List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity Journal of Econometrics | 2016-05-02 | Paper |
| Nonparametric testing for linearity in cointegrated error-correction models Studies in Nonlinear Dynamics & Econometrics | 2011-03-09 | Paper |
| Nonlinear mean reversion in the term structure of interest rates Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions Journal of the Korean Statistical Society | 2008-04-01 | Paper |
| Testing for two-regime threshold cointegration in vector error-correction models. Journal of Econometrics | 2003-02-17 | Paper |
| Statistical inference on cointegration rank in error correction models with stationary covariates Journal of Econometrics | 2001-06-19 | Paper |
| Distribution theory for unit root tests with conditional heteroskedasticity Journal of Econometrics | 2000-02-13 | Paper |
Research outcomes over time
This page was built for person: Byeongseon Seo
