Myung Hwan Seo

Available identifiers

zbMath Open seo.myunghwanMaRDI QIDQ337765

List of research outcomes

Publication	Date of Publication	Type
Testing stochastic dominance with many conditioning variables	2023-06-29	Paper
Frequent or systematic changes? Discussion on ``Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection.	2022-04-27	Paper
Factor-driven two-regime regression	2021-09-28	Paper
Sparse HP filter: finding kinks in the COVID-19 contact rate	2021-02-04	Paper
Robust inference for threshold regression models	2019-07-01	Paper
The Lasso for High Dimensional Regression with a Possible Change Point	2019-05-09	Paper
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression	2018-12-04	Paper
Local M-estimation with discontinuous criterion for dependent and limited observations	2018-04-27	Paper
Dynamic panels with threshold effect and endogeneity	2016-11-03	Paper
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood	2016-08-15	Paper
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold	2016-06-13	Paper
A smoothed least squares estimator for threshold regression models	2016-05-27	Paper
Bootstrap testing for the null of no cointegration in a threshold vector error correction model	2016-05-02	Paper
Structural-break models under mis-specification: implications for forecasting	2015-07-27	Paper
Testing for Threshold Effects in Regression Models	2015-06-17	Paper
SPECIFICATION TESTS FOR LATTICE PROCESSES	2015-04-24	Paper
Testing for structural stability in the whole sample	2014-03-18	Paper
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS	2011-04-27	Paper
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP	2010-04-08	Paper

Research outcomes over time

Doctoral students

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