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  1. Quantile ARDL Estimation of the Relationship between Confirmed COVID-19 Cases and Deaths in the U.S.

    Article • Global Economic Review, April 2026, Taylor & Francis

    Professor Jin Seo Cho

  2. Testing for the mixture hypothesis of Poisson regression models

    Article • Communications for Statistical Applications and Methods, January 2026, Communications for Statistical Applications and Methods

    Professor Jin Seo Cho

  3. Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China

    Article • International Economic Journal, January 2026, Taylor & Francis

    Professor Jin Seo Cho

  4. GMM estimation with Brownian kernels applied to income inequality measurement

    Article • Journal of Econometrics, November 2025, Elsevier

    Professor Jin Seo Cho

  5. Practical testing for the normal mixture

    Article • Economics Letters, September 2025, Elsevier

    Professor Jin Seo Cho

  6. Forecasting the Confirmed COVID‐19 Cases Using Modal Regression

    Article • Journal of Forecasting, February 2025, Wiley

    Professor Jin Seo Cho

  7. Testing a constant mean function using functional regression

    Article • Neural Computing and Applications, August 2023, Springer Science + Business Media

    Professor Jin Seo Cho

  8. The asymmetric response of dividends to earnings news

    Article • Finance Research Letters, June 2023, Elsevier

    Professor Jin Seo Cho

  9. SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION

    Article • Econometric Theory, September 2022, Cambridge University Press

    Professor Jin Seo Cho

  10. Comprehensively testing linearity hypothesis using the smooth transition autoregressive model

    Article • Econometric Reviews, July 2022, Taylor & Francis

    Professor Jin Seo Cho, Prof Timo Teräsvirta

  11. Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model

    Article • International Economics, January 2022, Elsevier

    Professor Jin Seo Cho

  12. PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES

    Article • International Economic Review, October 2021, Wiley

    Professor Jin Seo Cho

  13. Recent developments of the autoregressive distributed lag modelling framework

    Article • Journal of Economic Surveys, August 2021, Wiley

    Professor Jin Seo Cho

  14. Sequentially Estimating the Approximate Conditional Mean Using Extreme Learning Machines

    Article • Entropy, November 2020, MDPI AG

    Professor Jin Seo Cho

  15. Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator

    Article • Test, June 2020, Springer Science + Business Media

    Professor Jin Seo Cho

  16. Pythagorean generalization of testing the equality of two symmetric positive definite matrices

    Article • Journal of Econometrics, January 2018, Elsevier

    Professor Jin Seo Cho

  17. DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS

    Article • Econometric Theory, August 2017, Cambridge University Press

    Professor Jin Seo Cho

  18. Sequentially testing polynomial model hypotheses using power transforms of regressors

    Article • Journal of Applied Econometrics, August 2017, Wiley

    Professor Jin Seo Cho

  19. Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea

    Article • Journal of Business and Economic Statistics, May 2017, Taylor & Francis

    Professor Jin Seo Cho

  20. Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors

    Article • SSRN Electronic Journal, January 2016, Elsevier

    Professor Jin Seo Cho

  21. Quantile cointegration in the autoregressive distributed-lag modeling framework

    Article • Journal of Econometrics, September 2015, Elsevier

    Professor Jin Seo Cho

  22. Testing linearity using power transforms of regressors

    Article • Journal of Econometrics, July 2015, Elsevier

    Professor Jin Seo Cho

  23. Minimum Distance Testing and Top Income Shares in Korea

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Professor Jin Seo Cho

  24. Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

    Article • November 2014, Emerald

    Professor Jin Seo Cho

  25. Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions

    Article • June 2014, Oxford University Press (OUP)

    Professor Jin Seo Cho

  26. Testing Equality of Covariance Matrices via Pythagorean Means

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Jin Seo Cho

  27. TESTING FOR NEGLECTED NONLINEARITY USING EXTREME LEARNING MACHINES

    Article • International Journal of Uncertainty Fuzziness and Knowledge-Based Systems, October 2013, World Scientific Pub Co Pte Lt

    Professor Jin Seo Cho

  28. Testing Linearity Using Power Transforms of Regressors

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Professor Jin Seo Cho

  29. Testing for the effects of omitted power transformations

    Article • Economics Letters, October 2012, Elsevier

    Professor Jin Seo Cho

  30. An Alternative Proof That OLS is BLUE

    Article • Journal of Econometric Methods, January 2012, De Gruyter

    Professor Jin Seo Cho

  31. Higher-Order Approximations for Testing Neglected Nonlinearity

    Article • Neural Computation, January 2012, The MIT Press

    Professor Jin Seo Cho

  32. A Three Line Proof that OLS is BLUE

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Professor Jin Seo Cho

  33. Testing correct model specification using extreme learning machines

    Article • Neurocomputing, September 2011, Elsevier

    Professor Jin Seo Cho

  34. Generalized runs tests for the IID hypothesis

    Article • Journal of Econometrics, June 2011, Elsevier

    Professor Jin Seo Cho

  35. Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks

    Article • Neural Computation, May 2011, The MIT Press

    Professor Jin Seo Cho

  36. Infinite Density at the Median and the Typical Shape of Stock Return Distributions

    Article • Journal of Business and Economic Statistics, April 2011, Taylor & Francis

    Professor Jin Seo Cho

  37. Testing for unobserved heterogeneity in exponential and Weibull duration models

    Article • Journal of Econometrics, August 2010, Elsevier

    Professor Jin Seo Cho

  38. LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES

    Article • Econometric Theory, March 2010, Cambridge University Press

    Professor Jin Seo Cho

  39. LAD Asymptotics Under Conditional Heteroskedasticity with Possibly Infinite Error Densities

    Article • SSRN Electronic Journal, January 2009, Elsevier

    Professor Jin Seo Cho

  40. Testing for Regime Switching

    Article • Econometrica, November 2007, The Econometric Society

    Professor Jin Seo Cho