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 1 65
A smoothed least squares estimator for threshold regression models 0 0 0 23 0 0 2 79
Asymptotics for maximum score method under general conditions 0 0 1 62 0 0 1 67
Causal inference on regression discontinuity designs by high-dimensional methods 0 1 8 130 1 5 20 220
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 22 0 1 2 45
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 7 1 3 3 54
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 2 4 6 14
Desperate times call for desperate measures: government spending multipliers in hard times 0 0 0 2 1 1 3 25
Dynamic Panels with Threshold Effect and Endogeneity 1 3 10 273 6 12 31 791
Estimation of Dynamic Panel Threshold Model using Stata 0 1 11 557 5 8 55 1,521
Estimation of Nonlinear Error CorrectionModels 0 0 0 5 1 1 3 28
Estimation of nonlinear error correction models 0 0 0 13 3 4 5 84
Factor-Driven Two-Regime Regression 0 0 0 59 1 1 2 112
Factor-Driven Two-Regime Regression 0 0 0 6 0 1 2 49
Factor-Driven Two-Regime Regression 1 1 1 13 2 3 5 52
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling 0 0 0 19 0 0 4 40
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic 0 0 0 46 1 1 7 39
Local M-estimation with discontinuous criterion for dependent and limited observations 0 0 0 111 1 1 1 179
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 1 1 36
Robust Inference and Testing of Continuity in Threshold Regression Models 0 0 1 38 0 0 1 53
Robust Inference on Infinite and Growing Dimensional Time Series Regression 0 0 0 22 0 1 5 43
Robust inference for threshold regression models 0 0 0 26 0 1 2 21
SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD 0 0 0 6 1 1 1 29
SPECIFICATION FOR LATTICE PROCESSES 0 0 0 1 0 0 0 19
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 0 0 2 2 2 3 50
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate 0 0 0 15 0 0 3 64
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 16 0 0 1 43
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 0 1 1 2 10
Specification for lattice processes 0 0 0 0 0 0 2 20
Specification tests for lattice processes 0 0 0 8 1 1 1 24
Structural-break models under mis-specification: implications for forecasting 0 0 0 86 0 0 2 81
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 0 0 1 18
Testing Stochastic Dominance with Many Conditioning Variables 0 0 0 18 1 1 3 39
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 1 4 0 0 1 21
Testing for structural stability in the whole sample 0 0 1 11 0 0 2 78
Testing for threshold effects in regression models 0 1 2 211 0 3 7 566
The lasso for high-dimensional regression with a possible change-point 0 0 0 33 0 0 1 227
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap 0 0 0 226 0 0 0 703
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 1 1 1 40
Total Working Papers 2 7 36 2,327 32 59 197 6,211

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 3 3 6 412
Bootstrap testing for the null of no cointegration in a threshold vector error correction model 0 0 0 159 0 1 3 446
Correction 0 0 0 1 0 0 3 32
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES 0 0 1 6 0 0 5 50
Dynamic panels with threshold effect and endogeneity 6 12 46 437 26 46 145 1,351
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS 0 0 1 118 0 1 6 276
Estimation of dynamic panel threshold model using Stata 2 7 21 212 17 33 81 1,014
High-dimensional predictive regression in the presence of cointegration 2 2 5 15 3 4 9 44
Is There a Jump in the Transition? 0 0 0 2 0 0 1 33
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression 0 1 1 3 0 2 4 28
Robust inference for threshold regression models 0 0 2 33 3 3 9 111
SPECIFICATION TESTS FOR LATTICE PROCESSES 0 0 0 2 2 3 4 36
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold 0 1 1 69 0 2 6 206
Sparse HP filter: Finding kinks in the COVID-19 contact rate 0 0 0 7 0 4 7 65
Structural-break models under mis-specification: Implications for forecasting 0 0 0 20 2 2 5 92
Testing for Threshold Effects in Regression Models 0 1 2 58 0 2 7 182
Testing for a Debt‐Threshold Effect on Output Growth 0 0 0 8 1 1 5 43
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 0 0 2 72
The lasso for high dimensional regression with a possible change point 0 0 0 18 7 7 9 78
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP 0 0 1 55 0 0 2 178
Total Journal Articles 10 24 82 1,468 64 114 319 5,044

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Statistics updated 2025-11-08