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 3 5 8 72
A smoothed least squares estimator for threshold regression models 0 1 1 24 4 7 10 87
Asymptotics for maximum score method under general conditions 0 0 1 62 0 7 9 75
Causal inference on regression discontinuity designs by high-dimensional methods 1 1 8 132 7 18 38 242
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 9 11 35
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 7 10 53
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 8 12 63
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 2 7 16
Dynamic Panels with Threshold Effect and Endogeneity 2 2 8 275 8 22 50 815
Estimation of Dynamic Panel Threshold Model using Stata 1 5 10 562 7 25 52 1,549
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 1 3 6 31
Estimation of nonlinear error correction models 0 0 0 13 2 4 9 88
Factor-Driven Two-Regime Regression 0 0 0 59 2 7 10 120
Factor-Driven Two-Regime Regression 0 0 1 13 2 12 16 64
Factor-Driven Two-Regime Regression 0 0 0 6 1 4 6 53
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 1 2 3 42
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 1 5 7 45
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 0 7 8 186
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 1 3 6 41
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 0 38 1 3 3 56
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 1 6 11 50
Robust inference for threshold regression models 0 0 0 26 0 3 6 26
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 2 8 10 38
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 1 3 4 23
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 1 4 8 56
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 2 2 53
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 1 4 7 69
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 4 12 54
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 4 7 15
Specification for lattice processes 0 0 0 0 0 4 4 24
Specification tests for lattice processes 0 0 0 8 1 5 6 29
Structural-break models under mis-specification: implications for forecasting 0 0 0 69 0 5 5 82
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 0 9 12 91
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE 0 0 0 2 0 6 8 25
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 3 5 42
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 4 4 403
Testing for Structural Stability in the Whole Sample 0 0 1 4 0 7 9 29
Testing for structural stability in the whole sample 0 0 1 11 1 6 8 85
Testing for threshold effects in regression models 0 0 2 211 5 10 15 577
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 3 5 7 234
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 1 7 9 712
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 8 18 20 55
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 1 1 3 0 4 5 44
Total Working Papers 4 10 34 2,338 68 291 465 6,549

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 0 1 169 1 6 13 419
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 1 5 10 454
Correction 0 0 0 1 1 2 4 34
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 1 8 13 59
Dynamic panels with threshold effect and endogeneity 3 13 52 453 19 86 215 1,455
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 0 118 1 2 5 278
Estimation of dynamic panel threshold model using Stata 5 12 33 230 20 75 153 1,105
High-dimensional predictive regression in the presence of cointegration 1 1 4 16 2 4 10 48
Is There a Jump in the Transition? 0 0 0 2 1 6 9 41
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 0 7 10 36
Robust inference for threshold regression models 0 0 1 33 3 6 15 121
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 0 4 8 40
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 1 69 0 3 8 210
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 6 11 71
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 1 7 16 103
Testing for Threshold Effects in Regression Models 0 0 2 58 0 0 6 182
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 3 6 12 53
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 1 6 6 301
Testing for structural stability in the whole sample 0 0 0 10 0 3 5 75
The lasso for high dimensional regression with a possible change point 0 0 0 18 2 6 13 84
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 0 55 6 12 14 191
Total Journal Articles 9 26 96 1,503 64 260 556 5,360

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Statistics updated 2026-03-04