フォロー
Myung Hwan Seo
Myung Hwan Seo
確認したメール アドレス: snu.ac.kr - ホームページ
タイトル
引用先
引用先
Dynamic panels with threshold effect and endogeneity
MH Seo, Y Shin
Journal of econometrics 195 (2), 169-186, 2016
4782016
Bootstrap testing for the null of no cointegration in a threshold vector error correction model
M Seo
Journal of Econometrics 134 (1), 129-150, 2006
2082006
Estimation of dynamic panel threshold model using Stata
MH Seo, S Kim, YJ Kim
The Stata Journal 19 (3), 685-697, 2019
1832019
A smoothed least squares estimator for threshold regression models
MH Seo, O Linton
Journal of Econometrics 141 (2), 704-735, 2007
1712007
The lasso for high dimensional regression with a possible change point
S Lee, MH Seo, Y Shin
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016
1202016
Testing for threshold effects in regression models
S Lee, MH Seo, Y Shin
Journal of the American Statistical Association 106 (493), 220-231, 2011
1102011
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap
MH Seo
Econometric Theory 24 (6), 1699-1716, 2008
702008
Estimation of nonlinear error correction models
MH Seo
Econometric Theory 27 (2), 201-234, 2011
642011
Testing for a debt‐threshold effect on output growth
S Lee, H Park, MH Seo, Y Shin
Fiscal studies 38 (4), 701-717, 2017
582017
Robust inference for threshold regression models
J Hidalgo, J Lee, MH Seo
Journal of Econometrics 210 (2), 291-309, 2019
532019
Oracle estimation of a change point in high-dimensional quantile regression
S Lee, Y Liao, MH Seo, Y Shin
Journal of the American Statistical Association 113 (523), 1184-1194, 2018
362018
Local M-estimation with discontinuous criterion for dependent and limited observations
MH Seo, T Otsu
The Annals of Statistics 46 (1), 344-369, 2018
32*2018
High-dimensional predictive regression in the presence of cointegration
B Koo, HM Anderson, MH Seo, W Yao
Journal of Econometrics 219 (2), 456-477, 2020
312020
Factor-driven two-regime regression
S Lee, Y Liao, MH Seo, Y Shin
The Annals of Statistics 49 (3), 1656-1678, 2021
302021
Fast and robust online inference with stochastic gradient descent via random scaling
S Lee, Y Liao, MH Seo, Y Shin
Proceedings of the AAAI Conference on Artificial Intelligence 36 (7), 7381-7389, 2022
262022
Sparse HP filter: Finding kinks in the COVID-19 contact rate
S Lee, Y Liao, MH Seo, Y Shin
Journal of Econometrics 220 (1), 158-180, 2021
252021
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
S Lee, MH Seo
Journal of Econometrics 144 (2), 492-499, 2008
222008
Estimating a breakpoint in the pattern of spread of COVID-19 in South Korea
YJ Kim, MH Seo, HE Yeom
International Journal of Infectious Diseases 97, 360-364, 2020
182020
Testing for structural stability in the whole sample
J Hidalgo, MH Seo
Journal of Econometrics 175 (2), 84-93, 2013
182013
Structural-break models under mis-specification: Implications for forecasting
B Koo, MH Seo
Journal of econometrics 188 (1), 166-181, 2015
152015
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