**Sequentially Estimating the Structural Equation by Power Transformation**(with Jaedo Choi and Hyungsik R. Moon)

**Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model**(with Matthew Greenwood-Nimmo and Yongcheol Shin)

**Parametric Inference on the Conditional Mean of Functional Data Applied to Lifetime Income Curves**(with Peter C.B. Phillips and Juwon Seo)

**Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model**(with Dakyung Seong and Timo Teräsvirta)

**Testing for the Sandwich-Form Covariance Matrix of the Quasi-Maximum Likelihood Estimator**(with Lijuan Huo)

**Directionally Differentiable Econometric Models**(with Halbert L. White)

**Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**(with Myung-Ho Park and Peter C.B. Phillips)

**Testing for the Conditional Geometric Mixture Distribution**(with Jin Seok Park and Sang Woo Park)

**Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors**(with Peter C.B. Phillips)

**Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices**(with Peter C.B. Phillips)

**Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework**(with Tae-Hwan Kim and Yongcheol Shin)

**Testing Linearity Using Power Transforms of Regressors**(with Yae In Baek and Peter C.B. Phillips)

**Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity**(with Yaeji Jun, Written in Korean)

**Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing**(with Halbert L. White)

**Testing for Neglected Nonlinearity Using Extreme Learning Machines**(with Kyu Lee Shin)

**Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions**(with Isao Ishida and Halbert L. White)

**An Alternative Proof That OLS Is BLUE**(with Halbert L. White)

**Testing for the Effects of Omitted Power Transformations**(with Isao Ishida)

**Testing for Regime Switching: Rejoinder**(with Halbert L. White)

**Testing the Constant Mean Function Using Functional Regression**(with Meng Huang and Halbert L. White)

**Higher-Order Approximations for Testing Neglected Nonlinearity**(with Halbert L. White)

**Testing Correct Model Specification Using Extreme Learning Machines**(with Halbert L. White)

**Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models**(with Taul Cheong and Halbert L. White)

**Generalized Runs Tests for the IID Hypothesis**(with Halbert L. White)

**Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks**(with Isao Ishida and Halbert L. White)

**Infinite Density at the Median and the Typical Shape of Stock Return Distributions**(with Chirok Han and Peter C.B. Phillips)

**Testing for Unobserved Heterogeniety in Exponential and Weibull Duration Models**(with Halbert L. White)

**LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities**(with Chirok Han and Peter C.B. Phillips)

**Testing for the Mixture Hypothesis of Geometric Distributions**(with Chirok Han)

**Testing for Regime Switching**(with Halbert L. White)

**Equity and Efficiency in a Class Economy**(Written in Korean)

**Testing for the Omitted Variable Effects to Linear Models Using Generically Comprehensively Revealing Statistics**

**Testing for the Mixture Hypothesis of Poisson Distributions**

**Testing Hypotheses by the Mixture of Alternative and Null Model**

**Testing for the Mixture Hypothesis with Misspecified Distributions in the Exponential Family**