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Details about Myung Hwan Seo

Homepage:https://sites.google.com/site/myunghseo/
Postal address:DEPARTMENT OF ECONOMICS Seoul National University Kwan-Ak Ro 1, Kwan-Ak Gu Seoul, Korea
Workplace:Division of Economics, Seoul National University, (more information at EDIRC)

Access statistics for papers by Myung Hwan Seo.

Last updated 2019-04-07. Update your information in the RePEc Author Service.

Short-id: pse168


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Working Papers

2019

  1. Causal inference on regression discontinuity designs by high-dimensional methods
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
  2. Estimation of Dynamic Panel Threshold Model using Stata
    Papers, arXiv.org Downloads
  3. Factor-Driven Two-Regime Regression
    Papers, arXiv.org Downloads
    Also in Department of Economics Working Papers, McMaster University (2018) Downloads

2017

  1. Robust Inference and Testing of Continuity in Threshold Regression Models
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (1)

2016

  1. Local M-estimation with discontinuous criterion for dependent and limited observations
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
  2. Oracle Estimation of a Change Point in High Dimensional Quantile Regression
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Journal of the American Statistical Association (2018)

2015

  1. Specification tests for lattice processes
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article in Econometric Theory (2015)

2014

  1. A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
  2. Asymptotics for maximum score method under general conditions
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
  3. Dynamic Panels with Threshold Effect and Endogeneity
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2016)
  4. The lasso for high-dimensional regression with a possible change-point
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2016)

2013

  1. SPECIFICATION FOR LATTICE PROCESSES
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads
  2. Structural-break models under mis-specification: implications for forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2013) Downloads

    See also Journal Article in Journal of Econometrics (2015)

2012

  1. Testing for Structural Stability in the Whole Sample
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2011) Downloads
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2012) Downloads

    See also Journal Article in Journal of Econometrics (2013)

2010

  1. Testing for threshold effects in regression models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (10)
    See also Journal Article in Journal of the American Statistical Association (2011)

2008

  1. Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2012)

2007

  1. Estimation of Nonlinear Error CorrectionModels
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (1)

    See also Journal Article in Econometric Theory (2011)
  2. SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads

    See also Journal Article in Journal of Econometrics (2008)

2005

  1. A smoothed least squares estimator for threshold regression models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2007)
  2. Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2005) Downloads
    Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (1)

    See also Journal Article in Econometric Theory (2008)

Journal Articles

2018

  1. Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
    Journal of the American Statistical Association, 2018, 113, (523), 1184-1194 Downloads View citations (2)
    See also Working Paper (2016)

2017

  1. Correction
    Journal of the American Statistical Association, 2017, 112, (518), 883-883 Downloads
  2. Is There a Jump in the Transition?
    Journal of Business & Economic Statistics, 2017, 35, (2), 241-249 Downloads
  3. Testing for a Debt‐Threshold Effect on Output Growth
    Fiscal Studies, 2017, 38, 701-717 Downloads View citations (3)

2016

  1. Dynamic panels with threshold effect and endogeneity
    Journal of Econometrics, 2016, 195, (2), 169-186 Downloads View citations (15)
    See also Working Paper (2014)
  2. The lasso for high dimensional regression with a possible change point
    Journal of the Royal Statistical Society Series B, 2016, 78, (1), 193-210 Downloads View citations (7)
    See also Working Paper (2014)

2015

  1. SPECIFICATION TESTS FOR LATTICE PROCESSES
    Econometric Theory, 2015, 31, (02), 294-336 Downloads
    See also Working Paper (2015)
  2. Structural-break models under mis-specification: Implications for forecasting
    Journal of Econometrics, 2015, 188, (1), 166-181 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. Testing for structural stability in the whole sample
    Journal of Econometrics, 2013, 175, (2), 84-93 Downloads View citations (9)
    See also Working Paper (2012)

2012

  1. Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
    Journal of Econometrics, 2012, 167, (2), 370-382 Downloads View citations (1)
    See also Working Paper (2008)

2011

  1. ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS
    Econometric Theory, 2011, 27, (02), 201-234 Downloads View citations (6)
    See also Working Paper (2007)
  2. Testing for Threshold Effects in Regression Models
    Journal of the American Statistical Association, 2011, 106, (493), 220-231 Downloads View citations (18)
    See also Working Paper (2010)

2008

  1. Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
    Journal of Econometrics, 2008, 144, (2), 492-499 Downloads View citations (5)
    See also Working Paper (2007)
  2. UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
    Econometric Theory, 2008, 24, (06), 1699-1716 Downloads View citations (19)
    See also Working Paper (2005)

2007

  1. A smoothed least squares estimator for threshold regression models
    Journal of Econometrics, 2007, 141, (2), 704-735 Downloads View citations (42)
    See also Working Paper (2005)

2006

  1. Bootstrap testing for the null of no cointegration in a threshold vector error correction model
    Journal of Econometrics, 2006, 134, (1), 129-150 Downloads View citations (71)
 
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