Details about Chi-Young Choi

Access statistics for papers by Chi-Young Choi.

Last updated 2008-03-13. Update your information in the RePEc Author Service.

Short-id: pch322

Working Papers

2005

1. Structural Spurious Regressions and A Hausman-type Cointegration Test
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

2004

2. A Spurious Regression Approach to Estimating Structural Parameters
   Working Papers, Ohio State University, Department of Economics View citations
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations
3. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
   Econometrics, EconWPA
4. Prewhitening Bias in HAC Estimation
   Yale School of Management Working Papers, Yale School of Management
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
5. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Journal Article in Journal of Money, Credit and Banking (2006)

2001

6. The Gauss-Markov Theorem and Spurious Regressions
   Working Papers, Ohio State University, Department of Economics View citations

Journal Articles

2008

1. Robust estimation for structural spurious regressions and a Hausman-type cointegration test
   Journal of Econometrics, 2008, 142, (1), 327-351

2007

2. Heterogeneity in the persistence of relative prices: What do the Japanese cities tell us?
   Journal of the Japanese and International Economies, 2007, 21, (2), 260-286 View citations
3. How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes&quest
   Econometrics Journal, 2007, 10, (1), 82-112 View citations

2006

4. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
   Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 View citations
   See also Working Paper (2004)

2005

5. Prewhitening Bias in HAC Estimation
   Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 517-546 View citations
   See also Working Paper (2004)

2004

6. A Reexamination of Output Convergence in the U.S. States: Toward Which Level(s) are they Converging?
   Journal of Regional Science, 2004, 44, (4), 713-741
7. Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff
   Journal of International Money and Finance, 2004, 23, (7-8), 1159-1186 View citations