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Testing linearity using power transforms of regressors
Baek, Yaein; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 187 (2015) 1, pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
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Estimation of a structural break point in linear regression models
Baek, Yaein - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10014449831
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Recent developments of the autoregressive distributed lag modelling framework
Cho, Jin Seo; Greenwood‐Nimmo, Matthew; Shin, Yongcheol - In: Journal of Economic Surveys (2021)
Persistent link: https://www.econbiz.de/10012635949
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Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo; Phillips, Peter C. B.; Seo, Juwon - In: International economic review 63 (2022) 1, pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
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Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol - In: Journal of econometrics 188 (2015) 1, pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 202 (2018) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10011974552
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Directionally differentiable econometric models
Cho, Jin Seo; White, Halbert - In: Econometric theory 34 (2018) 5, pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
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Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo; Park, Myungho; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat; Mensi, Walid; Cho, Jin Seo - In: International economics : a journal published by CEPII … 170 (2022), pp. 66-78
Persistent link: https://www.econbiz.de/10013368869