Jin Seo Cho : Citation Profile

Are you Jin Seo Cho?

Yonsei University

6

H index

4

i10 index

320

Citations

RESEARCH PRODUCTION:

22

Articles

46

Papers

1

Chapters

RESEARCH ACTIVITY:

   54 years (1970 - 2024). See details.
   Cites by year: 5
   Journals where Jin Seo Cho has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 41 (11.36 %)

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   Permalink: http://citec.repec.org/pch1541
   Updated: 2024-11-04    RAS profile: 2024-10-24    
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Relations with other researchers

Works with:

shin, yongcheol (5)

Teräsvirta, Timo (3)

Seong, Dakyung (3)

Phillips, Peter (3)

Greenwood-Nimmo, Matthew (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:

Phillips, Peter (12)

Shahbaz, Muhammad (7)

Shi, Zhentao (7)

Benkraiem, Ramzi (5)

LINTON, OLIVER (5)

Sinha, Avik (5)

Kasahara, Hiroyuki (5)

Galvao, Antonio (4)

Avouyi-Dovi, Sanvi (4)

miloudi, anthony (4)

Ponomareva, Maria (4)

Cites to:

Phillips, Peter (46)

Andrews, Donald (26)

Hansen, Bruce (17)

Ishida, Isao (16)

Bierens, Herman (14)

Stinchcombe, Maxwell (11)

shin, yongcheol (9)

Chen, Xiaohong (9)

Breusch, Trevor (8)

Engle, Robert (7)

Ploberger, Werner (7)

Main data

Where Jin Seo Cho has published?

Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory3
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute33
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University7
Discussion Paper Series / Institute of Economic Research, Korea University5

Recent works citing Jin Seo Cho (2024 and 2023)

YearTitle of citing document
2023A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities. (2023). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Working Papers. RePEc:aoz:wpaper:234.

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2023Loss aversion and the welfare ranking of policy interventions. (2020). Parker, Thomas ; Rosa-Dias, Pedro ; Kobus, Martyna ; Galvao, Antonio F ; Firpo, Sergio. In: Papers. RePEc:arx:papers:2004.08468.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6.

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2024ASYMMETRIC EFFECTS OF LOCAL AND GLOBAL BUSINESS CYCLE VARIATIONS ON THE SECTORAL INDUSTRIAL PRODUCTION IN SINGAPORE. (2024). Iqbal, Javed. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:75-96.

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2023Score-type tests for normal mixtures. (2023). Sentana, Enrique ; Bei, Xinyue ; Amengual, Dante ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-02.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2023Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723.

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2024Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740.

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2023Uniform inference for value functions. (2023). Parker, Thomas ; Galvao, Antonio ; Firpo, Sergio. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1680-1699.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056.

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2023Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971.

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2023Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Does financialization enhance renewable energy development in Sub-Saharan African countries?. (2023). Tiwari, Aviral ; Onifade, Stephen Taiwo ; Gyamfi, Bright Akwasi ; Ashraf, Sania ; Appiah, Michael. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003961.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2024The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361.

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2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

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2023Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890.

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2023Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects. (2023). Lobon, Oana-Ramona ; Su, Yun Hsuan ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223005583.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2023The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119.

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2023Economic and climate policy uncertainty, geopolitical risk and life insurance premiums in China: A quantile ARDL approach. (2023). Chang, Tsangyao ; Xiang, Feiyun ; Jiang, Shi-Jie. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005834.

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2023Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061.

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2023Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products. (2023). Trujillo-Barrera, Andres ; Nuñez, Hector ; Nuez, Hector M ; Otero, Jesus. In: International Economics. RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000574.

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2024A test of the tourism Dutch disease hypothesis in developing countries. (2024). Patel, Arvind ; Kumar, Nikeel Nishkar. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:116:y:2024:i:c:s0969699724000425.

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2023Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis. (2023). Sohag, Kazi ; Mariev, Oleg ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006729.

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2023The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China. (2023). Wang, Wendi ; Du, Yuqiu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001484.

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2023Breaking the climate deadlock: Leveraging the effects of natural resources on climate technologies to achieve COP26 targets. (2023). Patel, Ritesh ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002878.

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2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270.

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2023Resource curse and green growth in China: Role of energy transitions under COP26 declarations. (2023). Zhao, Tuanjie ; Xu, Lingli ; Cai, Cheng ; Wan, Kang ; Yu, Siming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004798.

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2023Regulating environmental pollution through natural resources and technology innovation: Revisiting the environment Kuznet curve in China through quantile-based ARDL estimations. (2023). Abduvaxitovna, Shamansurova Zilola ; Hishan, Sanil S ; Islam, Saiful ; Muda, Iskandar ; Kim, Thai Thi ; Wong, Wing-Keung ; Zhang, Mingming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004993.

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2023Testing the resource curse hypothesis: The dynamic roles of institutional quality, inflation and growth for Dragon. (2023). Yue, Xiao-Guang ; Fahad, Shah ; Wang, Xiaofeng ; Hafeez, Muhammad ; Liu, Hua ; Zheng, Shiyong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005512.

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2023Resources sustainability and energy transition in China: Asymmetric role of digital trade and policy uncertainty using QARDL. (2023). Liang, Miya ; Luo, Yibin ; Hu, Caishuang ; Zheng, Chaoliang ; Wang, Canghong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005561.

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2023Do natural resources utilization and economic development reduce greenhouse gas emissions through consuming renewable and Clean Technology? A case study of China towards sustainable development goals. (2023). Ha, Ngo Ngan ; Ghardallou, Wafa ; Hoang, Anh Duong ; Cong, Phan The ; Muda, Iskandar ; Wong, Wing-Keung ; Dong, Yangzi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006323.

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2023Revisiting resources curse hypothesis in China: Exploring the asymmetric effect of green investment and green innovation. (2023). Hu, Weihua ; Wei, Xuecheng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006852.

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2023Unraveling the complexity of Chinas sustainable development: A study on the interplay of natural resources, urbanization, and public transportation. (2023). Jiang, Xiaoxi ; Zhu, Weiping ; Li, Yunfeng ; Yildirim, Bilal. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s030142072300795x.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2023The dynamic relationship between resources, finances, and sustainable development: An in-depth analysis. (2023). Huang, Yuzhe ; Yu, Jingxia ; Pan, Changchun ; Altuntas, Sumeyya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007857.

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2023Natural resources rent and climate vulnerability: An inverted U-shaped relationship moderated by productive capacity, trade openness, and urbanization in resource-abundant countries. (2023). Iqbal, Mubasher ; Teng, Rui ; Li, Yabo. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723010176.

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2024Assessing the nexus between fintech, natural resources, government effectiveness, and environmental pollution in China: A QARDL study. (2024). Nawi, Hafizah Mat ; Li, Jianfeng ; Feng, Shanshan ; Shamansurova, Zilola ; Alhamdi, Fuad Mohammed. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011443.

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2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

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2024Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Liu, Jing ; Su, Chi Wei ; Wang, Lei ; Dong, Yuxing. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230.

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2024Exploring the Nexus between Fintech, natural resources, urbanization, and environment sustainability in China: A QARDL study. (2024). Shukurullaevich, Nizomjon Khajimuratov ; Arnone, Gioia ; Halteh, Khaled ; Liu, Liqun ; Mahmoud, Haitham A ; Alzoubi, Haitham M. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012680.

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2024How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199.

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2024Exploring the critical nexus among energy mineral, globalization, and CO2 emissions in NAFTA: Whats the forums response amid asymmetries?. (2024). Awan, Ashar ; Hossain, Mohammad Razib ; Jahanger, Atif. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001922.

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2024Fintech inclusion in natural resource utilization, trade openness, resource productivity, recycling and minimizing waste generation: Does technology really drive economies toward green growth?. (2024). Huang, Lihua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002228.

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2023Do natural resources determine energy consumption in Pakistan? The importance of quantile asymmetries. (2023). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:200-211.

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2024Handling asymmetries in the trade balance. (2024). Agiomirgianakis, George ; Tsounis, Nicholas ; Bertsatos, Georgios. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:1-13.

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2023Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Khan, Uzma ; Monirul, G M ; Hossain, Md Emran ; Haseeb, Mohammad. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:710-721.

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2023Heterogenous Effects of Circular Economy, Green energy and Globalization on CO2 emissions: Policy based analysis for sustainable development. (2023). Cai, Xiaotong ; Cifuentes-Faura, Javier ; Si, Kamel ; Hossain, Mohammad Razib ; Wang, Mengxia. In: Renewable Energy. RePEc:eee:renene:v:211:y:2023:i:c:p:789-801.

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2023Do climate technologies and recycling asymmetrically mitigate consumption-based carbon emissions in the United States? New insights from Quantile ARDL. (2023). Li, Claire J ; Afshan, Sahar ; Sharif, Arshian ; Razzaq, Asif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s004016252200659x.

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2024Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Ali, Kishwar ; Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984.

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2023Wheat Import Demand in Mexico: Evidence of Quantile Cointegration. (2023). Rios-Bolivar, Humberto ; Trejo-Garcia, Jose C ; Valencia-Romero, Ramon. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:980-:d:1136064.

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2023Examining the Effect of Privatization on Renewable Energy Consumption in the Digital Economy under Economic Patriotism: A Nonlinear Perspective. (2023). Huang, Delin ; Kang, Jianjun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5864-:d:1109553.

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2023China’s Pathway to a Low Carbon Economy: Exploring the Influence of Urbanization on Environmental Sustainability in the Digital Era. (2023). Sohail, Muhammad Tayyab ; Xu, Yawen ; Li, Weisong ; Lv, Yan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:7000-:d:1129627.

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2023.

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2023Income inequality, economic growth, and structural changes in Egypt: new insights from quantile cointegration approach. (2023). Ali, Ibrahim Mohamed. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09429-w.

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2023Impact of government integrity and corruption on sustainable stock market development: linear and nonlinear evidence from Pakistan. (2023). Kamboh, Muhammad Husnain ; Sardar, Samina ; Saeed, Zeeshan ; Bilal, Ahmad Raza ; Islam, Kashif. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09523-7.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023… … …. ….. (2023). …., .…, . In: Economics Discussion Papers. RePEc:ris:kngedp:2023_002.

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2023Does air pollution affect the tourism industry in the USA? Evidence from the quantile autoregressive distributed lagged approach. (2023). Vu, Minh ; Sadiq, Muhammad ; Sharif, Arshian ; Zhang, Yunqian ; Chien, Fengsheng. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1164-1180.

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2023Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?. (2023). Gangopadhyay, Partha ; Das, Narasingha. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00460-y.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities. (2023). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Department of Economics Working Papers. RePEc:udt:wpecon:2023_01.

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2023Asymmetric effect of macroeconomic variables on the emerging stock indices: A quantile ARDL approach. (2023). Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1006-1024.

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2024Do stock market fluctuations lead to currency deflation in the South Asian region? Evidence beyond symmetry. (2024). Sheikh, Umaid A ; Tabash, Mosab I ; Suleman, Muhammad Tahir. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1432-1450.

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Works by Jin Seo Cho:

YearTitleTypeCited
2019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model In: CREATES Research Papers.
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2019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model.(2019) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Discussion Paper Series.
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This paper has nother version. Agregated cites: 1		paper
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 1		article
2023Recent developments of the autoregressive distributed lag modelling framework In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article15
2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework.(2021) In: Working papers.
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This paper has nother version. Agregated cites: 15		paper
2012An Alternative Proof That OLS is BLUE In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
2022Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model In: International Economics.
[Full Text][Citation analysis]		article1
2022Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model.(2022) In: International Economics.
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This paper has nother version. Agregated cites: 1		article
2021Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model.(2021) In: Working papers.
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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.
[Full Text][Citation analysis]		article6
2017Directionally Differentiable Econometric Models.(2017) In: Working papers.
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2024SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION In: Econometric Theory.
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2020Sequentially Estimating the Structural Equation by Power Transformation.(2020) In: Working papers.
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2013Testing Linearity Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper12
2015Testing linearity using power transforms of regressors.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 12		article
2015Testing Linearity Using Power Transforms of Regressors.(2015) In: Working papers.
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This paper has nother version. Agregated cites: 12		paper
1970Testing Equality of Covariance Matrices via Pythagorean Means In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Minimum Distance Testing and Top Income Shares in Korea In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper8
2018Sequentially testing polynomial model hypotheses using power transforms of regressors.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 8		article
2016Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors.(2016) In: Working papers.
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This paper has nother version. Agregated cites: 8		paper
2024GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2024GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement.(2024) In: Working papers.
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2007Testing for Regime Switching In: Econometrica.
[Full Text][Citation analysis]		article87
2012Testing for the effects of omitted power transformations In: Economics Letters.
[Full Text][Citation analysis]		article2
2010Testing for unobserved heterogeneity in exponential and Weibull duration models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2009Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models.(2009) In: Discussion Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2011Generalized runs tests for the IID hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2009Generalized Runs Test for the IID Hypothesis.(2009) In: Discussion Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
[Full Text][Citation analysis]		article151
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 151		paper
2018Pythagorean generalization of testing the equality of two symmetric positive definite matrices In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2016Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices.(2016) In: Working papers.
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This paper has nother version. Agregated cites: 5		paper
2023The asymmetric response of dividends to earnings news In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023The Asymmetric Response of Dividends to Earnings News.(2023) In: Working papers.
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This paper has nother version. Agregated cites: 2		paper
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 at In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2009Testing for a Constant Mean Function using Functional Regression In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2021Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article2
2022Comprehensively testing linearity hypothesis using the smooth transition autoregressive model In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2018Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2016Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea.(2016) In: Working papers.
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2022PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES In: International Economic Review.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		paper0
2014Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing In: Working papers.
[Full Text][Citation analysis]		paper6
2014Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014) In: Working papers.
[Full Text][Citation analysis]		paper6
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.
[Full Text][Citation analysis]		paper2
2018Testing for the Conditional Geometric Mixture Distribution In: Working papers.
[Full Text][Citation analysis]		paper0
2019Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates In: Working papers.
[Full Text][Citation analysis]		paper0
2019Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves In: Working papers.
[Full Text][Citation analysis]		paper3
2019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model In: Working papers.
[Full Text][Citation analysis]		paper2
2020Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine In: Working papers.
[Full Text][Citation analysis]		paper0
2021Testing a Constant Mean Function Using Functional Regression In: Working papers.
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2023Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves In: Working papers.
[Full Text][Citation analysis]		paper0
2023Forecasting the Confirmed COVID-19 Cases Using Modal Regression In: Working papers.
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2023An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies In: Working papers.
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2023Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand In: Working papers.
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2024Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares In: Working papers.
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