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Showing results 1 to 31 of 31

Issue Date	Title / Author(s) / Citation	File
2006-09	Bootstrap testing for the null of no cointegration in a threshold vector error correction model Seo, Myunghwan Journal of Econometrics, Vol.134 No.1, pp.129-150	DOI
2007-12	A smoothed least squares estimator for threshold regression models Seo, Myung Hwan; Linton, Oliver Journal of Econometrics, Vol.141 No.2, pp.704-735	DOI
2008-06	Semiparametric estimation of a binary response model with a change-point due to a covariate threshold Lee, Sok Bae; Seo, Myung Hwan Journal of Econometrics, Vol.144 No.2, pp.492-499	DOI
2008-12	UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP Seo, Myung Hwan Econometric Theory, Vol.24 No.6, pp.1699-1716	DOI
2011-03	Testing for Threshold Effects in Regression Models Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki Journal of the American Statistical Association, Vol.106 No.493, pp.220-231	DOI
2011-04	ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS Seo, Myung Hwan Econometric Theory, Vol.27 No.2, pp.201-234	DOI
2012-04	Testing for non-nested conditional moment restrictions using unconditional empirical likelihood Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-Jae Journal of Econometrics, Vol.167 No.2, pp.370-382	DOI
2013-08	Testing for structural stability in the whole sample Hidalgo, Javier; Seo, Myung Hwan Journal of Econometrics, Vol.175 No.2, pp.84-93	DOI
2015-04	Specification tests for lattice processes Hidalgo, Javier; Seo, Myung Hwan Econometric Theory, Vol.31 No.2, pp.294-336	DOI
2015-09	Structural-break models under mis-specification: Implications for forecasting Koo, Bonsoo; Seo, Myung Hwan Journal of Econometrics, Vol.188 No.1, pp.166-181	DOI
2016-01	The lasso for high dimensional regression with a possible change point Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki Journal of the Royal Statistical Society. Series B: Statistical Methodology, Vol.78 No.1, pp.193-210	DOI
2016-12	Dynamic panels with threshold effect and endogeneity Seo, Myung Hwan; Shin, Yongcheol Journal of Econometrics, Vol.195 No.2, pp.169-186	DOI
2017-04	Is there a jump in the transition? Kim, Young-Joo; Seo, Myung Hwan Journal of Business and Economic Statistics, Vol.35 No.2, pp.241-249	DOI
2017-12	Testing for a debt-threshold effect on output growth Lee, Sokbae; Park, Hyunmin; Seo, Myung Hwan; Shin, Youngki Fiscal Studies, Vol.38 No.4, pp.701-717	DOI
2018-02	Local m-estimation with discontinuous criterion for dependent and limited observations Seo, Myung Hwan; Otsu, Taisuke Annals of Statistics, Vol.46 No.1, pp.344-369	DOI
2018-07	Oracle estimation of a change point in high-dimensional quantile regression Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki Journal of the American Statistical Association, Vol.113 No.523, pp.1184-1194	DOI
2019-06	Robust inference for threshold regression models Hidalgo, Javier; Lee, Jungyoon; Seo, Myung Hwan Journal of Econometrics, Vol.210 No.2, pp.291-309	DOI
2019-09	Estimation of dynamic panel threshold model using Stata Seo, Myung Hwan; Kim, Sueyoul; Kim, Young-Joo Stata Journal, Vol.19 No.3, pp.685-697	DOI
2020-08	Estimating a breakpoint in the pattern of spread of COVID-19 in South Korea Kim, Young-Joo; Seo, Myung Hwan; Yeom, Hyun-E International Journal of Infectious Diseases, Vol.97, pp.360-364	DOI
2020-10	DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki Economic Inquiry, Vol.58 No.4, pp.1949-1957	DOI
2020-11	Discussion on selecting the number of breaks in the pattern of spread of COVID-19 (a reply to Zhao and Liang) Kim, Young-Joo; Seo, Myung Hwan; Yeom, Hyun-E International Journal of Infectious Diseases, Vol.100, pp.132-132	DOI
2020-12	Frequent or systematic changes? discussion on Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection. Seo, Myung Hwan Journal of the Korean Statistical Society, Vol.49 No.4, pp.1096-1098	DOI
2020-12	High-dimensional predictive regression in the presence of cointegration Koo, Bonsoo; Anderson, Heather M.; Seo, Myung Hwan; Yao, Wenying Journal of Econometrics, Vol.219 No.2, pp.456-477	DOI
2021-01	Sparse HP filter: Finding kinks in the COVID-19 contact rate ? Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki Journal of Econometrics, Vol.220 No.1, pp.158-180	DOI
2021-06	Factor-driven two-regime regression Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki Annals of Statistics, Vol.49 No.3, pp.1656-1678	DOI
2022-06	Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki Proceedings of the AAAI Conference on Artificial Intelligence, Vol.36, pp.7381-7389	DOI
2023-07	Robust Inference on Infinite and Growing Dimensional Time-Series Regression Gupta, Abhimanyu; Seo, Myung Hwan Econometrica, Vol.91 No.4, pp.1333-1361	DOI
2023-08	Testing stochastic dominance with many conditioning variables Linton, Oliver; Seo, Myung Hwan; Whang, Yoon Jae Journal of Econometrics, Vol.235 No.2, pp.507-527	DOI
2023-10	SGMM: Stochastic Approximation to Generalized Method of Moments Chen, Xiaohong; Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki; Song, Myunghyun Journal of Financial Econometrics, pp.1-40	DOI
2024	Fast inference for quantile regression with tens of millions of observations Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki Journal of Econometrics, p. 105673	DOI
2024-06	Nonlinear dynamics of Kimchi premium Seo, Myung Hwan; Koo, Bonsoo; Yang, Yangzhuoran Fin Economic Modelling, Vol.135, p. 106726	DOI