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 1 6 11 75
A smoothed least squares estimator for threshold regression models 0 0 1 24 3 9 15 92
Asymptotics for maximum score method under general conditions 0 0 1 62 3 6 15 81
Causal inference on regression discontinuity designs by high-dimensional methods 0 1 8 132 4 12 41 247
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 3 6 17 68
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 1 1 10 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 2 12 36
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 1 7 17
Dynamic Panels with Threshold Effect and Endogeneity 2 6 11 279 8 23 61 830
Estimation of Dynamic Panel Threshold Model using Stata 1 3 11 564 14 31 71 1,573
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 1 3 7 33
Estimation of nonlinear error correction models 0 0 0 13 1 3 10 89
Factor-Driven Two-Regime Regression 0 0 0 6 1 3 8 55
Factor-Driven Two-Regime Regression 0 0 1 13 0 2 16 64
Factor-Driven Two-Regime Regression 0 0 0 59 0 3 11 121
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 2 4 6 45
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 3 4 10 48
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 2 2 10 188
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 3 5 10 45
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 0 38 2 3 5 58
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 2 3 13 52
Robust inference for threshold regression models 0 0 0 26 1 3 9 29
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 2 5 13 41
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 3 5 8 27
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 5 6 13 61
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 16 1 1 13 55
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 2 3 8 71
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 1 1 8 16
Specification for lattice processes 0 0 0 0 2 2 6 26
Specification tests for lattice processes 0 0 0 8 2 3 8 31
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 3 3 13 94
Structural-break models under mis-specification: implications for forecasting 0 0 0 69 3 3 8 85
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE 0 0 0 2 2 2 9 27
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 2 7 12 49
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 117 5 6 10 409
Testing for Structural Stability in the Whole Sample 0 0 1 4 3 4 13 33
Testing for structural stability in the whole sample 0 0 0 11 2 4 10 88
Testing for threshold effects in regression models 0 0 1 211 2 7 16 579
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 2 5 9 236
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 4 3 12 24 59
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 6 8 16 719
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap 0 0 1 3 3 3 8 47
Total Working Papers 3 10 36 2,344 111 226 603 6,707

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 5 12 24 430
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 1 3 12 456
Correction 0 0 0 1 0 3 5 36
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 2 12 60
Dynamic panels with threshold effect and endogeneity 4 9 53 459 24 57 235 1,493
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 0 118 3 6 9 283
Estimation of dynamic panel threshold model using Stata 3 11 36 236 18 51 172 1,136
High-dimensional predictive regression in the presence of cointegration 0 1 3 16 0 6 12 52
Is There a Jump in the Transition? 0 0 0 2 0 1 9 41
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 0 1 3 3 3 13 39
Robust inference for threshold regression models 1 2 2 35 2 11 22 129
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 3 3 10 43
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 1 69 2 4 12 214
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 2 11 72
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 5 7 22 109
Testing for Threshold Effects in Regression Models 0 0 2 58 1 2 6 184
Testing for a Debt‐Threshold Effect on Output Growth 0 1 1 9 0 5 14 55
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 0 0 0 66 0 1 6 301
Testing for structural stability in the whole sample 0 0 0 10 2 2 7 77
The lasso for high dimensional regression with a possible change point 0 0 0 18 0 3 14 85
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 0 55 2 8 15 193
Total Journal Articles 8 24 101 1,518 71 192 642 5,488

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Statistics updated 2026-05-06