Testing for two-regime threshold cointegration in vector error-correction models BE Hansen, B Seo Journal of econometrics 110 (2), 293-318, 2002 | 1225 | 2002 |
Tests for structural change in cointegrated systems B Seo Econometric Theory 14 (2), 222-259, 1998 | 179 | 1998 |
Distribution theory for unit root tests with conditional heteroskedasticity B Seo Journal of Econometrics 91 (1), 113-144, 1999 | 151 | 1999 |
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 | 93 | 2003 |
Nonlinear mean reversion in the term structure of interest rates B Seo Journal of Economic Dynamics and Control 27 (11-12), 2243-2265, 2003 | 86 | 2003 |
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity B Seo Journal of Econometrics 137 (1), 68-111, 2007 | 59 | 2007 |
Statistical inference on cointegration rank in error correction models with stationary covariates B Seo Journal of Econometrics 85 (2), 339-385, 1998 | 46 | 1998 |
Testing for nonlinear adjustment in smooth transition vector error correction models B Seo Econometric Society 2004 Far Eastern Meetings 749, 2004 | 21 | 2004 |
Testing for threshold cointegration BE Hansen, B Seo University of Wisconsin (mimeo), 2000 | 12 | 2000 |
Aging in population and energy demand J Kim, B Seo Proceedings of the 3rd IAEE Asian Conference, Kyoto, Japan, 20-22, 2012 | 10 | 2012 |
Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea S Kim, B Seo Hitotsubashi Journal of Economics, 91-108, 2008 | 10 | 2008 |
Nonparametric testing for linearity in cointegrated error-correction models B Seo Studies in Nonlinear Dynamics & Econometrics 15 (2), 2011 | 9 | 2011 |
Structural change in stock price volatility of Asian financial markets JW Kim, B Seo, DJ Leatham KIET, 2008 | 9 | 2008 |
Rational expectations, long-run taylor rule, and forecasting inflation B Seo, S Kim Seoul Journal of Economics 20 (2), 239-262, 2007 | 9 | 2007 |
Essays on time series econometrics B Seo University of Rochester, 1996 | 9 | 1996 |
Testing for Threshold Cointegration in Vector Error Correction Models," BE Hansen, B Seo unpublished manuscript, University of Wisconsin, 2001 | 5 | 2001 |
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 | 3 | 2021 |
Transaction Costs and Nonlinear Mean Reversion in the Eu Emission Trading Scheme J Kim, B Seo Hitotsubashi Journal of Economics, 281-296, 2015 | 3 | 2015 |
Efficient estimation and inference on cointegration in error correction models with stationary covariates B Seo Mimeo, Texas A&M University and Soongsil University, 2004 | 2 | 2004 |
Hysteresis and Averaging the Forecasts of Exchange Rates B Seo, J Kim Seoul Journal of Economics 24 (3), 357-387, 2011 | 1 | 2011 |