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 0 29 1 3 3 107
Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand 0 2 10 46 1 6 22 89
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 16 0 0 0 43
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 0 1 4 52
Directionally Differentiable Econometric Models 0 0 0 55 0 0 0 95
Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares 0 1 16 16 1 6 41 41
Forecasting the Confirmed COVID-19 Cases Using Modal Regression 0 1 6 47 0 2 14 63
Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves 1 2 11 47 1 3 17 65
GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement 0 1 2 2 1 2 6 6
GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement 0 0 15 15 0 2 25 25
Generalized Runs Test for the IID Hypothesis 0 0 0 201 0 0 0 849
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 1 1 1 34
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 0 0 246
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 0 0 243
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 0 1 40
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 0 3 4 125
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 0 1 183
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 59
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 0 2 62
Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" 0 0 0 36 0 0 1 43
Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves 1 1 1 64 1 1 2 85
Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 0 41 0 0 1 72
Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices 0 0 0 38 0 0 2 57
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 2 113 0 0 9 326
Recent Developments of the Autoregressive Distributed Lag Modelling Framework 2 3 10 280 2 5 19 250
Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine 0 0 0 150 0 0 1 40
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 0 2 61
Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors 0 0 0 3 1 2 2 35
Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors 0 0 0 36 0 0 0 61
Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model 0 0 1 17 0 1 3 58
Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± 0 0 0 5 0 0 1 33
Supplements to "Directionally Differentiable Econometric Models" 0 0 0 28 0 0 1 58
Testing Equality of Covariance Matrices via Pythagorean Means 0 0 0 14 0 1 1 35
Testing Linearity Using Power Transforms of Regressors 0 0 0 88 0 0 3 208
Testing Linearity Using Power Transforms of Regressors 0 0 0 18 0 0 0 152
Testing a Constant Mean Function Using Functional Regression 0 0 1 171 1 1 4 60
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 0 1 95
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 0 0 174
Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models 0 0 0 129 0 0 1 557
Testing for a Constant Mean Function using Functional Regression 0 0 0 106 0 0 0 628
Testing for the Conditional Geometric Mixture Distribution 0 0 0 38 0 1 1 94
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 2 4 53
Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing 0 0 0 88 0 0 0 123
The Asymmetric Response of Dividends to Earnings News 0 0 1 8 1 2 12 42
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 2 8 36 501 8 24 128 1,534
We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" 0 0 0 53 0 0 0 76
Total Working Papers 6 19 112 2,946 20 69 341 7,530
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 2 49 0 0 6 219
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 0 5 0 0 1 9
DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS 0 0 0 3 0 1 2 38
Generalized runs tests for the IID hypothesis 0 0 1 45 0 0 1 178
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 1 1 1 101
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 0 0 43
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 0 0 62
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES 0 0 0 2 0 0 3 15
Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea 0 0 0 2 0 0 1 29
Pythagorean generalization of testing the equality of two symmetric positive definite matrices 0 0 0 7 0 0 1 56
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 1 16 210 2 5 37 761
Recent developments of the autoregressive distributed lag modelling framework 0 2 5 21 1 5 15 55
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION 0 0 1 1 0 0 2 2
Sequentially testing polynomial model hypotheses using power transforms of regressors 0 0 0 3 0 0 2 31
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 3 5
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model 0 0 0 5 1 2 4 21
Testing for Regime Switching 0 0 0 210 0 0 3 624
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 0 0 3 0 1 3 17
Testing for unobserved heterogeneity in exponential and Weibull duration models 0 0 0 34 1 1 1 178
Testing linearity using power transforms of regressors 0 0 0 11 1 1 3 91
The asymmetric response of dividends to earnings news 0 0 3 4 0 0 3 9
Total Journal Articles 1 3 28 652 7 17 92 2,593


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 0 1 75
Total Chapters 0 0 0 3 0 0 1 75


Statistics updated 2025-06-06