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6 Quasi maximum likelihood, indirect inference and bias-corrected pooled least squares estimators for dynamic panels with short T 파일다운로드 파일다운로드
5 Canonical Correlation-based Model Selection for the Multilevel Factors 파일다운로드
4 Choosing the Level of Significance: A Decision-theoretic Approach, forthcoming in Abacus 파일다운로드
3 Differencing versus Non-Differencing in Factor-Based Forecasting (2018), forthcoming, Journal of Applied Econometrics. 파일다운로드 파일다운로드
2 Unit root tests for dependent micropanels, published in the Japanese Economic Review 파일다운로드 파일다운로드
1 A Multilevel Factor Model: Identification, Asymptotic Theory and Applications, published in the Journal of Applied Econometrics 파일다운로드 파일다운로드


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