Byeongseon Seo

Economics and Econometrics · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 8 citations into it; #1,930 of 23,481 by trust here, #6,570 by citations
• Finance — 5 citations into it; #1,001 of 10,518 by trust here, #2,604 by citations

Whom Byeongseon Seo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. B. Hansen
2. Donald W. K. Andrews
3. S. Ling
4. Tim Bollerslev
5. Robert F. Engle
6. Wai Keung Li
7. Eric Zivot

Who trusts Byeongseon Seo overall

1. Teresa Serra
2. James E. Payne
3. M. Stigler
4. P. K. Adom
5. B. Hansen
6. Myung Hwan Seo
7. D. Jacks
8. J. Gil
9. David Zilberman
10. Sakiru Adebola Solarin

Papers from Byeongseon Seo's perspective

Ordered by how strongly the researchers Byeongseon Seo trusts endorse each paper. Same corpus, a different order for every researcher.

1. THRESHOLD AUTOREGRESSION WITH A UNIT ROOT
2. Sample Splitting and Threshold Estimation
3. THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE (Macroeconomic Dynamics)
4. Tests for Parameter Instability and Structural Change with Unknown Change Point
5. Generalized autoregressive conditional heteroskedasticity
6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
7. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
8. Statistics for long-memory processes
9. Semiparametric ARCH models
10. The Jackknife and the Bootstrap for General Stationary Observations

Their papers

• Testing for two-regime threshold cointegration in vector error-correction models (2002) — 899 citations
• Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity (2007) — 52 citations