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 3 11 75
A smoothed least squares estimator for threshold regression models 0 0 1 24 1 6 16 93
Asymptotics for maximum score method under general conditions 0 0 1 62 0 6 15 81
Causal inference on regression discontinuity designs by high-dimensional methods 0 0 6 132 3 8 41 250
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 0 1 7 17
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 13 37
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 1 10 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 0 5 17 68
Dynamic Panels with Threshold Effect and Endogeneity 1 5 12 280 1 16 59 831
Estimation of Dynamic Panel Threshold Model using Stata 1 3 10 565 8 32 76 1,581
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 2 4 8 35
Estimation of nonlinear error correction models 0 0 0 13 1 2 11 90
Factor-Driven Two-Regime Regression 0 0 0 6 8 10 15 63
Factor-Driven Two-Regime Regression 0 0 0 59 0 1 11 121
Factor-Driven Two-Regime Regression 0 0 1 13 0 0 16 64
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 1 4 7 46
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 0 3 10 48
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 0 2 10 188
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 4 10 45
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 0 38 0 2 5 58
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 1 3 13 53
Robust inference for threshold regression models 0 0 0 26 1 4 10 30
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 0 3 13 41
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 0 4 8 27
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 1 6 14 62
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 2 8 71
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 0 1 13 55
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 5 0 1 3 54
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 3 4 11 19
Specification for lattice processes 0 0 0 0 0 2 6 26
Specification tests for lattice processes 0 0 0 8 0 2 8 31
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 0 3 13 94
Structural-break models under mis-specification: implications for forecasting 0 0 0 69 1 4 9 86
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE 0 0 0 2 0 2 9 27
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 0 7 12 49
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 2 8 12 411
Testing for Structural Stability in the Whole Sample 0 0 0 4 0 4 12 33
Testing for structural stability in the whole sample 0 0 0 11 1 4 11 89
Testing for threshold effects in regression models 0 0 1 211 3 5 19 582
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 1 3 10 237
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 1 8 17 720
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 2 6 26 61
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 0 1 3 1 4 9 48
Total Working Papers 2 8 33 2,346 44 202 634 6,751

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 11 24 430
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 1 3 13 457
Correction 0 0 0 1 0 2 5 36
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 1 12 60
Dynamic panels with threshold effect and endogeneity 4 10 52 463 14 52 238 1,507
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 0 118 0 5 8 283
Estimation of dynamic panel threshold model using Stata 1 7 35 237 4 35 169 1,140
High-dimensional predictive regression in the presence of cointegration 1 1 4 17 3 7 15 55
Is There a Jump in the Transition? 0 0 0 2 0 0 9 41
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 0 3 13 39
Robust inference for threshold regression models 0 2 2 35 1 9 23 130
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 0 3 10 43
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 1 69 1 5 13 215
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 1 11 72
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 1 7 23 110
Testing for Threshold Effects in Regression Models 0 0 1 58 0 2 4 184
Testing for a Debt‐Threshold Effect on Output Growth 0 1 1 9 0 2 14 55
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 0 6 301
Testing for structural stability in the whole sample 0 0 0 10 0 2 7 77
The lasso for high dimensional regression with a possible change point 0 0 0 18 1 2 15 86
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 0 55 0 2 15 193
Total Journal Articles 6 21 99 1,524 26 154 647 5,514

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Statistics updated 2026-06-04