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 2 3 67
A smoothed least squares estimator for threshold regression models 1 1 1 24 1 2 4 81
Asymptotics for maximum score method under general conditions 0 0 1 62 4 5 6 72
Causal inference on regression discontinuity designs by high-dimensional methods 0 1 8 131 2 7 24 226
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 3 5 7 58
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 2 4 6 28
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 3 7 15
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 4 5 7 50
Dynamic Panels with Threshold Effect and Endogeneity 0 1 10 273 6 14 38 799
Estimation of Dynamic Panel Threshold Model using Stata 2 2 8 559 13 21 53 1,537
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 0 1 3 28
Estimation of nonlinear error correction models 0 0 0 13 0 3 5 84
Factor-Driven Two-Regime Regression 0 0 0 6 1 1 3 50
Factor-Driven Two-Regime Regression 0 1 1 13 5 7 9 57
Factor-Driven Two-Regime Regression 0 0 0 59 2 4 5 115
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 0 3 40
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 4 6 10 44
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 1 2 2 180
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 2 3 38
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 0 38 1 1 1 54
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 0 1 5 44
Robust inference for threshold regression models 0 0 0 26 0 2 4 23
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 1 3 3 31
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 0 1 1 20
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 0 4 5 52
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 1 3 65
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 1 8 9 51
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 1 1 1 52
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 2 4 5 13
Specification for lattice processes 0 0 0 0 1 1 2 21
Specification tests for lattice processes 0 0 0 8 3 4 4 27
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 1 2 4 83
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 4 5 6 23
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 1 2 4 40
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 1 1 1 400
Testing for Structural Stability in the Whole Sample 0 0 1 4 1 2 3 23
Testing for structural stability in the whole sample 0 0 1 11 1 2 4 80
Testing for threshold effects in regression models 0 0 2 211 4 5 11 571
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 2 3 229
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 2 4 4 707
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 2 4 5 39
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 0 0 2 1 2 2 41
Total Working Papers 3 6 33 2,331 77 156 288 6,335

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 0 4 7 413
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 1 4 7 450
Correction 0 0 0 1 1 1 3 33
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 1 6 51
Dynamic panels with threshold effect and endogeneity 5 14 51 445 38 82 185 1,407
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 1 118 0 0 4 276
Estimation of dynamic panel threshold model using Stata 4 12 28 222 16 49 104 1,046
High-dimensional predictive regression in the presence of cointegration 0 2 3 15 0 3 7 44
Is There a Jump in the Transition? 0 0 0 2 0 2 3 35
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 1 2 5 30
Robust inference for threshold regression models 0 0 1 33 1 8 10 116
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 1 3 5 37
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 1 69 1 2 7 208
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 1 1 6 66
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 4 10 13 100
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 1 6 9 48
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 0 295
Testing for structural stability in the whole sample 0 0 0 10 1 1 3 73
The lasso for high dimensional regression with a possible change point 0 0 0 18 1 8 10 79
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 1 55 1 2 4 180
Total Journal Articles 9 28 91 1,486 69 189 404 5,169

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Statistics updated 2026-01-09