Research Papers by Jin Seo Cho

Estimation and Inference of Nonlinear Autoregressive Distributed Lag Models by Ordinary Least Squares

Two-Step Nonlinear ARDL Estimation: Theory and Application (with Matthew Greenwood-Nimmo and Yongcheol Shin)

GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement (with Peter C.B. Phillips)

Sequentially Estimating the Structural Equation by Power Transformation (with Jaedo Choi and Hyungsik R. Moon)

Functional Data Inference in a Parametric Quantile Model Applied to Lifetime Income Curves (with Peter C.B. Phillips and Juwon Seo)

Forecasting the Confirmed COVID-19 Cases Using the Modal Regression (with Xin Jing)

Testing the Constant Mean Function Using Functional Regression (with Meng Huang and Halbert L. White)

Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand (with Thosapon Tonghui)

An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies (with Dae Hyung Woo)

The Asymmetric Response of Dividends to Earnings News (with Matthew Greenwood-Nimmo and Yongcheol Shin)

Comprehensively Testing Linearity Hypothesis Using the Smooth Transition Autoregressive Model (with Dakyung Seong and Timo Teräsvirta)

Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Asset and Oil Prices Using the Quantile ARDL Model (with Shawkat Hammoudeh and Walid Mensi)

Parametric Inference on the Conditional Mean of Functional Data Applied to Lifetime Income Curves (with Peter C.B. Phillips and Juwon Seo)

Recent Developments of the Autoregressive Distributed Lag Modelling Framework (with Matthew Greenwood-Nimmo and Yongcheol Shin)

Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine (with Lijuan Huo)

Testing for the Sandwich-Form Covariance Matrix of the Quasi-Maximum Likelihood Estimator (with Lijuan Huo)

Directionally Differentiable Econometric Models (with Halbert L. White)

Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea (with Myung-Ho Park and Peter C.B. Phillips)

Testing for the Conditional Geometric Mixture Distribution (with Jin Seok Park and Sang Woo Park)

Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors (with Peter C.B. Phillips)

Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices (with Peter C.B. Phillips)

Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework (with Tae-Hwan Kim and Yongcheol Shin)

Strictly Increasing Noncentral Correlation Coefficient between Powered Positive Variables

Testing Linearity Using Power Transforms of Regressors (with Yae In Baek and Peter C.B. Phillips)

Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity (with Yaeji Jun, Written in Korean)

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing (with Halbert L. White)

Testing for Neglected Nonlinearity Using Extreme Learning Machines (with Kyu Lee Shin)

Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (with Isao Ishida and Halbert L. White)

An Alternative Proof That OLS Is BLUE (with Halbert L. White)

Testing for the Effects of Omitted Power Transformations (with Isao Ishida)

Quasi-Maximum Likelihood Estimation Revisited Using the Distance and Direction Method

Testing for Regime Switching: Rejoinder (with Halbert L. White)

Higher-Order Approximations for Testing Neglected Nonlinearity (with Halbert L. White)

Testing Correct Model Specification Using Extreme Learning Machines (with Halbert L. White)

Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models (with Taul Cheong and Halbert L. White)

Generalized Runs Tests for the IID Hypothesis (with Halbert L. White)

Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (with Isao Ishida and Halbert L. White)

Infinite Density at the Median and the Typical Shape of Stock Return Distributions (with Chirok Han and Peter C.B. Phillips)

Testing for Unobserved Heterogeniety in Exponential and Weibull Duration Models (with Halbert L. White)

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (with Chirok Han and Peter C.B. Phillips)

Testing for the Mixture Hypothesis of Geometric Distributions (with Chirok Han)

Testing for Regime Switching (with Halbert L. White)

Equity and Efficiency in a Class Economy (Written in Korean)

Testing for the Omitted Variable Effects to Linear Models Using Generically Comprehensively Revealing Statistics

Testing for the Mixture Hypothesis of Poisson Distributions

Testing Hypotheses by the Mixture of Alternative and Null Model

Testing for the Mixture Hypothesis with Misspecified Distributions in the Exponential Family