Access Statistics for Jin Seo Cho

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity 0 0 0 29 0 1 8 115
Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand 0 0 4 55 0 2 22 116
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 1 17 0 3 9 52
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 0 13 26 78
Directionally Differentiable Econometric Models 0 0 0 55 0 4 29 125
Efficient Estimation in Infinite Dimensional GMM 6 7 7 7 3 7 7 7
Efficient Estimation in Infinite Dimensional GMM 0 0 0 0 0 0 0 0
Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares 0 0 7 26 2 5 36 81
Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China 1 3 22 22 1 11 39 39
Forecasting the Confirmed COVID-19 Cases Using Modal Regression 0 0 3 50 0 6 16 79
Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves 0 1 5 52 0 4 17 83
GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement 0 1 1 4 0 2 21 29
GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement 0 0 0 15 1 4 13 39
Generalized Runs Test for the IID Hypothesis 0 0 0 201 0 3 23 873
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 2 15 261
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 1 4 38
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 2 10 254
Knowing A Bit but Not Too Much: Incomplete Directional models and their use in Forecasting and Hedging 0 7 7 7 0 7 7 7
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 3 6 46
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 0 2 11 136
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 3 10 193
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 1 8 101
Minimum Distance Testing and Top Income Shares in Korea 0 0 0 55 0 1 10 69
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 0 0 24 1 4 7 69
Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" 0 0 0 36 0 3 5 48
Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves 0 0 0 64 0 6 11 96
Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 1 42 0 2 10 82
Practical Testing for Normal Mixtures 0 0 45 47 0 3 13 15
Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices 0 0 0 38 0 1 7 64
Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S 0 0 7 9 1 8 47 54
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 1 114 0 3 19 345
Recent Developments of the Autoregressive Distributed Lag Modelling Framework 0 1 5 285 0 6 36 286
Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine 0 0 0 150 0 1 7 47
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 4 11 72
Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors 0 0 0 3 0 4 13 48
Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors 0 0 0 36 0 4 14 75
Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model 0 0 0 17 0 1 7 65
Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± 0 0 0 5 2 3 8 41
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 29 0 5 15 73
Testing Equality of Covariance Matrices via Pythagorean Means 0 0 1 15 0 1 20 55
Testing Linearity Using Power Transforms of Regressors 0 0 0 88 2 9 16 224
Testing Linearity Using Power Transforms of Regressors 0 0 0 18 0 3 12 164
Testing a Constant Mean Function Using Functional Regression 0 0 0 171 0 5 16 78
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 0 19 1 3 7 102
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 0 37 1 2 8 182
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 0 2 11 568
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 1 4 632
Testing for the Conditional Geometric Mixture Distribution 0 0 0 38 0 3 16 110
Testing for the Mixture Hypothesis of Poisson Regression Models 0 2 8 8 0 7 21 21
Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates 0 0 0 51 1 2 8 61
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 3 5 19 143
The Asymmetric Response of Dividends to Earnings News 0 0 4 14 0 0 10 54
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 4 17 41 545 9 37 120 1,660
We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" 0 0 0 53 0 1 8 84
Total Working Papers 11 39 171 3,135 28 226 873 8,439
1 registered items for which data could not be found

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 0 0 49 0 0 9 229
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 1 6 0 2 6 15
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 4 0 6 16 55
Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China 0 0 0 0 2 3 3 3
Forecasting the Confirmed COVID‐19 Cases Using Modal Regression 0 1 1 1 1 3 16 16
GMM estimation with Brownian kernels applied to income inequality measurement 0 1 1 1 2 6 12 12
Generalized runs tests for the IID hypothesis 0 0 0 45 0 1 8 186
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 1 5 11 112
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 5 10 54
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 1 8 70
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES 0 0 0 2 0 6 15 30
Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 0 3 0 3 14 44
Practical testing for the normal mixture 0 1 1 1 0 4 14 14
Pythagorean generalization of testing the equality of two symmetric positive definite matrices 0 0 0 7 0 2 7 63
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 2 4 215 3 13 46 809
Recent developments of the autoregressive distributed lag modelling framework 0 1 6 27 3 13 47 104
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION 0 1 1 2 0 3 13 15
Sequentially testing polynomial model hypotheses using power transforms of regressors 0 0 0 3 0 4 17 48
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model 0 0 0 6 0 4 12 34
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 1 7 12
Testing for Regime Switching 0 0 0 210 1 5 48 672
Testing for the effects of omitted power transformations 0 0 0 8 0 1 10 59
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator 0 1 1 4 0 2 11 28
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 0 1 11 189
Testing linearity using power transforms of regressors 0 0 0 11 0 3 15 106
The asymmetric response of dividends to earnings news 0 1 2 6 1 4 19 28
Total Journal Articles 1 9 18 674 14 101 405 3,007

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 1 4 9 84
Total Chapters 0 0 0 3 1 4 9 84

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