) Time-Series-Based-Econometrics, Econometric Theory 14 (1998): 375-378.
  58. Comments on ''Rent Deposits and Expected Appreciation of Apartment Units in Seoul'' by J.-I. Kim, E. Y. Song and W. Rhee, Journal of Korean Economic Analysis (한국경제의 분석) 4 (1998) No. 1: 101-104 (in Korean).
  59. Interviews

  60. Choi, I. and E. Kurozumi (2014) "The ET Interview: Professor Katsuto Tanaka," Econometric Theory 30, 474-490.
  61. Choi, I. and C.-M. Kuan (2012) "The ET Interview: Professor Cheng Hsiao," Econometric Theory 28, 1351-1372.
  62. Problems and Solutions

  63. Asymptotic Local Power of Wald Tests for Transformed and Untransformed Autoregressive Processes. Problems and Solution Section of Econometric Theory 11 (1995): 400.
  64. Inefficiency of the Method of Moments Estimate for Noninvertible MA(1) Processes. Problems and Solution Section of Econometric Theory 9 (1993): 583.
  65. Comparison of GLS and OLS for Linear Regression Model with Noninvertible MA(1) Errors. Problems and Solution Section of Econometric Theory 8 (1992): 583.
  66. Testing Causality in an Autoregression with Cointegrated Regressors. Problems and Solutions Section of Econometric Theory 8 (1992): 156-157.

    Working Papers

  1. Unit Root Tests for Dependent and Heterogeneous Micro-panels (January, 2014)
  2. Model Selection for Factor Analysis: Some New Criteria and Performance Comparison (December, 2012)                            
  3. (With Timothy K. Chue) Subsampling-Based Tests of Stock Return Predictability (March, 2006)
  4. (With Pu Chen and Chihying Hsiao) Subsampling Tests for Vector Autoregressive Processes under Infinite Variance (December, 2005)
  5. Cointegration Tests for Cross-Sectionally Correlated Panels with Nearly I(1) Regressors (May, 2003)
  6. Durbin-Wu-Hausman Test for Nearly Nonstationary Panels (April, 2001)
  7. Instrumental Variables Estimation of a Nearly Nonstationary Error Component Model with a Linear Time Trend (March, 2001)
  8. Asymptotic Analysis of a Nonstationary Error Component Model (July, 1998; Unpublished)
  9. (With P.C.B. Phillips) Regressions for Partially Identified, Cointegrated Simultaneous Equations (February, 1997)
  10. Asymptotic Distributions of the Conditional Nonlinear Least Squares Estimates for Stationary, Noninvertible ARMA Processes (October, 1992).
  11. Asymptotic Theory for Noninvertible MA(1) processes (December, 1991).
  12. Testing for a Unit Root in ARIMA(p,1,q) Models by the Generalized Least Squares Method (October, 1990).
  13. Most U.S. Macro Variables Do Not Have Unit Roots: Nelson and Plosser's (1982) Results Reconsidered (September, 1989).

    Work in Progress

  1. Asymptotic Econometrics (book)   
  2. Seasonal Factor Models

Professional Activities

  • Principal Investigator, Economic Perspectives on Climate Change, Sogang Research Foundation, 2011-2013.
  • Co-Chair of the Organizing Committee, 2012, Hitotsubashi-Sogang Conference on Econometrics.
  • Member of the Screening Committee for the Journal of Business and Economic Statistics (published by the American Statistical Association; January, 2013?present).
  • Associate Editor for the Journal of Business and Economic Statistics (published by the American Statistical Association; January, 2007?present).
  • Member of the Programme Committee for the 2008 Far Eastern Meeting of Econometric Society.
  • Member of the Scientific Committee for the Symposium on Econometric Theory and Applications (2007?2011).
  • Member of the Organizing Committee for All China Economics International Conference (2006?2007)
  • Chair of the Organizing Committee, Third Symposium on Econometric Theory and Applications, April, 2007, Hong Kong.
  • Former Associate Editor for Asia-Pacific Economic Review (Cambridge University Press), Eurasian Review of Econometrics (published by Econometric Research Association, Turkey), Journal of Economic Research (Asia-Pacific Economic Association), Korean Economic Review (Korean Economic Association) and the Journal of Economic Theory and Econometrics (Korean Econometric Society).
  • Referee for Annals of Statistics, Asia-Pacific Economic Review, Econometrica, Econometric Review, Econometrics Journal, Econometric Theory, Economics Letters, Japan and the World Economy, Journal of Applied Econometrics, Journal of Econometrics, Journal of Economic Dynamics and Control, Journal of Economic Research, Journal of Economic Theory and Econometrics, Journal of Money, Credit and Banking, Journal of Business and Economic Statistics, Journal of International Money and Finance, International Economic Journal, International Economic Review, Korean Economic Review, Oxford Bulletin of Economics and Statistics, Oxford Economic Papers, Pacific-Basin Finance Journal, Review of Economic Studies, Statistical Papers.
  • Reviewer for National Science Foundation (USA), Research Grants Council (Hong Kong), Korea Research Foundation, Marsden Fund Full Research Proposal (New Zealand).

Research Grants

  1. Sogang Research Foundation, 2011-2013, Economic Perspectives on Climate Change
  2. National Research Foundation of Korea, 2012, Joint Seminar under the Korean-Japan Basic Scientific Cooperation Program for FY2012
  3. National Research Foundation of Korea (Project # 201033023.01), 2010 ? 2015, Almost All About Unit Roots and Cointegration.
  4. Research Grant Council, Hong Kong (Project # 641207), 2007, Efficient Estimation and Model Selection for Factor Models.
  5. HKUST (SBI06/07.BM02), 2006, Akaike Information Criterion for Factor Models
  6. HKUST (DAG05/06.BM14), 2005, Nonlinear, Nonstationary Panel Data Analysis
  7. Research Grant Council, Hong Kong (HKUST6223/03H.2004), 2003, A Subsampling Approach to Inferential Problems in Econometrics.
  8. HKUST (DAG02/03.BM18), 2002, Subsampling Vector Autoregressive Tests of Causality.
  9. HKUST (DAG01/02.BM63), 2002, Cointegration Tests for Cross-Sectionally Correlated Panels with Nearly-I(1) Regressors.
  10. Korea Research Foundation (1999-013-000422), 1999, Instrumental Variables Estimation of a Nearly Nonstationary Error Component Model.
  11. Korea Research Foundation (1998-001-C00356), 1998, Asymptotic Analysis of a Nonstationary Error Component Model with a Linear Time Trend.
  12. Korea Research Foundation, 1997, Meta Analysis of Unit Roots.
  13. Korea Research Foundation, 1996, Regressions for Partially Identified, Cointegrated Simultaneous Equations.
  14. Korea Sanhak Foundation, 1995, Testing for Mean-Reversion in Real Exchange Rates.
  15. Korea Research Foundation, 1994, Testing for Cointegration in the Presence of I(2) Variables.
  16. Ohio State University Summer Research Grant, 1992, Asymptotic Distributions of the Conditional Nonlinear Least Squares Estimates for Stationary, Noninvertible ARMA Processes

University Service

  1. Director, Sogang Research Institute of Market Economy (2011-2012)
  2. Chair, Department Recruiting Committee (2008, 2009)
  3. Acting Head of Department (2006)
  4. Chair, Department Recruiting Committee (2003/2004)
  5. Chair, Department Seminar Committee (2002/2003, 2005/2006)
  6. Chair, Department Research Committee (2005/2006)
  7. Member, School MBA Committee (2005/2006)
  8. Member, School Appointment and Substantiation Committee (2005/2006, 2006/2007)
  9. Member, School Research Committee (2005/2006)
  10. Member, Library Search Committee (July, 2006)
  11. Member, University Senate (2005/2006)
  12. Head of Department (1996-1997)

Invited Paper Presentations

  1. Thailand Econometric Society, Chiang Mai University (January 7, 2015)
  2. Hitotsubashi-Sogang Conference on Econometrics (December 13, 2014)
  3. Econometrics Seminar, Syracuse University (September 9, 2014)
  4. Econometrics Seminar, University of Texas, Dallas (February 28, 2014)
  5. Texas Econometrics Camp (February 22, 2014)
  6. Econometrics Seminar, Rice University, (February 13, 2014)
  7. Workshop in Panel Data and Time Series Econometrics, Maastricht University (June, 2011)
  8. Workshop in Econometrics, Goethe University (June, 2011)
  9. Thailand Econometric Society Meeting, January, 2011 (Chiang Mai, Thailand)
  10. Conference in honor of Professor Katsuto Tanaka, November, 2010 (Tokyo, Japan
  11. Korean Economic Association, February, 2010
  12. Hitotsubashi Conference, November, 2007 (Tokyo, Japan)
  13. Recent Advances in Econometric Methods and Applications, Nanyang Technological University, January, 2007 (Singapore)
  14. Lectures on time series, Hitotsubashi University, March, 2006 (Tokyo, Japan)
  15. The 2005 International Symposium on Econometrics Development, April, 2005 (Beijing, PRC)
  16. Academia Sinica, March, 2005 (Taipei, Taiwan)
  17. 2004 Taipei Conference on Macroeconomics and Development, December, 2004 (Taipei, Taiwan)
  18. Joint Statistical Meetings, August, 2003 (San Francisco)
  19. Hong Kong Baptist University, May, 2001 (Hong Kong)
  20. Hitotsubashi Conference in Econometrics, August, 1995 (Tokyo, Japan)

Other Paper Presentations

  1. Tsinghua International Conference in Econometrics 2013, June 17, 2013 (Beijing, China)
  2. The 18 the Panel Data Conference, July, 2012 (Paris, France)
  3. Korean Economic Association, February, 2011
  4. Far Eastern Econometric Society Meeting, July, 2008 (Singapore)
  5. Conference in honor of Peter C.B. Phillips, July, 2008 (Singapore)
  6. Boston College Econometrics Seminar, August, 2007 (Boston)
  7. Korean Econometric Study Group Meeting, June, 2007 (Seoul).
  8. The Third Symposium on Econometric Theory and Applications, April, 2007 (Hong Kong)
  9. Southeast Asian Econometric Society Meeting, December, 2006 (Chennai, India)
  10. The 13th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, March, 2005 (London, UK)
  11. Far Eastern Econometric Society Meeting, July, 2004 (Seoul, Korea)
  12. The 11th Panel Data Conference, June, 2004 (College Station)
  13. Bernouille Society Meeting, December, 2003 (Hong Kong)
  14. Chinese University of Hong Kong, November, 2002 (Hong Kong)
  15. European Econometric Society Meeting, August, 2002 (Venice, Italy)
  16. Australasian Econometric Society Meeting, July, 2002 (Brisbane, Australia)
  17. Far Eastern Econometric Society Meeting, July, 2001 (Kobe, Japan)
  18. Hong Kong University of Science and Technology, May, 2001 (Hong Kong).
  19. Yale Econometrics Seminar, March, 2001 (New Haven, Connecticut).
  20. UCLA Econometrics Seminar, May, 2000 (LA, California).
  21. UC at Riverside Econometrics Seminar, March, 2000 (Riverside, California).
  22. ASU Econometrics Seminar, March, 2000 (Phoenix, Arizona).
  23. Cowles Conference, October, 1999 (New Haven, Connecticut)
  24. USC Econometrics Seminar, September, 1999 (LA, California)
  25. Korean Econometric Study Group Meeting, May, 1998 (Chuncheon, Korea)
  26. Donga University, March, 1998 (Busan, Korea)
  27. Korean Econometric Society Meeting, November, 1997 (Seoul, Korea)
  28. Korea International Economic Association Conference, November, 1997 (Seoul, Korea)
  29. The First Meeting of the New Zealand Econometric Study Group, February, 1997 (Auckland, New Zealand)
  30. The Korean Econometric Society Meeting, December, 1996 (Seoul, Korea)
  31. The 7th World Congress, August, 1995 (Tokyo, Japan)
  32. Korean Econometric Society Meeting, December, 1993 (Seoul, Korea)
  33. Yale-NSF Conference on Trending Multiple Time Series, October, 1993 (New Haven, Connecticut)
  34. Far Eastern Econometric Society Meeting, June, 1993 (Taipei, Taiwan)
  35. Midwest Econometrics Group, September, 1992 (Minneapolis, Minnesota)
  36. Midwest Econometrics Group, September, 1991 (South Bend, Indiana)
  37. Korean Econometric Society Meeting, August, 1991 (Seoul, Korea)
  38. Far Eastern Econometric Society Meeting, June, 1991 (Seoul, Korea)
  39. ASSA Meeting, Dec., 1990 (Washington, D. C.)
  40. The 6th World Congress of the Econometric Society Meeting, Aug., 1990 (Barcelona, Spain)