Year |
Citation |
Score |
2020 |
Huo L, Cho JS. Sequentially Estimating the Approximate Conditional Mean Using Extreme Learning Machines. Entropy (Basel, Switzerland). 22. PMID 33287062 DOI: 10.3390/e22111294 |
0.429 |
|
2018 |
Cho JS, Park JS, Park SW. Testing for the Mixture Hypothesis of Conditional Geometric and Exponential Distributions Journal of Economic Theory and Econometrics. 29: 1-27. DOI: 10.22812/Jetem.2018.29.2.001 |
0.56 |
|
2018 |
Cho JS, Park MH, Phillips PCB. Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea Journal of Business & Economic Statistics. 36: 523-537. DOI: 10.1080/07350015.2016.1200983 |
0.545 |
|
2018 |
Cho JS, Phillips PC. Pythagorean generalization of testing the equality of two symmetric positive definite matrices Journal of Econometrics. 202: 45-56. DOI: 10.1016/J.Jeconom.2017.05.020 |
0.508 |
|
2017 |
Cho JS, White H. DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS Econometric Theory. 34: 1101-1131. DOI: 10.1017/S0266466617000354 |
0.599 |
|
2017 |
Cho JS, Phillips PCB. Sequentially testing polynomial model hypotheses using power transforms of regressors Journal of Applied Econometrics. 33: 141-159. DOI: 10.1002/Jae.2589 |
0.53 |
|
2015 |
Cho JS, Kim TH, Shin Y. Quantile cointegration in the autoregressive distributed-lag modeling framework Journal of Econometrics. 188: 281-300. DOI: 10.1016/J.Jeconom.2015.05.003 |
0.439 |
|
2015 |
Baek YI, Cho JS, Phillips PCB. Testing linearity using power transforms of regressors Journal of Econometrics. 187: 376-384. DOI: 10.1016/J.Jeconom.2015.03.041 |
0.506 |
|
2014 |
Cho JS, White H. Testing the equality of two positive-definite matrices with application to informationmatrix testing Advances in Econometrics. 33: 491-556. DOI: 10.1108/S0731-905320140000033014 |
0.437 |
|
2013 |
Shin K, Cho JS. Testing for neglected nonlinearity using extreme learning machines International Journal of Uncertainty, Fuzziness and Knowlege-Based Systems. 21: 117-129. DOI: 10.1142/S0218488513400205 |
0.538 |
|
2012 |
White H, Cho JS. Higher-order approximations for testing neglected nonlinearity. Neural Computation. 24: 273-87. PMID 22023196 DOI: 10.1162/Neco_A_00225 |
0.641 |
|
2012 |
Cho JS, Ishida I. Testing for the effects of omitted power transformations Economics Letters. 117: 287-290. DOI: 10.1016/J.Econlet.2012.05.029 |
0.434 |
|
2011 |
Cho JS, Ishida I, White H. Revisiting tests for neglected nonlinearity using artificial neural networks. Neural Computation. 23: 1133-86. PMID 21299425 DOI: 10.1162/Neco_A_00117 |
0.612 |
|
2011 |
Han C, Cho JS, Phillips PCB. Infinite density at the median and the typical shape of stock return distributions Journal of Business and Economic Statistics. 29: 282-294. DOI: 10.1198/Jbes.2010.07327 |
0.468 |
|
2011 |
Cho JS, White H. Testing correct model specification using extreme learning machines Neurocomputing. 74: 2552-2565. DOI: 10.1016/J.Neucom.2010.11.031 |
0.615 |
|
2011 |
Cho JS, White H. Generalized runs tests for the IID hypothesis Journal of Econometrics. 162: 326-344. DOI: 10.1016/J.Jeconom.2011.02.001 |
0.615 |
|
2010 |
Cho JS, Han C, Phillips PCB. LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities Econometric Theory. 26: 953-962. DOI: 10.1017/S0266466609990703 |
0.366 |
|
2010 |
Cho JS, White H. Testing for unobserved heterogeneity in exponential and Weibull duration models Journal of Econometrics. 157: 458-480. DOI: 10.1016/J.Jeconom.2010.03.046 |
0.658 |
|
2007 |
Cho JS, White H. Testing for regime switching Econometrica. 75: 1671-1720. DOI: 10.1111/J.1468-0262.2007.00809.X |
0.628 |
|
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