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
Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity 0 0 1 29 1 1 9 97
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 1 10 1 5 14 29
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 2 6 41 1 4 16 28
Directionally Differentiable Econometric Models 0 0 1 52 0 0 14 84
Generalized Runs Test for the IID Hypothesis 0 0 2 197 1 1 7 787
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 1 7 230
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 1 7 232
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 0 5 173
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 38 0 0 3 114
Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" 0 0 1 19 0 0 2 92
Minimum Distance Testing and Top Income Shares in Korea 0 0 0 55 0 0 3 55
Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) 0 0 1 20 0 0 2 55
Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" 0 0 1 36 0 0 6 33
Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves 0 1 7 57 0 1 16 50
Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 1 2 40 0 2 5 64
Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices 0 0 2 36 0 0 4 45
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 6 98 1 3 48 278
Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine 143 147 147 147 14 24 24 24
Sequentially Estimating the Structural Equation by Power Transformation 1 1 30 30 2 4 38 38
Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors 0 0 0 1 0 1 2 27
Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors 0 0 0 36 0 0 2 56
Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± 0 0 0 5 0 0 1 30
Supplements to "Directionally Differentiable Econometric Models" 0 0 0 27 1 1 7 48
Testing Equality of Covariance Matrices via Pythagorean Means 0 0 0 11 0 1 5 27
Testing Linearity Using Power Transforms of Regressors 0 0 1 18 1 6 19 120
Testing Linearity Using Power Transforms of Regressors 0 0 1 88 3 4 12 194
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 18 0 0 1 85
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 36 1 2 3 169
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 126 0 1 5 542
Testing for a Constant Mean Function using Functional Regression 0 0 0 105 0 2 9 619
Testing for the Conditional Geometric Mixture Distribution 0 0 0 36 1 7 13 79
Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates 0 0 1 47 1 1 9 28
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 1 1 78 1 2 2 106
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 10 20 108 121 20 57 217 232
We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" 0 0 2 52 0 0 2 69
Total Working Papers 154 173 322 1,827 50 132 539 4,939
2 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 1 3 4 41 3 8 27 166
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 1 2 0 2 11 31
Generalized runs tests for the IID hypothesis 0 0 0 40 0 2 5 164
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 1 1 14 1 6 13 84
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 0 5 32
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 1 1 56
Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 1 1 0 1 5 22
Pythagorean generalization of testing the equality of two symmetric positive definite matrices 0 0 0 6 0 0 4 44
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 8 31 88 5 24 146 356
Sequentially testing polynomial model hypotheses using power transforms of regressors 0 0 0 3 1 1 5 24
Testing for Regime Switching 0 0 1 209 0 2 6 610
Testing for the effects of omitted power transformations 0 0 0 8 0 0 0 45
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 31 0 1 6 164
Testing linearity using power transforms of regressors 0 0 1 9 0 0 7 75
Total Journal Articles 2 12 40 467 10 48 241 1,873


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 1 1 2 8 62
Total Chapters 0 0 0 1 1 2 8 62


Statistics updated 2021-01-03