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Details about Jin Seo Cho

E-mail:
Homepage:http://web.yonsei.ac.kr/jinseocho
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 2020-03-29. Update your information in the RePEc Author Service.

Short-id: pch1541


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Working Papers

2020

  1. 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
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Working papers, Yonsei University, Yonsei Economics Research Institute (2019) Downloads
  2. Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
  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

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 (2)
    See also Journal Article in Econometric Theory (2018)
  2. Supplements to "Directionally Differentiable Econometric Models"
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads View citations (2)

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
  3. Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads
    See also Journal Article in Journal of Econometrics (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 in Journal of Applied Econometrics (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 (9)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) Downloads

    See also Journal Article in Journal of Econometrics (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 (4)
  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 in Journal of Econometrics (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 (4)

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
  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 (9)

2009

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

    See also Journal Article in Journal of Business & Economic Statistics (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

    See also Journal Article in Econometric Theory (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 in Journal of Econometrics (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

2018

  1. DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS
    Econometric Theory, 2018, 34, (5), 1101-1131 Downloads
    See also Working Paper (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
  3. Pythagorean generalization of testing the equality of two symmetric positive definite matrices
    Journal of Econometrics, 2018, 202, (1), 45-56 Downloads View citations (2)
    See also Working Paper (2016)
  4. Sequentially testing polynomial model hypotheses using power transforms of regressors
    Journal of Applied Econometrics, 2018, 33, (1), 141-159 Downloads View citations (7)
    See also Working Paper (2016)

2015

  1. Quantile cointegration in the autoregressive distributed-lag modeling framework
    Journal of Econometrics, 2015, 188, (1), 281-300 Downloads View citations (16)
    See also Working Paper (2014)
  2. Testing linearity using power transforms of regressors
    Journal of Econometrics, 2015, 187, (1), 376-384 Downloads View citations (9)
    See also Working Paper (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 (10)

2011

  1. Generalized runs tests for the IID hypothesis
    Journal of Econometrics, 2011, 162, (2), 326-344 Downloads View citations (5)
    See also Working Paper (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 (2)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 (2011) Downloads View citations (2)

    See also Working Paper (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 (2009)
  2. Testing for unobserved heterogeneity in exponential and Weibull duration models
    Journal of Econometrics, 2010, 157, (2), 458-480 Downloads View citations (11)
    See also Working Paper (2009)

2007

  1. Testing for Regime Switching
    Econometrica, 2007, 75, (6), 1671-1720 Downloads View citations (67)

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 2020-03-31