Access Statistics for Myung Hwan Seo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 30 0 1 1 65
A smoothed least squares estimator for threshold regression models 0 0 0 23 0 1 2 79
Asymptotics for maximum score method under general conditions 0 0 1 62 0 0 1 67
Causal inference on regression discontinuity designs by high-dimensional methods 1 2 8 130 3 7 19 219
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 0 3 24
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 2 2 4 12
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 1 1 2 45
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 2 2 2 53
Dynamic Panels with Threshold Effect and Endogeneity 1 3 9 272 4 11 25 785
Estimation of Dynamic Panel Threshold Model using Stata 1 2 14 557 2 8 60 1,516
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 0 0 3 27
Estimation of nonlinear error correction models 0 0 0 13 1 2 2 81
Factor-Driven Two-Regime Regression 0 0 0 59 0 1 1 111
Factor-Driven Two-Regime Regression 0 0 0 6 0 1 2 49
Factor-Driven Two-Regime Regression 0 0 0 12 0 2 4 50
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 1 4 40
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 0 0 6 38
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 0 0 0 178
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 1 1 2 36
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 1 38 0 0 1 53
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 1 1 5 43
Robust inference for threshold regression models 0 0 0 26 0 1 2 21
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 0 0 0 28
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 0 0 0 19
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 0 0 1 48
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 1 1 43
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 0 1 51
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 1 3 64
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 0 2 9
Specification for lattice processes 0 0 0 0 0 0 2 20
Specification tests for lattice processes 0 0 0 8 0 0 0 23
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 0 0 2 81
Structural-break models under mis-specification: implications for forecasting 0 0 0 69 0 0 0 77
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE 0 0 0 2 0 0 2 18
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 1 2 38
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 0 0 399
Testing for Structural Stability in the Whole Sample 0 0 1 4 0 0 1 21
Testing for structural stability in the whole sample 0 0 1 11 0 0 3 78
Testing for threshold effects in regression models 1 1 3 211 3 3 10 566
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 0 1 227
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 0 0 3 35
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 0 0 0 703
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 0 0 2 0 0 0 39
Total Working Papers 4 8 38 2,325 20 49 185 6,179

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A smoothed least squares estimator for threshold regression models 0 1 1 169 0 1 4 409
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 1 1 5 446
Correction 0 0 0 1 0 1 3 32
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 1 5 50
Dynamic panels with threshold effect and endogeneity 4 13 41 431 11 39 126 1,325
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 1 118 0 1 6 276
Estimation of dynamic panel threshold model using Stata 4 6 20 210 8 21 69 997
High-dimensional predictive regression in the presence of cointegration 0 0 3 13 0 1 7 41
Is There a Jump in the Transition? 0 0 0 2 0 1 1 33
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 1 1 1 3 1 2 4 28
Robust inference for threshold regression models 0 0 2 33 0 1 8 108
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 0 1 2 34
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 1 1 69 0 4 6 206
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 4 7 65
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 0 2 3 90
Testing for Threshold Effects in Regression Models 1 1 3 58 2 2 10 182
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 0 0 4 42
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 1 295
Testing for structural stability in the whole sample 0 0 0 10 0 2 2 72
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 0 3 71
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 1 55 0 0 2 178
Total Journal Articles 10 23 75 1,458 24 85 278 4,980

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Statistics updated 2025-10-06