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Jin Seo Cho

Institution: Yonsei University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://jinseocho.github.io/home/

First Publication: 2010

Most Recent: 2025

RePEc ID: pch1541 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 2.02 1.35 1.35 4.71 81%
Last 10 Years 0.00 5.38 3.36 1.35 10.09 88%
All Time 0.00 13.45 4.04 1.85 19.34 94%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 14.47

Publications (16)

Year Article Journal Tier Authors
2025 Practical testing for the normal mixture Economics Letters C 1
2025 GMM estimation with Brownian kernels applied to income inequality measurement Journal of Econometrics A 2
2024 SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION Econometric Theory B 3
2023 Recent developments of the autoregressive distributed lag modelling framework Journal of Economic Surveys C 3
2022 Parametric Conditional Mean Inference with Functional Data Applied to Lifetime Income Curves International Economic Review B 3
2018 DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS Econometric Theory B 2
2018 Pythagorean generalization of testing the equality of two symmetric positive definite matrices Journal of Econometrics A 2
2018 Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea Journal of Business & Economic Statistics A 3
2018 Sequentially testing polynomial model hypotheses using power transforms of regressors Journal of Applied Econometrics B 2
2015 Testing linearity using power transforms of regressors Journal of Econometrics A 3
2015 Quantile cointegration in the autoregressive distributed-lag modeling framework Journal of Econometrics A 3
2012 Testing for the effects of omitted power transformations Economics Letters C 2
2011 Generalized runs tests for the IID hypothesis Journal of Econometrics A 2
2011 Infinite Density at the Median and the Typical Shape of Stock Return Distributions Journal of Business & Economic Statistics A 3
2010 LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES Econometric Theory B 3
2010 Testing for unobserved heterogeneity in exponential and Weibull duration models Journal of Econometrics A 2