フォロー
Jin Seo Cho
Jin Seo Cho
確認したメール アドレス: yonsei.ac.kr - ホームページ
タイトル
引用先
引用先
Quantile cointegration in the autoregressive distributed-lag modelling framework
JS Cho, TH Kim, Y Shin
Journal of Econometrics 188 (1), 281-300, 2015
3712015
Testing for regime switching
JS Cho, H White
Econometrica 75 (6), 1671-1720, 2007
2022007
Recent Developments of the Autoregressive Distributed Lag Modelling Framework
JS Cho, M Greenwood-Nimmo, Y Shin
Journal of Economic Surveys 37 (1), 7-32, 2023
472023
Testing for unobserved heterogeneity in exponential and Weibull duration models
JS Cho, H White
Journal of Econometrics 157 (2), 458-480, 2010
392010
Testing linearity using power transforms of regressors
YI Baek, JS Cho, PCB Phillips
Journal of Econometrics 187 (1), 376-384, 2015
362015
Generalized runs tests for the IID hypothesis
JS Cho, H White
Journal of Econometrics 162 (2), 326-344, 2011
282011
Revisiting tests for neglected nonlinearity using artificial neural networks
JS Cho, I Ishida, H White
Neural Computation 23 (5), 1133-1186, 2011
282011
Sequentially testing polynomial model hypotheses using power transforms of regressors
JS Cho, PCB Phillips
Journal of Applied Economietrics 33 (1), 141-159, 2018
252018
Testing for the effects of omitted power transformations
JS Cho, I Ishida
Economics Letters 117 (1), 287-290, 2012
242012
Experience with the weighted bootstrap in testing for unobserved heterogeneity in exponential and Weibull duration models
JS Cho, T Cheong, H White
Journal of Economic Theory and Econometrics 22 (2), 60-91, 2011
182011
Testing the equality of two positive-definite matrices with application to information matrix testing
JS Cho, H White
Essays in Honor of Peter CB Phillips, 491-556, 2014
172014
Directionally differentiable econometric models
J Cho, H White
Econometric Theory 34 (5), 1101-1131, 2018
152018
Higher-order approximations for testing neglected nonlinearity
H White, JS Cho
Neural Computation 24 (1), 273-287, 2012
152012
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
J CHO, PCB PHILLIPS
Journal of Econometrics 202 (1), 45-56, 2018
14*2018
Testing correct model specification using extreme learning machines
JS Cho, H White
Neurocomputing 74 (16), 2552-2565, 2011
142011
Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model
S Hammoudeh, W Mensi, JS Cho
International Economics 170, 66-78, 2022
112022
Testing for neglected nonlinearity using twofold unidentified models under the null and hexic expansions
JS Cho, I Ishida, H White
Essays on Nonlinear Time Series Econometrics: A Festschrift in Honor of Timo …, 2014
11*2014
Two-step estimation of the nonlinear autoregressive distributed lag model
JS Cho, M Greenwood-Nimmo, Y Shin
Yonsei University, Yonsei Economics Research Institute Working papers, 2019
82019
Practical Kolmogorov–Smirnov testing by minimum distance applied to measure top income shares in Korea
JS Cho, MH Park, PBC Phillips
Journal of Business & Economic Statistics 36 (3), 523-537, 2018
7*2018
Infinite density at the median and the typical shape of stock return distributions
C Han, JS Cho, PCB Phillips
Journal of Business & Economic Statistics 29 (2), 282-294, 2011
72011
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