Testing for regime switching JS Cho, H White Econometrica 75 (6), 1671-1720, 2007 | 152 | 2007 |

Quantile cointegration in the autoregressive distributed-lag modelling framework JS Cho, TH Kim, Y Shin Journal of Econometrics 188 (1), 281-300, 2015 | 34 | 2015 |

Testing for unobserved heterogeneity in exponential and Weibull duration models JS Cho, H White Journal of Econometrics 157 (2), 458-480, 2010 | 30 | 2010 |

Testing linearity using power transforms of regressors YI Baek, JS Cho, PCB Phillips Journal of Econometrics 187 (1), 376-384, 2015 | 24 | 2015 |

Revisiting tests for neglected nonlinearity using artificial neural networks JS Cho, I Ishida, H White Neural Computation 23 (5), 1133-1186, 2011 | 22 | 2011 |

Testing for the effects of omitted power transformations JS Cho, I Ishida Economics Letters 117 (1), 287-290, 2012 | 18 | 2012 |

Generalized runs tests for the IID hypothesis JS Cho, H White Journal of Econometrics 162 (2), 326-344, 2011 | 16 | 2011 |

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 | 14 | 2011 |

Sequentially testing polynomial model hypotheses using power transforms of regressors JS Cho, PCB Phillips Journal of Applied Economietrics 33, 141-159, 2018 | 12 | 2018 |

Higher-order approximations for testing neglected nonlinearity H White, JS Cho Neural Computation 24 (1), 273-287, 2012 | 12 | 2012 |

Directionally differentiable econometric models J Cho, H White Econometric Theory, 1-31, 2017 | 11 | 2017 |

Testing correct model specification using extreme learning machines JS Cho, H White Neurocomputing 74 (16), 2552-2565, 2011 | 11 | 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 | 10 | 2014 |

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 | 9* | 2014 |

Pythagorean generalization of testing the equality of two symmetric positive definite matrices J CHO, PCB PHILLIPS Journal of Econometrics 202, 45-56, 2018 | 8* | 2018 |

Testing for the mixture hypothesis of geometric distributions J Cho, C Han Journal of Economic Theory and Econometrics 20 (3), 31-55, 2009 | 7 | 2009 |

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, 1-15, 2017 | 6* | 2017 |

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 | 6 | 2011 |

LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities JS Cho, C Han, PCB Phillips Econometric Theory 26 (3), 953-962, 2010 | 4 | 2010 |

Quasi-maximum likelihood estimation revisited using the distance and direction method J Cho Journal of Economic Theory and Econometrics 23 (2), 89-112, 2012 | 3 | 2012 |