Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Cheol-Keun Cho"'
Autor:
Cheol-Keun Cho, Bosung Jang
Publikováno v:
International Journal of Financial Studies, Vol 11, Iss 2, p 62 (2023)
This paper explores the implications of consumption heterogeneity between domestic and foreign investors on the cross-section of stock returns in a host country. We argue that foreign investors in a small open economy integrated into global financial
Externí odkaz:
https://doaj.org/article/1aa4ad2abe9841cfb1f1d4ba247b4830
Autor:
Cheol-Keun Cho, Timothy J. Vogelsang
Publikováno v:
Econometrics, Vol 5, Iss 1, p 2 (2016)
This paper addresses tests for structural change in a weakly dependent time series regression. The cases of full structural change and partial structural change are considered. Heteroskedasticity-autocorrelation (HAC) robust Wald tests based on nonpa
Externí odkaz:
https://doaj.org/article/765ab77e7eaa49249f3a0cd83e95b035
Autor:
Cheol-Keun Cho
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb4b81cb1511e78f0deafe982f3a4f46
https://doi.org/10.2139/ssrn.4197849
https://doi.org/10.2139/ssrn.4197849
Autor:
Cheol-Keun Cho
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2775af199427430dcfcae2d4f884771e
https://doi.org/10.2139/ssrn.4112080
https://doi.org/10.2139/ssrn.4112080
Autor:
Cheol-Keun Cho
Publikováno v:
Journal of Economic Theory & Econometrics; Dec2022, Vol. 33 Issue 4, p54-76, 23p
Autor:
Peter Schmidt, Cheol-Keun Cho
Publikováno v:
Empirical Economics. 58:2031-2047
A well-known result due to Waldman (J Econom 18:275–279, 1982) states that, in the standard normal/half-normal SFA model, estimated technical inefficiency will be zero if the OLS residuals are positively skewed. It is not clear how much this result
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f0fccdcf405ddf44e6beeb71ecb0b28
https://doi.org/10.1007/s00181-018-1573-x
https://doi.org/10.1007/s00181-018-1573-x
Autor:
Cheol-Keun Cho1 chkcho@gmail.com, Vogelsang, Timothy J.2 tjv@msu.edu
Publikováno v:
Econometrics (2225-1146). 2017, Vol. 5 Issue 1, p2. 26p.
Publikováno v:
Journal of Econometrics. 187:217-237
This paper proposes a test of the null of integer integration against the alternative of fractional integration. The null of integer integration is satisfied if the series is either I ( 0 ) or I ( 1 ) . We reject the null if the KPSS test rejects I (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df2d5d23f2d28f0da83552ff6fad5793
https://doi.org/10.1016/j.jeconom.2015.02.023
https://doi.org/10.1016/j.jeconom.2015.02.023