| Quantile cointegration in the autoregressive distributed-lag modelling framework JS Cho, TH Kim, Y Shin Journal of Econometrics 188 (1), 281-300, 2015 | 423 | 2015 |
| Testing for regime switching JS Cho, H White Econometrica 75 (6), 1671-1720, 2007 | 206 | 2007 |
| Recent Developments of the Autoregressive Distributed Lag Modelling Framework JS Cho, M Greenwood-Nimmo, Y Shin Journal of Economic Surveys 37 (1), 7-32, 2023 | 66 | 2023 |
| Testing for unobserved heterogeneity in exponential and Weibull duration models JS Cho, H White Journal of Econometrics 157 (2), 458-480, 2010 | 39 | 2010 |
| Testing linearity using power transforms of regressors YI Baek, JS Cho, PCB Phillips Journal of Econometrics 187 (1), 376-384, 2015 | 36 | 2015 |
| Generalized runs tests for the IID hypothesis JS Cho, H White Journal of Econometrics 162 (2), 326-344, 2011 | 30 | 2011 |
| Revisiting tests for neglected nonlinearity using artificial neural networks JS Cho, I Ishida, H White Neural Computation 23 (5), 1133-1186, 2011 | 29 | 2011 |
| Sequentially testing polynomial model hypotheses using power transforms of regressors JS Cho, PCB Phillips Journal of Applied Economietrics 33 (1), 141-159, 2018 | 25 | 2018 |
| Testing for the effects of omitted power transformations JS Cho, I Ishida Economics Letters 117 (1), 287-290, 2012 | 24 | 2012 |
| Experience with the weighted bootstrap in testing for unobserved heterogeneity in exponential and Weibull duration models JS Cho, T Cheong, H White Journal of Economic Theory and Econometrics 22 (2), 60-91, 2011 | 18 | 2011 |
| Testing the equality of two positive-definite matrices with application to information matrix testing JS Cho, H White Essays in Honor of Peter CB Phillips, 491-556, 2014 | 16 | 2014 |
| Higher-order approximations for testing neglected nonlinearity H White, JS Cho Neural Computation 24 (1), 273-287, 2012 | 16 | 2012 |
| Directionally differentiable econometric models J Cho, H White Econometric Theory 34 (5), 1101-1131, 2018 | 15 | 2018 |
| Pythagorean generalization of testing the equality of two symmetric positive definite matrices J CHO, PCB PHILLIPS Journal of Econometrics 202 (1), 45-56, 2018 | 14* | 2018 |
| Testing correct model specification using extreme learning machines JS Cho, H White Neurocomputing 74 (16), 2552-2565, 2011 | 14 | 2011 |
| Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model S Hammoudeh, W Mensi, JS Cho International Economics 170, 66-78, 2022 | 12 | 2022 |
| Testing for neglected nonlinearity using twofold unidentified models under the null and hexic expansions JS Cho, I Ishida, H White Essays on Nonlinear Time Series Econometrics: A Festschrift in Honor of Timo …, 2014 | 11* | 2014 |
| Two-Step Nonlinear ARDL Estimation of the Relationship between R&D Intensity and Investment JS Cho, M Greenwood-Nimmo, Y Shin Yonsei University, Yonsei Economics Research Institute Working papers, 2019 | 9* | 2019 |
| Practical Kolmogorov–Smirnov testing by minimum distance applied to measure top income shares in Korea JS Cho, MH Park, PBC Phillips Journal of Business & Economic Statistics 36 (3), 523-537, 2018 | 9* | 2018 |
| Infinite density at the median and the typical shape of stock return distributions C Han, JS Cho, PCB Phillips Journal of Business & Economic Statistics 29 (2), 282-294, 2011 | 7 | 2011 |
Peter C. B. PhillipsYale UniversityVerificeret mail på yale.edu