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 0 8 115
Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand 0 0 3 55 6 9 30 125
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 1 1 26 79
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 17 0 0 7 52
Directionally Differentiable Econometric Models 0 0 0 55 1 1 30 126
Efficient Estimation in Infinite Dimensional GMM 0 8 9 9 1 7 11 11
Efficient Estimation in Infinite Dimensional GMM 2 2 2 2 3 4 4 4
Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares 0 0 6 26 0 2 32 81
Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China 0 1 12 22 1 2 34 40
Forecasting the Confirmed COVID-19 Cases Using Modal Regression 1 1 4 51 1 1 17 80
Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves 0 0 4 52 1 1 14 84
GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement 0 0 0 15 0 1 12 39
GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement 0 0 1 4 1 1 18 30
Generalized Runs Test for the IID Hypothesis 1 1 1 202 2 2 24 875
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 0 14 261
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 0 3 38
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 1 1 11 255
Knowing A Bit but Not Too Much: Incomplete Directional models and their use in Forecasting and Hedging 0 0 7 7 0 0 7 7
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 1 1 7 47
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 0 1 11 137
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 1 1 11 194
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 0 19 0 0 8 101
Minimum Distance Testing and Top Income Shares in Korea 0 0 0 55 0 0 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 0 1 7 69
Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" 0 0 0 36 0 1 6 49
Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves 0 0 0 64 0 0 11 96
Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 1 42 0 0 10 82
Practical Testing for Normal Mixtures 0 0 1 47 0 1 9 16
Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices 0 0 0 38 1 2 8 66
Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S 0 0 5 9 3 4 46 57
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 1 2 115 1 2 20 347
Recent Developments of the Autoregressive Distributed Lag Modelling Framework 0 0 5 285 1 1 34 287
Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine 0 0 0 150 0 0 7 47
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 2 2 13 74
Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors 0 0 0 3 1 1 14 49
Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors 0 0 0 36 0 0 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 66
Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± 0 1 1 6 0 3 8 42
Supplements to "Directionally Differentiable Econometric Models" 0 0 1 29 0 0 15 73
Testing Equality of Covariance Matrices via Pythagorean Means 0 0 1 15 1 1 21 56
Testing Linearity Using Power Transforms of Regressors 0 0 0 18 0 0 12 164
Testing Linearity Using Power Transforms of Regressors 0 0 0 88 0 2 16 224
Testing a Constant Mean Function Using Functional Regression 0 0 0 171 0 0 14 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 0 1 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 0 1 8 182
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 1 1 10 569
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 1 1 4 633
Testing for the Conditional Geometric Mixture Distribution 0 0 0 38 0 0 15 110
Testing for the Mixture Hypothesis of Poisson Regression Models 0 0 4 8 0 0 17 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 0 1 7 61
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 0 5 21 145
The Asymmetric Response of Dividends to Earnings News 0 0 4 14 0 1 11 55
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 0 10 36 551 9 29 115 1,680
We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" 0 0 0 53 0 0 7 84
Total Working Papers 4 25 110 3,149 42 98 863 8,509
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 1 10 230
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 0 6 1 1 6 16
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 4 0 0 16 55
Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China 0 0 0 0 2 4 5 5
Forecasting the Confirmed COVID‐19 Cases Using Modal Regression 0 0 1 1 1 2 16 17
GMM estimation with Brownian kernels applied to income inequality measurement 0 0 1 1 1 5 15 15
Generalized runs tests for the IID hypothesis 0 0 0 45 0 0 8 186
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 1 11 112
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 1 11 55
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 1 8 71
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES 0 0 0 2 0 0 15 30
Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 0 3 1 2 15 46
Practical testing for the normal mixture 0 0 1 1 1 1 15 15
Pythagorean generalization of testing the equality of two symmetric positive definite matrices 0 0 0 7 0 1 8 64
Quantile ARDL Estimation of the Relationship between Confirmed COVID-19 Cases and Deaths in the U.S 0 0 0 0 1 1 1 1
Quantile cointegration in the autoregressive distributed-lag modeling framework 0 1 3 215 2 9 44 815
Recent developments of the autoregressive distributed lag modelling framework 0 0 5 27 2 10 45 111
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION 0 0 1 2 0 2 15 17
Sequentially testing polynomial model hypotheses using power transforms of regressors 0 0 0 3 1 1 18 49
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model 0 0 0 6 2 2 13 36
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 13
Testing for Regime Switching 2 2 2 212 2 3 50 674
Testing for the effects of omitted power transformations 0 0 0 8 0 0 10 59
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator 0 0 1 4 0 0 11 28
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 1 2 12 191
Testing linearity using power transforms of regressors 0 0 0 11 0 1 15 107
The asymmetric response of dividends to earnings news 0 0 2 6 1 2 20 29
Total Journal Articles 2 3 17 676 19 54 420 3,047

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 1 1 4 0 3 10 86
Total Chapters 0 1 1 4 0 3 10 86

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