| 2024-02 |
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION |
Econometric Theory
|
| 2023-08 |
Testing a constant mean function using functional regression |
Neural Computing and Applications
|
| 2023-06 |
The asymmetric response of dividends to earnings news |
Finance Research Letters
|
| 2023-02 |
Recent developments of the autoregressive distributed lag modelling framework |
Journal of Economic Surveys
|
| 2022-08 |
Comprehensively Testing Linearity Hypothesis Using the Smooth Transition Autoregressive Model |
ECONOMETRIC REVIEWS
|
| 2022-08 |
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model |
International Economics
|
| 2022-02 |
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES |
INTERNATIONAL ECONOMIC REVIEW
|
| 2021-06 |
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator |
TEST
|
| 2020-11 |
Sequentially Estimating the Approximate Conditional Mean Using Extreme Learning Machines |
ENTROPY
|
| 2018-10 |
Directionally Differentiable Econometric Models |
ECONOMETRIC THEORY
|
| 2018-07 |
Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea |
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
|
| 2018-06 |
Testing for the Mixture Hypothesis of Conditional Geometric and Exponential Distributions |
계량경제학보, Journal of Economic Theory and Econometrics
|
| 2018-02 |
Sequentially Testing Polynomial Model Hypothesis Using the Power Transform of Regressors |
JOURNAL OF APPLIED ECONOMETRICS
|
| 2018-01 |
Pythagorean generalization of testing the equality of two symmetric positive definite matrices |
JOURNAL OF ECONOMETRICS
|
| 2015-09 |
Quantile cointegration in the autoregressive distributed-lag modeling framework |
JOURNAL OF ECONOMETRICS
|
| 2015-07 |
Testing linearity using power transforms of regressors |
JOURNAL OF ECONOMETRICS
|
| 2015-04 |
선형모형의 가설하에서 비선형 검정통계량간의 상호관계분석 |
통계연구
|
| 2013-12 |
Testing for Neglected Nonlinearity Using Extreme Learning Machines |
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS
|
| 2012-10 |
Testing for the effects of omitted power transformations |
ECONOMICS LETTERS
|
| 2012-08 |
An Alternative Proof that OLS is BLUE |
Journal of Econometric Methods
|
| 2012-06 |
Quasi-maximum likelihood estimation revisited using the distance and direction method |
Journal of Economic Theory and Econometrics
|
| 2012-01 |
Higher-Order Approximations for Testing Neglected Nonlinearity |
NEURAL COMPUTATION
|
| 2011-09 |
Testing correct model specification using extreme learning machines |
NEUROCOMPUTING
|
| 2011-06 |
Experience with the weighted bootstrap in testing for unobserved heterogeneity in exponential and weibull duration models |
Journal of Economic Theory and Econometrics
|
| 2011-06 |
Generalized runs tests for the IID hypothesis |
JOURNAL OF ECONOMETRICS
|
| 2011-05 |
Revisiting tests for neglected nonlinearity using artificial neural networks |
NEURAL COMPUTATION
|
| 2011-04 |
Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
|
| 2010-08 |
Testing for unobserved heterogeneity in exponential and Weibull duration models |
Journal of Econometrics
|
| 2010-06 |
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
Econometric Theory
|
| 2009-09 |
Testing for the Mixture Hypothesis of Geometric Distributions |
Journal of Economic Theory and Econometrics
|
| 2007-11 |
Testing for regime switching |
ECONOMETRICA
|
| 1996-03 |
계급경제하의 효율과 형평 |
연세경제연구
|