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 0 10 75
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 0 0 1 25 29
A smoothed least squares estimator for threshold regression models 0 1 2 25 1 3 17 96
Asymptotics for maximum score method under general conditions 0 0 0 62 1 2 16 83
Bootstraps for Dynamic Panel Threshold Models 0 0 1 20 2 3 18 46
Causal inference on regression discontinuity designs by high-dimensional methods 0 1 4 133 2 4 38 254
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 3 16 40
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 0 10 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 2 19 70
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 9 19
Dynamic Panels with Threshold Effect and Endogeneity 0 2 11 282 1 5 55 836
Estimation of Dynamic Panel Threshold Model using Stata 2 2 11 567 3 8 75 1,589
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 2 3 11 38
Estimation of nonlinear error correction models 0 0 0 13 1 2 12 92
Factor-Driven Two-Regime Regression 0 0 0 59 1 1 11 122
Factor-Driven Two-Regime Regression 0 0 0 6 0 1 15 64
Factor-Driven Two-Regime Regression 0 0 1 13 3 4 18 68
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 1 1 18 35
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 1 2 8 48
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 2 3 13 51
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 1 1 0 0 13 16
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 0 0 10 188
Minimax Risk in Estimating Kink Threshold and Testing 0 0 0 11 1 3 14 29
Minimax Risk in Estimating Kink Threshold and Testing Continuity 0 0 0 10 0 0 6 14
Optimal break tests for large linear time series models 0 0 14 14 1 3 20 20
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 2 12 47
Regression Discontinuity Design with Potentially Many Covariates 0 0 0 23 0 0 35 60
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 0 38 0 0 5 58
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 1 1 12 54
Robust inference for threshold regression models 0 0 0 26 1 1 10 31
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 0 0 13 41
SGMM: Stochastic Approximation to Generalized Method of Moments 0 0 2 26 1 2 24 63
SLIM: Stochastic Learning and Inference in Overidentified Models 0 0 4 4 1 2 13 13
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 0 0 8 27
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 0 0 14 62
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 1 4 55
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 1 1 13 56
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 1 8 72
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 0 10 19
Specification for lattice processes 0 0 0 0 2 3 9 29
Specification tests for lattice processes 0 0 0 8 1 2 10 33
Structural-break models under mis-specification: implications for forecasting 0 0 0 69 1 3 12 89
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 0 0 13 94
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE 0 0 0 2 0 0 9 27
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 1 1 12 50
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 0 1 13 412
Testing for Structural Stability in the Whole Sample 0 0 0 4 3 4 16 37
Testing for structural stability in the whole sample 0 0 0 11 0 1 12 90
Testing for threshold effects in regression models 1 1 2 212 2 6 25 588
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 0 10 237
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 2 3 20 20
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 1 1 27 62
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 0 0 17 720
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 0 1 3 0 0 9 48
What Impulse Response Do Instrumental Variables Identify? 0 0 0 17 4 5 20 31
Total Working Papers 3 7 54 2,493 48 97 892 7,201

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 1 170 0 2 23 432
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 1 1 1 160 3 5 17 462
Correction 0 0 0 1 1 1 5 37
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 0 6 1 1 11 61
Dynamic panels with threshold effect and endogeneity 3 10 46 473 14 36 229 1,543
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 0 118 0 0 7 283
Estimation of dynamic panel threshold model using Stata 1 3 34 240 9 27 178 1,167
High-dimensional predictive regression in the presence of cointegration 0 0 4 17 0 1 15 56
Is There a Jump in the Transition? 0 0 0 2 0 1 9 42
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 0 1 13 40
Robust inference for threshold regression models 0 0 2 35 1 1 23 131
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 0 0 9 43
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 69 0 1 10 216
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 2 2 10 74
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 0 0 20 110
Testing for Threshold Effects in Regression Models 1 1 2 59 2 5 9 189
Testing for a Debt‐Threshold Effect on Output Growth 0 0 1 9 0 0 13 55
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 1 7 302
Testing for structural stability in the whole sample 0 0 0 10 0 2 7 79
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 1 16 87
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 0 55 1 1 16 194
Total Journal Articles 6 16 92 1,540 34 89 647 5,603

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Statistics updated 2026-09-10