Byeongseon Seo - 서병선
Byeongseon Seo - 서병선
Verified email at korea.ac.kr
Title
Cited by
Cited by
Year
Testing for two-regime threshold cointegration in vector error-correction models
BE Hansen, B Seo
Journal of econometrics 110 (2), 293-318, 2002
10252002
Tests for structural change in cointegrated systems
B Seo
Econometric Theory, 222-259, 1998
1651998
Distribution theory for unit root tests with conditional heteroskedasticity
B Seo
Journal of Econometrics 91 (1), 113-144, 1999
1381999
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
842003
Nonlinear mean reversion in the term structure of interest rates
B Seo
Journal of Economic Dynamics and Control 27 (11-12), 2243-2265, 2003
842003
Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
B Seo
Journal of Econometrics 137 (1), 68-111, 2007
512007
Statistical inference on cointegration rank in error correction models with stationary covariates
B Seo
Journal of Econometrics 85 (2), 339-385, 1998
361998
Testing for nonlinear adjustment in smooth transition vector error correction models
B Seo
Econometric Society 2004 Far Eastern Meetings 749, 2004
192004
Nonparametric testing for linearity in cointegrated error-correction models
B Seo
Studies in Nonlinear Dynamics & Econometrics 15 (2), 2011
82011
Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea
S Kim, B Seo
Hitotsubashi Journal of Economics, 91-108, 2008
82008
Testing for threshold cointegration
BE Hansen, B Seo
University of Wisconsin (mimeo), 2000
82000
Essays on time series econometrics
B Seo
University of Rochester. Department of Economics, 1996
81996
Structural change in stock price volatility of Asian financial markets
JW Kim, B Seo, DJ Leatham
KIET, 2008
72008
Aging in population and energy demand
J Kim, B Seo
Proceedings of the 3rd IAEE Asian Conference, Kyoto, Japan, 20-22, 2012
62012
Rational Expectations, Long-run Taylor Rule, and Forecasting Inflation
B Seo, S Kim
Seoul Journal of Economics 20, 2007
52007
Testing for threshold cointegration in vector error correction models
B Hansen, B Seo
Working Paper, 2000
32000
Transaction Costs and Nonlinear Mean Reversion in the Eu Emission Trading Scheme
J Kim, B Seo
Hitotsubashi Journal of Economics, 281-296, 2015
22015
Testing for Threshold Cointegration in Vector Error Correction Models
BE Hansen, B Seo
22001
Hysteresis and Averaging the Forecasts of Exchange Rates
B Seo, J Kim
Seoul Journal of Economics 24 (3), 357-387, 2011
12011
Asymmetric dividend smoothing in the aggregate stock market
S Kim, B Seo
Quantitative Finance 10 (4), 349-355, 2010
12010
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Articles 1–20