| Vine copula specifications for stationary multivariate Markov chains BK Beare, J Seo Journal of Time Series Analysis 36 (2), 228-246, 2015 | 57 | 2015 |
| Cointegrated linear processes in Hilbert space BK Beare, J Seo, WK Seo Journal of Time Series Analysis 38 (6), 1010-1027, 2017 | 39 | 2017 |
| Time irreversible copula-based Markov models BK Beare, J Seo Econometric Theory 30 (5), 923-960, 2014 | 28 | 2014 |
| A projection framework for testing shape restrictions that form convex cones Z Fang, J Seo Econometrica 89 (5), 2439-2458, 2021 | 13 | 2021 |
| Tests of stochastic monotonicity with improved power J Seo Journal of Econometrics 207 (1), 53-70, 2018 | 13 | 2018 |
| Tests of stochastic monotonicity with improved size and power properties J Seo Working paper, 2015 | 10 | 2015 |
| Randomization tests for equality in dependence structure J Seo Journal of Business & Economic Statistics 39 (4), 1026-1037, 2021 | 6 | 2021 |
| Randomization tests of copula symmetry BK Beare, J Seo Econometric Theory 36 (6), 1025-1063, 2020 | 6 | 2020 |
| Copula-based redundancy analysis JY Choi, J Seo Multivariate Behavioral Research 57 (6), 1007-1026, 2022 | 5 | 2022 |
| Parametric conditional mean inference with functional data applied to lifetime income curves JS Cho, PCB Phillips, J Seo International Economic Review 63 (1), 391-456, 2022 | 4 | 2022 |
| A general framework for inference on shape restrictions Z Fang, J Seo Unpublished manuscript, Texas A&M University. Available at, 2019 | 3 | 2019 |
| Functional data inference in a parametric quantile model applied to lifetime income curves JS Cho, PCB Phillips, J Seo Yonsei University, Yonsei Economics Research Institute Working papers, 2023 | 1 | 2023 |
| Stochastic arbitrage with market index options BK Beare, J Seo arXiv preprint arXiv:2207.00949, 2022 | 1 | 2022 |
| Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves JS Cho, PC Phillips, JW Seo Yonsei University, Yonsei Economics Research Institute Working papers, 2019 | 1 | 2019 |
| Quasi-Randomization Tests of Copula Symmetry BK Beare, J Seo Preprint, University of California San Diego.[1031], 2017 | 1 | 2017 |
| Tie-Break Bootstrap for Nonparametric Rank Statistics J Seo Journal of Business & Economic Statistics, 1-13, 2023 | | 2023 |
| Corrigendum to ‘Vine copula specifications for stationary multivariate Markov chains’ by BK Beare and J. Seo BK Beare, J Seo | | 2018 |
| Parametric Inference on the Mean of Functional Data J CHO, J SEO | | |
