Jin Seo Cho
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Yonsei University
→ College of Business and Economics
→ School of Economics
 website
 location: Seoul, South Korea
Research profile
author of:

Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and KnowledgeBased Systems, 21, Suppl. 2 (2013), 117129.)
by KYU LEE SHIN & JIN SEO CHO

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 Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.)
by JIN SEO CHO & ISAO ISHIDA & HALBERT WHITE

An Alternative Proof That OLS is BLUE
by White Halbert & Cho Jin Seo

Testing Linearity Using Power Transforms of Regressors
by Yae In Baek & Jin Seo Cho & Peter C. B. Phillips

Testing for Regime Switching
by Jin Seo Cho & Halbert White

Testing for a Constant Mean Function using Functional Regression
by Jin Seo Cho & Meng Huang & Halbert White

Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models
by Jin Seo Cho & Halbert White

Testing for unobserved heterogeneity in exponential and Weibull duration models
by Cho, Jin Seo & White, Halbert

Testing for the effects of omitted power transformations
by Cho, Jin Seo & Ishida, Isao

Quantile cointegration in the autoregressive distributedlag modeling framework
by Cho, Jin Seo & Kim, Taehwan & Shin, Yongcheol

Testing the Equality of Two PositiveDefinite Matrices with Application to Information Matrix Testing
by JIN SEO CHO & HALBERT WHITE

LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
by Cho, Jin Seo & Han, Chirok & Phillips, Peter C. B.

Notations in "Testing the Equality of Two PositiveDefinite Matrices with Application to Information Matrix Testing" by Cho and White (2014)
by JIN SEO CHO & HALBERT WHITE

Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity
by Yae Ji Jun & Jin Seo Cho

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
by Jin Seo Cho & ChirokHan & Peter C. B. Phillips

Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"
by JIN SEO CHO & ISAO ISHIDA & HALBERT WHITE

Testing Equality of Covariance Matrices via Pythagorean Means
by Jin Seo Cho & Peter C. B. Phillips

Testing linearity using power transforms of regressors
by Baek, Yae In & Cho, Jin Seo & Phillips, Peter C. B.

Minimum Distance Testing and Top Income Shares in Korea
by Jin Seo Cho & MyungHo Park & Peter C. B. Phillips

Quantile Cointegration in the Autoregressive DistributedLag Modelling Framework
by JIN SEO CHO & TAEHWAN KIM & YONGCHEOL SHIN

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
by Jin Seo Cho & Chirok Han & Peter C. B. Phillips

Testing Linearity Using Power Transforms of Regressors
by YAE IN BAEK & Jin Seo Cho & PETER C. B. PHILLIPS

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Peter C. B. Phillips & Jin Seo Cho & Chirok Han

Generalized runs tests for the IID hypothesis
by Cho, Jin Seo & White, Halbert

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
by Peter C. B. Phillips & Jin Seo Cho & Chirok Han

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

Generalized Runs Test for the IID Hypothesis
by Jin Seo Cho & Halbert White

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B.

We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"
by YAE IN BAEK & Jin Seo Cho & PETER C. B. PHILLIPS

Infinite Density at the Median and the Typical Shape of Stock Return Distributions
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips

Practical KolmogorovSmirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
by JIN SEO CHO & MYUNGHO PARK & PETER C. B. PHILLIPS

Supplement to ¡°Practical KolmogorovSmirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±
by JIN SEO CHO & MYUNGHO PARK & PETER C. B. PHILLIPS

Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors
by JIN SEO CHO & PETER C. B. PHILLIPS

Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"
by JIN SEO CHO & PETER C. B. PHILLIPS

Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices
by JIN SEO CHO & PETER C. B. PHILLIPS

Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors
by Jin Seo Cho & MyungHo Park & Peter C. B. Phillips

Supplements to "Directionally Differentiable Econometric Models"
by JIN SEO CHO & HALBERT WHITE

Directionally Differentiable Econometric Models
by JIN SEO CHO & HALBERT WHITE

Testing the Equality of Two PositiveDefinite Matrices with Application to Information Matrix Testing: A glossary of notation and the program codes written in GAUSS for our simulations are available at: : http://web.yonsei.ac.kr/jinseocho/research.htm
by Jin Seo Cho & Halbert White
edited by

Pythagorean generalization of testing the equality of two symmetric positive definite matrices
by Cho, Jin Seo & Phillips, Peter C. B.

Testing for the Conditional Geometric Mixture Distribution
by JIN SEO CHO & JIN SEOK PARK & SANG WOO PARK

Practical Kolmogorovâ€“Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
by Jin Seo Cho & MyungHo Park & Peter C. B. Phillips

DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS
by Cho, Jin Seo & White, Halbert

Sequentially testing polynomial model hypotheses using power transforms of regressors
by Jin Seo Cho & Peter C. B. Phillips

Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model
by Dakyung Seong & Jin Seo Cho & Timo Teräsvirta

Testing for the SandwichForm Covariance Matrix Applied to QuasiMaximum Likelihood Estimation Using Economic and Energy Price Growth Rates
by Lijuan Huo & Jin Seo Cho

Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves
by Jin Seo Cho & Peter C. B. Phillips & Juwon Seo

Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model
by Dakyung Seong & Jin Seo Cho & Timo Terasvirta

TwoStep Estimation of the Nonlinear Autoregressive Distributed Lag Model
by Jin Seo Cho & Matthew GreenwoodNimmo & Yongcheol Shin

Sequentially Estimating the Structural Equation by Power Transformation
by Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon