Byeongseon Seo

Available identifiers

Publication	Date of Publication	Type
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity	2016-05-02	Paper
Nonparametric testing for linearity in cointegrated error-correction models	2011-03-09	Paper
Nonlinear mean reversion in the term structure of interest rates	2008-10-24	Paper
Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions	2008-04-01	Paper
Testing for two-regime threshold cointegration in vector error-correction models.	2003-02-17	Paper
Statistical inference on cointegration rank in error correction models with stationary covariates	2001-06-19	Paper
Distribution theory for unit root tests with conditional heteroskedasticity	2000-02-13	Paper

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