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 0 0 3 26 29
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent 0 0 0 30 0 0 10 75
A smoothed least squares estimator for threshold regression models 0 1 2 25 0 3 16 95
Asymptotics for maximum score method under general conditions 0 0 0 62 0 1 15 82
Bootstraps for Dynamic Panel Threshold Models 0 1 1 20 0 4 16 44
Causal inference on regression discontinuity designs by high-dimensional methods 0 1 4 133 0 5 37 252
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 2 3 15 39
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 2 0 1 8 18
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 1 18 69
Dynamic Panels with Threshold Effect and Endogeneity 0 3 12 282 1 5 56 835
Estimation of Dynamic Panel Threshold Model using Stata 0 1 9 565 1 13 73 1,586
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 1 3 9 36
Estimation of nonlinear error correction models 0 0 0 13 0 2 11 91
Factor-Driven Two-Regime Regression 0 0 0 59 0 0 10 121
Factor-Driven Two-Regime Regression 0 0 0 6 0 9 16 64
Factor-Driven Two-Regime Regression 0 0 1 13 1 1 16 65
Fast Inference for Quantile Regression with Tens of Millions of Observations 0 0 0 14 0 0 17 34
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 2 7 47
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 1 1 0 1 13 16
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 0 1 11 49
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 0 3 13 28
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 2 2 19 19
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 0 1 11 53
Robust inference for threshold regression models 0 0 0 26 0 1 10 30
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 1 25 62
SLIM: Stochastic Learning and Inference in Overidentified Models 0 0 4 4 0 2 12 12
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 1 14 62
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 0 12 55
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 5 0 1 4 55
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 0 3 10 19
Specification for lattice processes 0 0 0 0 0 1 7 27
Specification tests for lattice processes 0 0 0 8 0 1 9 32
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 0 0 13 94
Structural-break models under mis-specification: implications for forecasting 0 0 0 69 0 3 11 88
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 0 0 11 49
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 1 3 13 412
Testing for Structural Stability in the Whole Sample 0 0 0 4 0 1 13 34
Testing for structural stability in the whole sample 0 0 0 11 0 2 12 90
Testing for threshold effects in regression models 0 0 1 211 1 7 23 586
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 1 10 237
The lasso for high-dimensional regression with a possible change-point 0 0 0 0 0 2 18 18
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 0 1 17 720
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 0 2 26 61
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 0 1 3 0 1 9 48
What Impulse Response Do Instrumental Variables Identify? 0 0 1 17 1 4 17 27
Total Working Papers 0 7 53 2,490 13 105 855 7,153

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 1 1 1 170 2 2 23 432
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 1 3 14 459
Correction 0 0 0 1 0 0 4 36
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 0 6 0 0 10 60
Dynamic panels with threshold effect and endogeneity 1 11 45 470 9 36 224 1,529
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 0 118 0 0 8 283
Estimation of dynamic panel threshold model using Stata 0 3 34 239 7 22 177 1,158
High-dimensional predictive regression in the presence of cointegration 0 1 4 17 1 4 16 56
Is There a Jump in the Transition? 0 0 0 2 1 1 9 42
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 1 1 14 40
Robust inference for threshold regression models 0 0 2 35 0 1 22 130
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 0 0 10 43
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 1 69 0 2 12 216
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 0 11 72
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 0 1 20 110
Testing for Threshold Effects in Regression Models 0 0 1 58 2 3 7 187
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 1 1 7 302
Testing for structural stability in the whole sample 0 0 0 10 2 2 7 79
The lasso for high dimensional regression with a possible change point 0 0 0 18 1 2 16 87
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 0 55 0 0 15 193
Total Journal Articles 2 16 90 1,534 28 81 639 5,569

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Statistics updated 2026-08-07