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Byeongseon Seo - 서병선
Byeongseon Seo - 서병선
Email verificata su korea.ac.kr
Titolo
Citata da
Citata da
Anno
Testing for two-regime threshold cointegration in vector error-correction models
BE Hansen, B Seo
Journal of econometrics 110 (2), 293-318, 2002
12252002
Tests for structural change in cointegrated systems
B Seo
Econometric Theory 14 (2), 222-259, 1998
1791998
Distribution theory for unit root tests with conditional heteroskedasticity
B Seo
Journal of Econometrics 91 (1), 113-144, 1999
1511999
The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries
BN Jeon, B Seo
Pacific-Basin Finance Journal 11 (4), 509-525, 2003
932003
Nonlinear mean reversion in the term structure of interest rates
B Seo
Journal of Economic Dynamics and Control 27 (11-12), 2243-2265, 2003
862003
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
B Seo
Journal of Econometrics 137 (1), 68-111, 2007
592007
Statistical inference on cointegration rank in error correction models with stationary covariates
B Seo
Journal of Econometrics 85 (2), 339-385, 1998
461998
Testing for nonlinear adjustment in smooth transition vector error correction models
B Seo
Econometric Society 2004 Far Eastern Meetings 749, 2004
212004
Testing for threshold cointegration
BE Hansen, B Seo
University of Wisconsin (mimeo), 2000
122000
Aging in population and energy demand
J Kim, B Seo
Proceedings of the 3rd IAEE Asian Conference, Kyoto, Japan, 20-22, 2012
102012
Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea
S Kim, B Seo
Hitotsubashi Journal of Economics, 91-108, 2008
102008
Nonparametric testing for linearity in cointegrated error-correction models
B Seo
Studies in Nonlinear Dynamics & Econometrics 15 (2), 2011
92011
Structural change in stock price volatility of Asian financial markets
JW Kim, B Seo, DJ Leatham
KIET, 2008
92008
Rational expectations, long-run taylor rule, and forecasting inflation
B Seo, S Kim
Seoul Journal of Economics 20 (2), 239-262, 2007
92007
Essays on time series econometrics
B Seo
University of Rochester, 1996
91996
Testing for Threshold Cointegration in Vector Error Correction Models,"
BE Hansen, B Seo
unpublished manuscript, University of Wisconsin, 2001
52001
Impacts of Ambient Air Pollution on Health Risk in Korea: A Spatial Panel Model Assessment
HS Yim, SH Cho, B Seo
Journal of Economic Theory and Econometrics 32 (1), 1-24, 2021
32021
Transaction Costs and Nonlinear Mean Reversion in the Eu Emission Trading Scheme
J Kim, B Seo
Hitotsubashi Journal of Economics, 281-296, 2015
32015
Efficient estimation and inference on cointegration in error correction models with stationary covariates
B Seo
Mimeo, Texas A&M University and Soongsil University, 2004
22004
Hysteresis and Averaging the Forecasts of Exchange Rates
B Seo, J Kim
Seoul Journal of Economics 24 (3), 357-387, 2011
12011
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