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 0 64
A smoothed least squares estimator for threshold regression models 0 0 0 23 0 0 0 77
Asymptotics for maximum score method under general conditions 0 0 0 61 0 0 1 66
Causal inference on regression discontinuity designs by high-dimensional methods 0 1 3 124 0 4 13 206
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 1 2 10
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 1 22 0 1 2 44
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 0 0 0 51
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 1 3 24
Dynamic Panels with Threshold Effect and Endogeneity 1 4 8 268 3 7 20 769
Estimation of Dynamic Panel Threshold Model using Stata 1 1 22 553 1 13 83 1,502
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 1 1 2 26
Estimation of nonlinear error correction models 0 0 0 13 0 0 1 79
Factor-Driven Two-Regime Regression 0 0 0 6 0 0 0 47
Factor-Driven Two-Regime Regression 0 0 1 59 0 0 1 110
Factor-Driven Two-Regime Regression 0 0 0 12 0 0 2 48
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 2 4 39
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 0 1 7 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 0 0 1 35
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 1 38 0 0 2 53
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 1 22 0 0 2 39
Robust inference for threshold regression models 0 0 0 26 0 0 3 20
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 1 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 0 1 42
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 1 15 0 1 3 63
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 0 0 0 1 8
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 69 0 0 0 77
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 1 2 3 81
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE 0 0 0 2 1 1 2 18
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 0 1 37
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 0 3 0 0 0 20
Testing for structural stability in the whole sample 0 1 1 11 0 1 3 78
Testing for threshold effects in regression models 1 1 2 210 1 2 8 563
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 1 3 227
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 0 0 1 703
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 2 0 0 0 39
Total Working Papers 3 8 41 2,308 9 39 183 6,104

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 1 168 0 0 3 406
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 0 0 5 444
Correction 0 0 0 1 1 1 4 31
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 0 5 2 2 4 48
Dynamic panels with threshold effect and endogeneity 4 10 25 406 14 28 108 1,258
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 1 1 118 0 2 5 274
Estimation of dynamic panel threshold model using Stata 2 5 16 200 4 16 56 964
High-dimensional predictive regression in the presence of cointegration 0 1 4 13 1 2 8 40
Is There a Jump in the Transition? 0 0 0 2 0 0 0 32
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 0 2 0 0 2 26
Robust inference for threshold regression models 0 1 2 33 0 1 10 107
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 0 1 1 33
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 68 0 0 3 202
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 1 3 61
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 0 0 0 87
Testing for Threshold Effects in Regression Models 0 0 1 56 0 2 6 178
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 0 1 3 41
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 1 10 0 0 1 70
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 1 4 71
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 1 55 1 1 2 178
Total Journal Articles 6 18 52 1,417 24 59 229 4,846

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Statistics updated 2025-05-12