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Details about Jin Seo Cho

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Homepage:https://jinseocho.github.io/home/
Workplace:School of Economics, College of Business and Economics, Yonsei University, (more information at EDIRC)

Access statistics for papers by Jin Seo Cho.

Last updated 2023-12-16. Update your information in the RePEc Author Service.

Short-id: pch1541


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Working Papers

2023

  1. An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  2. Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  3. Forecasting the Confirmed COVID-19 Cases Using Modal Regression
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  4. Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  5. The Asymmetric Response of Dividends to Earnings News
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
    See also Journal Article The asymmetric response of dividends to earnings news, Finance Research Letters, Elsevier (2023) Downloads (2023)

2021

  1. Recent Developments of the Autoregressive Distributed Lag Modelling Framework
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (8)
    See also Journal Article Recent developments of the autoregressive distributed lag modelling framework, Journal of Economic Surveys, Wiley Blackwell (2023) Downloads View citations (1) (2023)
  2. Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
    See also Journal Article Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model, International Economics, Elsevier (2022) Downloads (2022)
  3. Testing a Constant Mean Function Using Functional Regression
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads

2020

  1. Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  2. Sequentially Estimating the Structural Equation by Power Transformation
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads

2019

  1. Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (2)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2019) Downloads View citations (2)
  2. Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (2)
  3. Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  4. Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (2)

2018

  1. Testing for the Conditional Geometric Mixture Distribution
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads

2017

  1. Directionally Differentiable Econometric Models
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (3)
    See also Journal Article DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS, Econometric Theory, Cambridge University Press (2018) Downloads View citations (6) (2018)
  2. Supplements to "Directionally Differentiable Econometric Models"
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (3)

2016

  1. Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  2. Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (1)
    See also Journal Article Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) Downloads View citations (2) (2018)
  3. Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (1)
    See also Journal Article Pythagorean generalization of testing the equality of two symmetric positive definite matrices, Journal of Econometrics, Elsevier (2018) Downloads View citations (6) (2018)
  4. Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    Also in Working papers, Yonsei University, Yonsei Economics Research Institute (2016) Downloads

    See also Journal Article Sequentially testing polynomial model hypotheses using power transforms of regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) Downloads View citations (12) (2018)
  5. Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads

2015

  1. Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  2. Minimum Distance Testing and Top Income Shares in Korea
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  3. Testing Linearity Using Power Transforms of Regressors
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (27)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) Downloads

    See also Journal Article Testing linearity using power transforms of regressors, Journal of Econometrics, Elsevier (2015) Downloads View citations (27) (2015)
  4. We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (1)

2014

  1. Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (12)
  2. Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (1)
    See also Journal Article Quantile cointegration in the autoregressive distributed-lag modeling framework, Journal of Econometrics, Elsevier (2015) Downloads View citations (125) (2015)
  3. Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (12)

2013

  1. Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (2)
  2. Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  3. Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.)
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (11)

2009

  1. Generalized Runs Test for the IID Hypothesis
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    See also Journal Article Generalized runs tests for the IID hypothesis, Journal of Econometrics, Elsevier (2011) Downloads View citations (10) (2011)
  2. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (2)
    Also in Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics (2009) Downloads
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) Downloads View citations (1)

    See also Journal Article Infinite Density at the Median and the Typical Shape of Stock Return Distributions, Journal of Business & Economic Statistics, American Statistical Association (2011) Downloads View citations (3) (2011)
  3. LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) Downloads
    Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics (2009) Downloads

    See also Journal Article LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES, Econometric Theory, Cambridge University Press (2010) Downloads View citations (2) (2010)
  4. Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    See also Journal Article Testing for unobserved heterogeneity in exponential and Weibull duration models, Journal of Econometrics, Elsevier (2010) Downloads View citations (17) (2010)
  5. Testing for a Constant Mean Function using Functional Regression
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads

Undated

  1. Testing Equality of Covariance Matrices via Pythagorean Means
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

Journal Articles

2023

  1. Recent developments of the autoregressive distributed lag modelling framework
    Journal of Economic Surveys, 2023, 37, (1), 7-32 Downloads View citations (1)
    See also Working Paper Recent Developments of the Autoregressive Distributed Lag Modelling Framework, Working papers (2021) Downloads View citations (8) (2021)
  2. The asymmetric response of dividends to earnings news
    Finance Research Letters, 2023, 54, (C) Downloads
    See also Working Paper The Asymmetric Response of Dividends to Earnings News, Working papers (2023) Downloads (2023)

2022

  1. Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
    Econometric Reviews, 2022, 41, (8), 966-984 Downloads
  2. PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES
    International Economic Review, 2022, 63, (1), 391-456 Downloads View citations (1)
  3. Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
    International Economics, 2022, 170, (C), 66-78 Downloads
    Also in International Economics, 2022, (170), 66-78 (2022) Downloads

    See also Working Paper Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model, Working papers (2021) Downloads (2021)

2021

  1. Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2021, 30, (2), 293-317 Downloads View citations (1)

2018

  1. DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS
    Econometric Theory, 2018, 34, (5), 1101-1131 Downloads View citations (6)
    See also Working Paper Directionally Differentiable Econometric Models, Working papers (2017) Downloads View citations (3) (2017)
  2. Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
    Journal of Business & Economic Statistics, 2018, 36, (3), 523-537 Downloads View citations (2)
    See also Working Paper Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea, Working papers (2016) Downloads View citations (1) (2016)
  3. Pythagorean generalization of testing the equality of two symmetric positive definite matrices
    Journal of Econometrics, 2018, 202, (1), 45-56 Downloads View citations (6)
    See also Working Paper Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices, Working papers (2016) Downloads View citations (1) (2016)
  4. Sequentially testing polynomial model hypotheses using power transforms of regressors
    Journal of Applied Econometrics, 2018, 33, (1), 141-159 Downloads View citations (12)
    See also Working Paper Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors, Cowles Foundation Discussion Papers (2016) Downloads (2016)

2015

  1. Quantile cointegration in the autoregressive distributed-lag modeling framework
    Journal of Econometrics, 2015, 188, (1), 281-300 Downloads View citations (125)
    See also Working Paper Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework, Working papers (2014) Downloads View citations (1) (2014)
  2. Testing linearity using power transforms of regressors
    Journal of Econometrics, 2015, 187, (1), 376-384 Downloads View citations (27)
    See also Working Paper Testing Linearity Using Power Transforms of Regressors, Working papers (2015) Downloads View citations (27) (2015)

2012

  1. An Alternative Proof That OLS is BLUE
    Journal of Econometric Methods, 2012, 1, (1), 107-107 Downloads
  2. Testing for the effects of omitted power transformations
    Economics Letters, 2012, 117, (1), 287-290 Downloads View citations (16)

2011

  1. Generalized runs tests for the IID hypothesis
    Journal of Econometrics, 2011, 162, (2), 326-344 Downloads View citations (10)
    See also Working Paper Generalized Runs Test for the IID Hypothesis, Discussion Paper Series (2009) Downloads (2009)
  2. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 Downloads View citations (3)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 (2011) Downloads View citations (3)

    See also Working Paper Infinite Density at the Median and the Typical Shape of Stock Return Distributions, Discussion Paper Series (2009) Downloads View citations (2) (2009)

2010

  1. LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
    Econometric Theory, 2010, 26, (3), 953-962 Downloads View citations (2)
    See also Working Paper LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities, Discussion Paper Series (2009) Downloads (2009)
  2. Testing for unobserved heterogeneity in exponential and Weibull duration models
    Journal of Econometrics, 2010, 157, (2), 458-480 Downloads View citations (17)
    See also Working Paper Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models, Discussion Paper Series (2009) Downloads (2009)

2007

  1. Testing for Regime Switching
    Econometrica, 2007, 75, (6), 1671-1720 Downloads View citations (99)

Chapters

2014

  1. Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at:http://web.yonsei.ac.kr/jinseocho/research.htm
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 491-556 Downloads
 
Page updated 2024-04-23