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Jin Seo Cho

Yonsei University - Department of Economics

50 Yonsei-Ro

Seoul, 120-749

Korea

  • Yonsei University - Department of Economics

    • Email
    • Tel: +822-2123-5448
    • Fax: +822-2123-8638
SCHOLARLY PAPERS

5

DOWNLOADS

443

CITATIONS

0

Scholarly Papers (5)

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1.

A Three Line Proof that OLS is BLUE

Number of pages: 2 Posted: 04 May 2012
Halbert L. White, Jr. and Jin Seo Cho
University of California, San Diego (UCSD) - Department of Economics and Yonsei University - Department of Economics
Downloads 198 (68,068)

Abstract:

efficiency, Gauss-Markov, OLS estimator

2.

Testing Linearity Using Power Transforms of Regressors

Cowles Foundation Discussion Paper No. 1917
Number of pages: 54 Posted: 18 Sep 2013
Yae In Baek, Jin Seo Cho and Peter C. B. Phillips
Yonsei University, Yonsei University - Department of Economics and Yale University - Cowles Foundation
Downloads 25 (384,704)

Abstract:

Box Cox transform, Gaussian stochastic process, Neglected nonlinearity, Power transformation, Quasi-likelihood ratio test, Trend exponent, Trifold identification problem

3.

Testing Equality of Covariance Matrices via Pythagorean Means

Cowles Foundation Discussion Paper No. 1970
Number of pages: 49 Posted: 03 Dec 2014
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Downloads 14 (388,734)

Abstract:

Matrix equality, Trace, Determinant, Arithmetic mean, Geometric mean, Harmonic mean, Information matrix, Eigenvalues, Parametric bootstrap

4.

Minimum Distance Testing and Top Income Shares in Korea

Cowles Foundation Discussion Paper No. 2007
Number of pages: 49 Posted: 26 Jun 2015
Jin Seo Cho, Myung-Ho Park and Peter C. B. Phillips
Yonsei University - Department of Economics, Korea Institute of Public Finance and Yale University - Cowles Foundation
Downloads 7 (477,205)

Abstract:

Brownian bridge, Cramér-von Mises statistic, Distribution-free asymptotics, Null distribution, Minimum distance estimator, Empirical distribution, goodness-of-fit test, Crámer-von Mises distance, Top income shares, Pareto interpolation

5.

Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors

Cowles Foundation Discussion Paper No. 2060
Number of pages: 47 Posted: 08 Dec 2016
Jin Seo Cho and Peter C. B. Phillips
Yonsei University - Department of Economics and Yale University - Cowles Foundation
Downloads 0 (472,213)

Abstract:

QLR test, Asymptotic null distribution, Misspecification, Mincer equation, Nonlinearity, Polynomial model, Power Gaussian process, Sequential testing

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