6
H index
4
i10 index
328
Citations
Yonsei University | 6 H index 4 i10 index 328 Citations RESEARCH PRODUCTION: 22 Articles 46 Papers 1 Chapters RESEARCH ACTIVITY: 54 years (1970 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1541 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jin Seo Cho. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Econometrics | 5 |
Econometric Theory | 3 |
Journal of Business & Economic Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working papers / Yonsei University, Yonsei Economics Research Institute | 33 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 7 |
Discussion Paper Series / Institute of Economic Research, Korea University | 5 |
Year | Title of citing document | |
---|---|---|
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Loss 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. Full description at Econpapers || Download paper | |
2023 | Testing 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. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2024 | ASYMMETRIC 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. Full description at Econpapers || Download paper | |
2023 | Score-type tests for normal mixtures. (2023). Sentana, Enrique ; Bei, Xinyue ; Amengual, Dante ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-02. Full description at Econpapers || Download paper | |
2023 | Asymmetries 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2023 | Building 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. Full description at Econpapers || Download paper | |
2024 | Natural 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. Full description at Econpapers || Download paper | |
2023 | Uniform 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. Full description at Econpapers || Download paper | |
2023 | Testing 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. Full description at Econpapers || Download paper | |
2023 | Bootstrap 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. Full description at Econpapers || Download paper | |
2023 | Evaluating 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2023 | New 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Managing 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. Full description at Econpapers || Download paper | |
2023 | Policies 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. Full description at Econpapers || Download paper | |
2023 | Energy 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. Full description at Econpapers || Download paper | |
2024 | Global 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Economic 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. Full description at Econpapers || Download paper | |
2023 | Threshold 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. Full description at Econpapers || Download paper | |
2023 | Wholesale 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2023 | Political 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. Full description at Econpapers || Download paper | |
2023 | Green 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. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Breaking 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. Full description at Econpapers || Download paper | |
2023 | Green 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. Full description at Econpapers || Download paper | |
2023 | Resource 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. Full description at Econpapers || Download paper | |
2023 | Regulating 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. Full description at Econpapers || Download paper | |
2023 | Testing 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. Full description at Econpapers || Download paper | |
2023 | Resources 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Revisiting 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. Full description at Econpapers || Download paper | |
2023 | Unraveling 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. Full description at Econpapers || Download paper | |
2023 | Casting 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Natural 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. Full description at Econpapers || Download paper | |
2024 | Assessing 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. Full description at Econpapers || Download paper | |
2024 | Economic 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. Full description at Econpapers || Download paper | |
2024 | Sustainable 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. Full description at Econpapers || Download paper | |
2024 | Exploring 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Exploring 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. Full description at Econpapers || Download paper | |
2024 | Fintech 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2024 | Handling 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. Full description at Econpapers || Download paper | |
2023 | Revisiting 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. Full description at Econpapers || Download paper | |
2023 | Heterogenous 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2024 | Transition 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. Full description at Econpapers || Download paper | |
2023 | Wheat 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. Full description at Econpapers || Download paper | |
2023 | Examining 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. Full description at Econpapers || Download paper | |
2023 | China’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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Income 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. Full description at Econpapers || Download paper | |
2023 | Impact 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. Full description at Econpapers || Download paper | |
2023 | Drivers 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. Full description at Econpapers || Download paper | |
2023 | Estimating 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. Full description at Econpapers || Download paper | |
2023 | … … …. ….. (2023). …., .…, . In: Economics Discussion Papers. RePEc:ris:kngedp:2023_002. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Did 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. Full description at Econpapers || Download paper | |
2023 | Robust 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2019 | Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model.(2019) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Infinite Density at the Median and the Typical Shape of Stock Return Distributions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
2009 | Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2009 | Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Recent developments of the autoregressive distributed lag modelling framework In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 17 |
2021 | Recent Developments of the Autoregressive Distributed Lag Modelling Framework.(2021) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2012 | An Alternative Proof That OLS is BLUE In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 0 |
2022 | Spillovers 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] | article | 1 |
2022 | Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model.(2022) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model.(2021) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2010 | LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2009 | LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2018 | DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2017 | Directionally Differentiable Econometric Models.(2017) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2024 | SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2020 | Sequentially Estimating the Structural Equation by Power Transformation.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Testing Linearity Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | Testing linearity using power transforms of regressors.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2015 | Testing Linearity Using Power Transforms of Regressors.(2015) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
1970 | Testing Equality of Covariance Matrices via Pythagorean Means In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Minimum Distance Testing and Top Income Shares in Korea In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Sequentially testing polynomial model hypotheses using power transforms of regressors.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2016 | Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors.(2016) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2024 | GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement.(2024) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Testing for Regime Switching In: Econometrica. [Full Text][Citation analysis] | article | 88 |
2012 | Testing for the effects of omitted power transformations In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Testing for unobserved heterogeneity in exponential and Weibull duration models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2009 | Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models.(2009) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | Generalized runs tests for the IID hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2009 | Generalized Runs Test for the IID Hypothesis.(2009) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics. [Full Text][Citation analysis] | article | 157 |
2014 | Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 157 | paper | |
2018 | Pythagorean generalization of testing the equality of two symmetric positive definite matrices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2016 | Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices.(2016) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | The asymmetric response of dividends to earnings news In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2023 | The Asymmetric Response of Dividends to Earnings News.(2023) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | 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 In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2009 | Testing for a Constant Mean Function using Functional Regression In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Testing 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] | article | 2 |
2022 | Comprehensively testing linearity hypothesis using the smooth transition autoregressive model In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2018 | Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea.(2016) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
2013 | 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 Teras In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2013 | 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.) In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing In: Working papers. [Full Text][Citation analysis] | paper | 6 |
2014 | Notations 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] | paper | 6 |
2015 | Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2015 | We provide mathematical proofs for the results in Testing Linearity Using Power Transforms of Regressors In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Online Supplement to Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Supplements to Directionally Differentiable Econometric Models In: Working papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Testing for the Conditional Geometric Mixture Distribution In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Testing 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] | paper | 0 |
2019 | Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves In: Working papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model In: Working papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Testing a Constant Mean Function Using Functional Regression In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Forecasting the Confirmed COVID-19 Cases Using Modal Regression In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares In: Working papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team