Access Statistics for Jin Seo Cho

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies 0 0 32 32 1 3 38 38
Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity 0 0 0 29 0 0 1 104
Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand 1 3 36 36 4 12 67 67
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 1 2 47 0 2 4 48
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 1 16 0 0 2 43
Directionally Differentiable Econometric Models 0 1 1 55 0 1 1 95
Forecasting the Confirmed COVID-19 Cases Using Modal Regression 0 0 41 41 1 3 49 49
Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves 0 1 11 36 0 3 28 48
Generalized Runs Test for the IID Hypothesis 0 0 2 201 0 0 3 849
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 0 1 33
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 0 1 243
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 0 1 246
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 0 1 182
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 0 0 2 121
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 0 1 39
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 0 0 93
Minimum Distance Testing and Top Income Shares in Korea 0 0 0 55 0 0 1 58
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 0 1 24 0 0 1 60
Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" 0 0 0 36 1 1 5 42
Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves 0 0 0 63 0 1 5 83
Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 0 41 0 0 1 71
Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices 0 1 2 38 0 2 5 55
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 1 1 111 0 2 7 317
Recent Developments of the Autoregressive Distributed Lag Modelling Framework 0 0 10 270 0 5 34 231
Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine 0 0 0 150 0 0 1 39
Sequentially Estimating the Structural Equation by Power Transformation 0 1 1 32 0 2 3 59
Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors 0 0 0 3 0 0 1 33
Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors 0 0 0 36 0 0 1 61
Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model 0 0 3 16 1 1 4 55
Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± 0 0 0 5 0 0 1 32
Supplements to "Directionally Differentiable Econometric Models" 0 0 0 28 0 0 0 57
Testing Equality of Covariance Matrices via Pythagorean Means 0 0 1 14 0 0 2 34
Testing Linearity Using Power Transforms of Regressors 0 0 0 18 0 0 1 152
Testing Linearity Using Power Transforms of Regressors 0 0 0 88 0 0 1 205
Testing a Constant Mean Function Using Functional Regression 0 0 0 170 0 1 9 56
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.) 0 0 1 19 0 0 2 94
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.) 0 0 1 37 0 0 1 174
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 0 0 0 556
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 0 1 628
Testing for the Conditional Geometric Mixture Distribution 0 0 0 38 0 1 5 93
Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates 0 0 1 51 0 0 5 49
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 1 4 88 2 3 6 123
The Asymmetric Response of Dividends to Earnings News 0 1 4 7 1 4 13 30
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 8 21 100 465 32 79 392 1,406
We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" 0 0 0 53 0 0 1 76
Total Working Papers 9 32 256 2,866 43 126 709 7,227


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Proof That OLS is BLUE 0 1 2 47 0 4 9 213
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 1 2 5 0 2 3 8
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 3 1 1 1 36
Generalized runs tests for the IID hypothesis 0 0 0 44 1 1 3 177
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 0 1 100
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 0 1 43
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 0 2 62
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES 0 2 2 2 1 3 4 12
Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 0 2 0 0 2 28
Pythagorean generalization of testing the equality of two symmetric positive definite matrices 0 0 1 7 1 1 3 55
Quantile cointegration in the autoregressive distributed-lag modeling framework 4 5 22 194 6 13 59 724
Recent developments of the autoregressive distributed lag modelling framework 0 1 8 16 1 8 26 40
Sequentially testing polynomial model hypotheses using power transforms of regressors 0 0 0 3 0 0 1 29
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model 0 0 1 5 1 2 6 17
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model 0 0 0 0 0 0 1 2
Testing for Regime Switching 0 0 0 210 0 0 1 621
Testing for the effects of omitted power transformations 0 0 0 8 0 0 0 49
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator 0 1 3 3 0 1 5 14
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 0 0 177
Testing linearity using power transforms of regressors 0 0 0 11 0 0 3 88
The asymmetric response of dividends to earnings news 0 0 1 1 0 0 6 6
Total Journal Articles 4 11 42 624 12 36 137 2,501


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 0 0 0 3 0 1 1 74
Total Chapters 0 0 0 3 0 1 1 74


Statistics updated 2024-06-06