Byeongseon Seo

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Testing for two-regime threshold cointegration in vector error-correction models

B. Hansen, Byeongseon Seo, 2002 .

Distribution theory for unit root tests with conditional heteroskedasticity 1 1 I wrote this paper w

Byeongseon Seo, Byeongseon Seo, 1999 .

NONLINEAR MONETARY POLICY REACTION WITH ASYMMETRIC CENTRAL BANK PREFERENCES: SOME EVIDENCE FOR KOREA

Byeongseon Seo, Sokwon Kim, 2008 .

Structural Change in Stock Price Volatility of Asian Financial Markets

David J. Leatham, J. Kim, Byeongseon Seo, 2010 .

TRANSACTION COSTS AND NONLINEAR MEAN REVERSION IN THE EU EMISSION TRADING SCHEME

Byeongseon Seo, Jeonghyun Kim, 2015 .

Statistical Assessment of Hotelling ’ s Rule in Forecasting the Crude Oil Price : Threshold Cointegration Approach

Hojeong Park, Byeongseon Seo, 2012 .

Transmission of Price and Volatility in International Commodity, Bonds, and Stock Markets

김진호, Byeongseon Seo, 2010 .

Asymmetric dividend smoothing in the aggregate stock market

Byeongseon Seo, Sokwon Kim, 2010 .

TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS

Byeongseon Seo, Byeongseon Seo, 1998, Econometric Theory.

Rational Expectations, Long-run Taylor Rule, and Forecasting Inflation

Byeongseon Seo, Sokwon Kim, 2007 .

Hysteresis and Averaging the Forecasts of Exchange Rates

Jinho Kim, Byeongseon Seo, 2011 .

Home Production and Married Female Labor Supply

Byeongseon Seo, Chanyoung Lim, 2004 .

The Impact of the Asian Financial Crisis on Foreign Exchange Market Efficiency: The Case of East Asian Countries

B. Jeon, Byeongseon Seo, 2003 .

Nonparametric Testing for Linearity in Cointegrated Error-Correction Models

Byeongseon Seo, 2011 .

Specification Error Tests for Omitted Nonlinearity in Vector Error Correction Models

Byeongseon Seo, 2008 .

Title TRANSACTION COSTS AND NONLINEAR MEAN REVERSION IN THE EU EMISSION TRADING SCHEME

Byeongseon Seo, Jeonghyun Kim, 2019 .

Nonlinear mean reversion in the term structure of interest rates

Byeongseon Seo, 2003 .

Statistical inference on cointegration rank in error correction models with stationary covariates

Byeongseon Seo, 1998 .

Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity

Byeongseon Seo, 2007 .

Testing for Threshold Cointegration in Vector Error Correction Models

B. Hansen, Byeongseon Seo, 2001 .

Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models

Byeongseon Seo, 2004 .