Jin Seo Cho
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Affiliations
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Yonsei University
/ College of Business and Economics
/ School of Economics
Research profile
author of:
- Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model (RePEc:aah:create:2019-17)
by Dakyung Seong & Jin Seo Cho & Timo Teräsvirta - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:bes:jnlbes:v:29:i:2:y:2011:p:282-294)
by Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B. - Recent developments of the autoregressive distributed lag modelling framework (RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32)
by Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin - An Alternative Proof That OLS is BLUE (RePEc:bpj:jecome:v:1:y:2012:i:1:p:107-107:n:7)
by White Halbert & Cho Jin Seo - Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model (RePEc:cii:cepiie:2022-q2-170-4)
by Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho - Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities (RePEc:cup:etheor:v:26:y:2010:i:03:p:953-962_99)
by Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B. - Directionally Differentiable Econometric Models (RePEc:cup:etheor:v:34:y:2018:i:05:p:1101-1131_00)
by Cho, Jin Seo & White, Halbert - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:cwl:cwldpp:1701)
by Chirok Han & Jin Seo Cho & Peter C.B. Phillips - LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (RePEc:cwl:cwldpp:1703)
by Jin Seo Cho & Chirok Han & Peter C.B. Phillips - Testing Linearity Using Power Transforms of Regressors (RePEc:cwl:cwldpp:1917)
by Yae In Baek & Jin Seo Cho & Peter C.B. Phillips - Testing Equality of Covariance Matrices via Pythagorean Means (RePEc:cwl:cwldpp:1970)
by Jin Seo Cho & Peter C.B. Phillips - Minimum Distance Testing and Top Income Shares in Korea (RePEc:cwl:cwldpp:2007)
by Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips - Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors (RePEc:cwl:cwldpp:2060)
by Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips - Testing for Regime Switching (RePEc:ecm:emetrp:v:75:y:2007:i:6:p:1671-1720)
by Jin Seo Cho & Halbert White - Testing for the effects of omitted power transformations (RePEc:eee:ecolet:v:117:y:2012:i:1:p:287-290)
by Cho, Jin Seo & Ishida, Isao - Testing for unobserved heterogeneity in exponential and Weibull duration models (RePEc:eee:econom:v:157:y:2010:i:2:p:458-480)
by Cho, Jin Seo & White, Halbert - Generalized runs tests for the IID hypothesis (RePEc:eee:econom:v:162:y:2011:i:2:p:326-344)
by Cho, Jin Seo & White, Halbert - Testing linearity using power transforms of regressors (RePEc:eee:econom:v:187:y:2015:i:1:p:376-384)
by Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B. - Quantile cointegration in the autoregressive distributed-lag modeling framework (RePEc:eee:econom:v:188:y:2015:i:1:p:281-300)
by Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol - Pythagorean generalization of testing the equality of two symmetric positive definite matrices (RePEc:eee:econom:v:202:y:2018:i:1:p:45-56)
by Cho, Jin Seo & Phillips, Peter C.B. - The asymmetric response of dividends to earnings news (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001654)
by Cho, Jin Seo & Greenwood-Nimmo, Matthew & Shin, Yongcheol - Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model (RePEc:eee:inteco:v:170:y:2022:i:c:p:66-78)
by Hammoudeh, Shawkat & Mensi, Walid & Cho, Jin Seo - 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 (RePEc:eme:aecozz:s0731-905320140000033014)
by Jin Seo Cho & Halbert White - Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models (RePEc:iek:wpaper:0912)
by Jin Seo Cho & Halbert White - Generalized Runs Test for the IID Hypothesis (RePEc:iek:wpaper:0913)
by Jin Seo Cho & Halbert White - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:iek:wpaper:0914)
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips - Testing for a Constant Mean Function using Functional Regression (RePEc:iek:wpaper:0915)
by Jin Seo Cho & Meng Huang & Halbert White - LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (RePEc:iek:wpaper:0917)
by Jin Seo Cho & Chirok-Han & Peter C. B. Phillips - LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (RePEc:skb:wpaper:cofie-02-2009)
by Peter C.B.Phillips & Jin Seo Cho & Chirok Han - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:skb:wpaper:cofie-03-2009)
by Peter C.B.Phillips & Jin Seo Cho & Chirok Han - Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00719-x)
by Lijuan Huo & Jin Seo Cho - Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (RePEc:taf:emetrv:v:41:y:2022:i:8:p:966-984)
by Dakyung Seong & Jin Seo Cho & Timo Teräsvirta - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:taf:jnlbes:v:29:y:2011:i:2:p:282-294)
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips - Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea (RePEc:taf:jnlbes:v:36:y:2018:i:3:p:523-537)
by Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips - Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves (RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456)
by Jin Seo Cho & Peter C. B. Phillips & Juwon Seo - Sequentially testing polynomial model hypotheses using power transforms of regressors (RePEc:wly:japmet:v:33:y:2018:i:1:p:141-159)
by Jin Seo Cho & Peter C. B. Phillips - 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 (RePEc:yon:wpaper:2013rwp-55)
by Jin Seo Cho & Isao Ishida & Halbert White - Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" (RePEc:yon:wpaper:2013rwp-55a)
by Jin Seo Cho & Isao Ishida & Halbert White - 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.) (RePEc:yon:wpaper:2013rwp-57)
by Kyu Lee Shin & Jin Seo Cho - Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing (RePEc:yon:wpaper:2014rwp-67)
by Jin Seo Cho & Halbert White - Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) (RePEc:yon:wpaper:2014rwp-67a)
by Jin Seo Cho & Halbert White - Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework (RePEc:yon:wpaper:2014rwp-69)
by Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin - Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity (RePEc:yon:wpaper:2015rwp-78)
by Yae Ji Jun & Jin Seo Cho - Testing Linearity Using Power Transforms of Regressors (RePEc:yon:wpaper:2015rwp-79)
by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS - We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" (RePEc:yon:wpaper:2015rwp-79a)
by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS - Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea (RePEc:yon:wpaper:2016rwp-88)
by Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips - Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± (RePEc:yon:wpaper:2016rwp-88a)
by Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips - Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices (RePEc:yon:wpaper:2016rwp-89)
by Jin Seo Cho & Peter C.B. Phillips - Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" (RePEc:yon:wpaper:2016rwp-89a)
by Jin Seo Cho & Peter C.B. Phillips - Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors (RePEc:yon:wpaper:2016rwp-90)
by Jin Seo Cho & Peter C.B. Phillips - Directionally Differentiable Econometric Models (RePEc:yon:wpaper:2017rwp-103)
by Jin Seo Cho & Halbert White - Supplements to "Directionally Differentiable Econometric Models" (RePEc:yon:wpaper:2017rwp-103a)
by Jin Seo Cho & Halbert White - Testing for the Conditional Geometric Mixture Distribution (RePEc:yon:wpaper:2018rwp-123)
by Jin Seo Cho & Jin Seok Park & Sang Woo Park - Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model (RePEc:yon:wpaper:2019rwp-151)
by Dakyung Seong & Jin Seo Cho & Timo Terasvirta - Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates (RePEc:yon:wpaper:2019rwp-152)
by Lijuan Huo & Jin Seo Cho - Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves (RePEc:yon:wpaper:2019rwp-153)
by Jin Seo Cho & Peter C. B. Phillips & Juwon Seo - Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model (RePEc:yon:wpaper:2019rwp-154)
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - Sequentially Estimating the Structural Equation by Power Transformation (RePEc:yon:wpaper:2020rwp-162)
by Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon - Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine (RePEc:yon:wpaper:2020rwp-180)
by Lijuan Huo & Jin Seo Cho - Recent Developments of the Autoregressive Distributed Lag Modelling Framework (RePEc:yon:wpaper:2021rwp-186)
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - Testing a Constant Mean Function Using Functional Regression (RePEc:yon:wpaper:2021rwp-190)
by Jin Seo Cho & Meng Huang & Halbert White - Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model (RePEc:yon:wpaper:2021rwp-191)
by Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho - The Asymmetric Response of Dividends to Earnings News (RePEc:yon:wpaper:2023rwp-210)
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves (RePEc:yon:wpaper:2023rwp-211)
by Jin Seo Cho & Peter C. B. Phillips & Juwon Seo - Forecasting the Confirmed COVID-19 Cases Using Modal Regression (RePEc:yon:wpaper:2023rwp-217)
by Xin Jing & Jin Seo Cho - An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies (RePEc:yon:wpaper:2023rwp-218)
by Dae Hyung Woo & Jin Seo Cho - Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand (RePEc:yon:wpaper:2023rwp-220)
by Thosapon Tonghui & Jin Seo Cho