Jin Seo Cho : Citation Profile


Are you Jin Seo Cho?

Yonsei University

3

H index

2

i10 index

91

Citations

RESEARCH PRODUCTION:

14

Articles

26

Papers

1

Chapters

RESEARCH ACTIVITY:

   48 years (1970 - 2018). See details.
   Cites by year: 1
   Journals where Jin Seo Cho has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 18 (16.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1541
   Updated: 2019-05-18    RAS profile: 2019-03-05    
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Relations with other researchers


Works with:

Phillips, Peter (12)

Kim, Tae-Hwan (2)

shin, yongcheol (2)

Ishida, Isao (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jin Seo Cho.

Is cited by:

Shahbaz, Muhammad (5)

Avouyi-Dovi, Sanvi (4)

Weron, Rafał (4)

Janczura, Joanna (4)

LINTON, OLIVER (4)

Kasahara, Hiroyuki (4)

Luger, Richard (4)

Chevallier, Julien (3)

Idier, Julien (3)

Shimotsu, Katsumi (3)

Chen, Xiaohong (3)

Cites to:

White, Halbert (25)

Phillips, Peter (17)

Ishida, Isao (11)

Andrews, Donald (10)

Hansen, Bruce (6)

van den Berg, Gerard (6)

Bierens, Herman (5)

Engle, Robert (5)

Ploberger, Werner (5)

Xiao, Zhijie (5)

lancaster, tony (5)

Main data


Where Jin Seo Cho has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute15
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University6
Discussion Paper Series / Institute of Economic Research, Korea University5

Recent works citing Jin Seo Cho (2018 and 2017)


YearTitle of citing document
2018The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016. (2018). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2018-15.

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2017Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2019Boosting the Hodrick-Prescott Filter. (2019). PEter, ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1905.00175.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). , Donald ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). , Donald ; Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2017Weak s- Convergence: Theory and Applications. (2017). Sul, Donggyu ; Phillips, Peter ; PEter, ; Kong, Jianning . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2072.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2019Modelling bimodality of length of tourist stay. (2019). Gomez-Deniz, E ; Perez-Rodriguez, J V. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:131-151.

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2017The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

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2017A continuous threshold expectile model. (2017). Zhang, Feipeng ; Li, Qunhua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:49-66.

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2017A new approach to model regime switching. (2017). Chang, Yoosoon ; Park, Joon Y ; Choi, Yongok . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:127-143.

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2019Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467.

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2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2018The role of globalization in energy consumption: A quantile cointegrating regression approach. (2018). Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Abosedra, Salah ; Lahiani, Amine. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:161-170.

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2017Another look on the relationships between oil prices and energy prices. (2017). Shahbaz, Muhammad ; miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:318-331.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2018Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach. (2018). Deng, Kaihua. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-016-9596-x.

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2019Tests for Detecting Probability Mass Points. (2019). Jun, Byung-hill ; Song, Hosin. In: Korean Economic Review. RePEc:kea:keappr:ker-20190101-35-1-08.

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2017Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:lvl:crrecr:1701.

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2018The Role of Globalization in Energy Consumption: A Quantile Cointegrating Regression Approach. (2018). Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Abosedra, Salah ; Lahiani, Amine. In: MPRA Paper. RePEc:pra:mprapa:84682.

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2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2018Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia. (2018). Blagov, Boris. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1256-z.

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2017Identification-robust moment-based tests for Markov switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:713-727.

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2017Is There a Jump in the Transition?. (2017). Kim, Young-Joo ; Seo, Myung Hwan. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:241-249.

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2017Vertical Foreclosure with Product Choice and Allocation: Evidence from the Movie Industry. (2017). Choi, Jaedo ; Kim, Minki. In: Working papers. RePEc:yon:wpaper:2017rwp-107.

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2019The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning. In: Discussion Papers. RePEc:zbw:bubdps:082019.

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Works by Jin Seo Cho:


YearTitleTypeCited
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions In: Journal of Business & Economic Statistics.
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2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Cowles Foundation Discussion Papers.
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2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Discussion Paper Series.
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2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2011) In: Journal of Business & Economic Statistics.
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2012An Alternative Proof That OLS is BLUE In: Journal of Econometric Methods.
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2010LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES In: Econometric Theory.
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2009LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Cowles Foundation Discussion Papers.
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2009LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Discussion Paper Series.
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2018DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS In: Econometric Theory.
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2017Directionally Differentiable Econometric Models.(2017) In: Working papers.
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2013Testing Linearity Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers.
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2015Testing linearity using power transforms of regressors.(2015) In: Journal of Econometrics.
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2015Testing Linearity Using Power Transforms of Regressors.(2015) In: Working papers.
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1970Testing Equality of Covariance Matrices via Pythagorean Means In: Cowles Foundation Discussion Papers.
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2015Minimum Distance Testing and Top Income Shares in Korea In: Cowles Foundation Discussion Papers.
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2016Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers.
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2018Sequentially testing polynomial model hypotheses using power transforms of regressors.(2018) In: Journal of Applied Econometrics.
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2007Testing for Regime Switching In: Econometrica.
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2012Testing for the effects of omitted power transformations In: Economics Letters.
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2010Testing for unobserved heterogeneity in exponential and Weibull duration models In: Journal of Econometrics.
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2009Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models.(2009) In: Discussion Paper Series.
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2011Generalized runs tests for the IID hypothesis In: Journal of Econometrics.
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2009Generalized Runs Test for the IID Hypothesis.(2009) In: Discussion Paper Series.
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2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
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2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
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2018Pythagorean generalization of testing the equality of two symmetric positive definite matrices In: Journal of Econometrics.
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2014Testing 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 a In: Advances in Econometrics.
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2009Testing for a Constant Mean Function using Functional Regression In: Discussion Paper Series.
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2018Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea In: Journal of Business & Economic Statistics.
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2016Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea.(2016) In: Working papers.
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2013Testing 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 Teras In: Working papers.
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2013Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions In: Working papers.
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2013Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.) In: Working papers.
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2014Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing In: Working papers.
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2014Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014) In: Working papers.
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2015Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity In: Working papers.
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2015We provide mathematical proofs for the results in Testing Linearity Using Power Transforms of Regressors In: Working papers.
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2016Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± In: Working papers.
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2016Online Supplement to Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices In: Working papers.
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2017Supplements to Directionally Differentiable Econometric Models In: Working papers.
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2018Testing for the Conditional Geometric Mixture Distribution In: Working papers.
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