Jin Seo Cho
Jin Seo Cho
Verified email at yonsei.ac.kr - Homepage
Title
Cited by
Cited by
Year
Testing for regime switching
JS Cho, H White
Econometrica 75 (6), 1671-1720, 2007
1732007
Quantile cointegration in the autoregressive distributed-lag modelling framework
JS Cho, TH Kim, Y Shin
Journal of Econometrics 188 (1), 281-300, 2015
1072015
Testing for unobserved heterogeneity in exponential and Weibull duration models
JS Cho, H White
Journal of Econometrics 157 (2), 458-480, 2010
362010
Testing linearity using power transforms of regressors
YI Baek, JS Cho, PCB Phillips
Journal of Econometrics 187 (1), 376-384, 2015
342015
Revisiting tests for neglected nonlinearity using artificial neural networks
JS Cho, I Ishida, H White
Neural Computation 23 (5), 1133-1186, 2011
242011
Generalized runs tests for the IID hypothesis
JS Cho, H White
Journal of Econometrics 162 (2), 326-344, 2011
222011
Sequentially testing polynomial model hypotheses using power transforms of regressors
JS Cho, PCB Phillips
Journal of Applied Economietrics 33, 141-159, 2018
212018
Testing for the effects of omitted power transformations
JS Cho, I Ishida
Economics Letters 117 (1), 287-290, 2012
202012
Experience with the weighted bootstrap in testing for unobserved heterogeneity in exponential and Weibull duration models
JS Cho, T Cheong, H White
Journal of Economic Theory and Econometrics 22 (2), 60-91, 2011
172011
Testing the equality of two positive-definite matrices with application to information matrix testing
JS Cho, H White
Essays in Honor of Peter CB Phillips, 491-556, 2014
142014
Testing correct model specification using extreme learning machines
JS Cho, H White
Neurocomputing 74 (16), 2552-2565, 2011
142011
Directionally differentiable econometric models
J Cho, H White
Econometric Theory, 1-31, 2017
132017
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
J CHO, PCB PHILLIPS
Journal of Econometrics 202, 45-56, 2018
12*2018
Higher-order approximations for testing neglected nonlinearity
H White, JS Cho
Neural Computation 24 (1), 273-287, 2012
122012
Testing for neglected nonlinearity using twofold unidentified models under the null and hexic expansions
JS Cho, I Ishida, H White
Essays on Nonlinear Time Series Econometrics: A Festschrift in Honor of Timo …, 2014
10*2014
Practical Kolmogorov–Smirnov testing by minimum distance applied to measure top income shares in Korea
JS Cho, MH Park, PBC Phillips
Journal of Business & Economic Statistics, 1-15, 2017
7*2017
Infinite density at the median and the typical shape of stock return distributions
C Han, JS Cho, PCB Phillips
Journal of Business & Economic Statistics 29 (2), 282-294, 2011
72011
Testing for the mixture hypothesis of geometric distributions
J Cho, C Han
Journal of Economic Theory and Econometrics 20 (3), 31-55, 2009
72009
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
JS Cho, C Han, PCB Phillips
Econometric Theory 26 (3), 953-962, 2010
42010
Testing for a Constant Mean Function Using Functional Regression
J Cho, M Huang, H White
Discussion Paper, Department of Economics, Korea University, 2008
42008
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Articles 1–20