Kyung So Im

Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 15K citations · Full text

Social Sciences, Economics, Causal Inference +9

Testing for Unit Roots in Heterogeneous Panels

M.H. Pasaran, Kyung So Im, Yongcheol Shin · RePEc: Research Papers in Economics · 1995 · 577 citations

Social Sciences, Economics, Causal Inference +9

More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares

Kyung So Im, Peter Schmidt · Journal of Econometrics · 2008 · 142 citations

Social Sciences, Business Economics, Econometrics +12

On the Panel Unit Root Tests Using Nonlinear Instrumental Variables

Kyung So Im, M. Hashem Pesaran · SSRN Electronic Journal · 2003 · 88 citations · Full text

Social Sciences, Economics, Econometrics +15

Efficient estimation of panel data models with strictly exogenous explanatory variables

Kyung So Im, Seung C. Ahn, Peter Schmidt et al. · Journal of Econometrics · 1999 · 81 citations

Social Sciences, Economics, Causal Inference +15