Myung Hwan Seo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bootstraps for dynamic panel threshold models Journal of Econometrics	2026-02-18	Paper
Is There a Jump in the Transition? Journal of Business and Economic Statistics	2024-10-09	Paper
Robust inference on infinite and growing dimensional time-series regression Econometrica	2024-05-13	Paper
Testing stochastic dominance with many conditioning variables Journal of Econometrics	2023-06-29	Paper
Frequent or systematic changes? Discussion on ``Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection. Journal of the Korean Statistical Society	2022-04-27	Paper
Factor-driven two-regime regression The Annals of Statistics	2021-09-28	Paper
Sparse HP filter: finding kinks in the COVID-19 contact rate Journal of Econometrics	2021-02-04	Paper
Robust inference for threshold regression models Journal of Econometrics	2019-07-01	Paper
The Lasso for high dimensional regression with a possible change point Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-05-09	Paper
Oracle estimation of a change point in high-dimensional quantile regression Journal of the American Statistical Association	2018-12-04	Paper
Local M-estimation with discontinuous criterion for dependent and limited observations The Annals of Statistics	2018-04-27	Paper
Dynamic panels with threshold effect and endogeneity Journal of Econometrics	2016-11-03	Paper
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood Journal of Econometrics	2016-08-15	Paper
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold Journal of Econometrics	2016-06-13	Paper
A smoothed least squares estimator for threshold regression models Journal of Econometrics	2016-05-27	Paper
Bootstrap testing for the null of no cointegration in a threshold vector error correction model Journal of Econometrics	2016-05-02	Paper
Structural-break models under mis-specification: implications for forecasting Journal of Econometrics	2015-07-27	Paper
Testing for Threshold Effects in Regression Models Journal of the American Statistical Association	2015-06-17	Paper
Testing for Threshold Effects in Regression Models Journal of the American Statistical Association	2015-06-17	Paper
Specification tests for lattice processes Econometric Theory	2015-04-24	Paper
Testing for structural stability in the whole sample Journal of Econometrics	2014-03-18	Paper
Estimation of nonlinear error correction models Econometric Theory	2011-04-27	Paper
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP Econometric Theory	2010-04-08	Paper

Research outcomes over time

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