| Unit root tests for panel data I Choi Journal of international money and Finance 20 (2), 249-272, 2001 | 6473 | 2001 |
| Combination unit root tests for cross-sectionally correlated panels I Choi Econometric Theory and Practice: Frontiers of Analysis and Applied Research …, 2006 | 534 | 2006 |
| Testing the random walk hypothesis for real exchange rates I Choi Journal of Applied Econometrics 14 (3), 293-308, 1999 | 341 | 1999 |
| Choosing the level of significance: a decision‐theoretic approach JH Kim, I Choi Abacus 57 (1), 27-71, 2021 | 200 | 2021 |
| Cointegrating smooth transition regressions P Saikkonen, I Choi Econometric theory 20 (2), 301-340, 2004 | 175 | 2004 |
| Nonstationary panels I Choi Econometric theory 1, 511-539, 2006 | 172 | 2006 |
| Testing linearity in cointegrating smooth transition regressions I Choi, P Saikkonen The Econometrics Journal 7 (2), 341-365, 2004 | 143 | 2004 |
| Tests for nonlinear cointegration I Choi, P Saikkonen Econometric Theory 26 (3), 682-709, 2010 | 137 | 2010 |
| Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations I Choi, PCB Phillips Journal of Econometrics 51 (1-2), 113-150, 1992 | 132 | 1992 |
| Almost all about unit roots: Foundations, developments, and applications I Choi Cambridge University Press, 2015 | 124 | 2015 |
| Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices I Choi, TK Chue Journal of applied econometrics 22 (2), 233-264, 2007 | 101 | 2007 |
| Efficient estimation of factor models I Choi Econometric theory 28 (2), 274-308, 2012 | 100 | 2012 |
| Effects of data aggregation on the power of tests for a unit root: A simulation study I Choi Economics Letters 40 (4), 397-401, 1992 | 100 | 1992 |
| Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications I Choi Econometric Theory 9 (2), 263-282, 1993 | 93 | 1993 |
| Residual-based tests for the null of stationarity with applications to US macroeconomic time series I Choi Econometric Theory 10 (3-4), 720-746, 1994 | 88 | 1994 |
| A multilevel factor model: Identification, asymptotic theory and applications I Choi, D Kim, YJ Kim, NS Kwark Journal of Applied Econometrics 33 (3), 355-377, 2018 | 75 | 2018 |
| Model selection for factor analysis: Some new criteria and performance comparisons I Choi, H Jeong Econometric Reviews 38 (6), 577-596, 2019 | 62* | 2019 |
| Causal relation between interest and exchange rates in the Asian currency crisis I Choi, D Park Japan and the World Economy 20 (3), 435-452, 2008 | 54 | 2008 |
| Testing for cointegration in a system of equations I Choi, BC Ahn Econometric Theory 11 (5), 952-983, 1995 | 54 | 1995 |
| Model selection criteria for the leads-and-lags cointegrating regression I Choi, E Kurozumi Journal of Econometrics 169 (2), 224-238, 2012 | 52 | 2012 |
Peter C. B. PhillipsYale UniversityVerified email at yale.edu
