MYUNG HWAN SEO
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MYUNG HWAN |
| last: |
SEO |
Identifer
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Affiliations
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Hong Kong University of Science and Technology (HKUST)
/ Business School
/ Department of Economics
Research profile
author of:
- Oracle Estimation of a Change Point in High Dimensional Quantile Regression (repec:arx:papers:1603.00235)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Factor-Driven Two-Regime Regression (repec:arx:papers:1810.11109)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Estimation of Dynamic Panel Threshold Model using Stata (repec:arx:papers:1902.10318)
by Myung Hwan Seo & Sueyoul Kim & Young-Joo Kim - Desperate times call for desperate measures: government spending multipliers in hard times (repec:arx:papers:1909.09824)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Robust Inference on Infinite and Growing Dimensional Time Series Regression (repec:arx:papers:1911.08637)
by Abhimanyu Gupta & Myung Hwan Seo - Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate (repec:arx:papers:2006.10555)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic (repec:arx:papers:2008.11140)
by Xiaohong Chen & Sokbae Lee & Myung Hwan Seo & Myunghyun Song - Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling (repec:arx:papers:2106.03156)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Regression Discontinuity Design with Potentially Many Covariates (repec:arx:papers:2109.08351)
by Yoichi Arai & Taisuke Otsu & Myung Hwan Seo - Minimax Risk in Estimating Kink Threshold and Testing Continuity (repec:arx:papers:2203.00349)
by Javier Hidalgo & Heejun Lee & Jungyoon Lee & Myung Hwan Seo - What Impulse Response Do Instrumental Variables Identify? (repec:arx:papers:2208.11828)
by Bonsoo Koo & Seojeong Lee & Myung Hwan Seo & Masaya Takano - Fast Inference for Quantile Regression with Tens of Millions of Observations (repec:arx:papers:2209.14502)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Bootstraps for Dynamic Panel Threshold Models (repec:arx:papers:2211.04027)
by Woosik Gong & Myung Hwan Seo - SGMM: Stochastic Approximation to Generalized Method of Moments (repec:arx:papers:2308.13564)
by Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song - Optimal break tests for large linear time series models (repec:arx:papers:2510.12262)
by Abhimanyu Gupta & Myung Hwan Seo - SLIM: Stochastic Learning and Inference in Overidentified Models (repec:arx:papers:2510.20996)
by Xiaohong Chen & Min Seong Kim & Sokbae Lee & Myung Hwan Seo & Myunghyun Song - The lasso for high-dimensional regression with a possible change-point (repec:azt:cemmap:26/14)
by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin - Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic (repec:azt:cemmap:26/24)
by Xiaohong Chen & Sokbae (Simon) Lee & Myung Hwan Seo & Myunghyun Song - A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent (repec:azt:cemmap:39/14)
by Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin - Testing for Threshold Effects in Regression Models (repec:bes:jnlasa:v:106:i:493:y:2011:p:220-231)
by Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki - Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times (repec:bla:ecinqu:v:58:y:2020:i:4:p:1949-1957)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - The lasso for high dimensional regression with a possible change point (repec:bla:jorssb:v:78:y:2016:i:1:p:193-210)
by Sokbae Lee & Myung Hwan Seo & Youngki Shin - Testing Stochastic Dominance with Many Conditioning Variables (repec:cam:camdae:2004)
by Linton, O. & Seo, M. & Whang, Y-J. - Local M-estimation with discontinuous criterion for dependent and limited observations (repec:cep:stiecm:/589)
by Myung Hwan Seo & Taisuke Otsu - Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap (repec:cep:stiecm:484)
by Myunghwan Seo - Semiparametric Estimation Of A Binaryresponse Model With A Change-Pointdue To A Covariate Threshold (repec:cep:stiecm:516)
by Sokbae Lee & Myunghwan Seo - Estimation of Nonlinear Error CorrectionModels (repec:cep:stiecm:517)
by Myung Hwan Seo - Testing For Structural Stability In The Whole Sample (repec:cep:stiecm:558)
by Javier Hidalgo & Myunghwan Seo - Testing for Structural Stability in the Whole Sample (repec:cep:stiecm:561)
by Javier Hidalgo & Myung Hwan Seo - Specification For Lattice Processes (repec:cep:stiecm:562)
by Javier Hidalgo & Myung Hwan Seo - Asymptotics for maximum score method under general conditions (repec:cep:stiecm:571)
by Taisuke Otsu & Myung Hwan Seo - Dynamic Panels with Threshold Effect and Endogeneity (repec:cep:stiecm:577)
by Myung Hwan Seo & Yongcheol Shin - Robust Inference and Testing of Continuity in Threshold Regression Models (repec:cep:stiecm:590)
by Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo - Causal inference on regression discontinuity designs by high-dimensional methods (repec:cep:stiecm:601)
by Yoici Arai & Taisuke Otsu & Myung Hwan Seo - Minimax Risk in Estimating Kink Threshold and Testing (repec:cep:stiecm:622)
by Javier Hidalgo & Heejun Lee & Heejun Lee & Jungyoon Lee & Myung Hwan Seo - Testing for structural stability in the whole sample (repec:cte:werepe:we1236)
by Hidalgo-Moreno, Javier & Seo, Myung Hwan - Unit Root Test In A Threshold Autoregression: Asymptotic Theory And Residual-Based Block Bootstrap (repec:cup:etheor:v:24:y:2008:i:06:p:1699-1716_08)
by Seo, Myung Hwan - Estimation Of Nonlinear Error Correction Models (repec:cup:etheor:v:27:y:2011:i:02:p:201-234_00)
by Hwan Seo, Myung - Specification Tests For Lattice Processes (repec:cup:etheor:v:31:y:2015:i:02:p:294-336_00)
by Hidalgo, Javier & Seo, Myung Hwan - Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood (repec:cwl:cwldpp:1660)
by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang - Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap (repec:ecm:nasm04:494)
by Myunghwan Seo - Bootstrap testing for the null of no cointegration in a threshold vector error correction model (repec:eee:econom:v:134:y:2006:i:1:p:129-150)
by Seo, Myunghwan - A smoothed least squares estimator for threshold regression models (repec:eee:econom:v:141:y:2007:i:2:p:704-735)
by Seo, Myung Hwan & Linton, Oliver - Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (repec:eee:econom:v:144:y:2008:i:2:p:492-499)
by Lee, Sokbae & Seo, Myung Hwan - Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (repec:eee:econom:v:167:y:2012:i:2:p:370-382)
by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae - Testing for structural stability in the whole sample (repec:eee:econom:v:175:y:2013:i:2:p:84-93)
by Hidalgo, Javier & Seo, Myung Hwan - Structural-break models under mis-specification: Implications for forecasting (repec:eee:econom:v:188:y:2015:i:1:p:166-181)
by Koo, Bonsoo & Seo, Myung Hwan - Dynamic panels with threshold effect and endogeneity (repec:eee:econom:v:195:y:2016:i:2:p:169-186)
by Seo, Myung Hwan & Shin, Yongcheol - Robust inference for threshold regression models (repec:eee:econom:v:210:y:2019:i:2:p:291-309)
by Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan - High-dimensional predictive regression in the presence of cointegration (repec:eee:econom:v:219:y:2020:i:2:p:456-477)
by Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying - Sparse HP filter: Finding kinks in the COVID-19 contact rate (repec:eee:econom:v:220:y:2021:i:1:p:158-180)
by Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki - Robust inference for threshold regression models (repec:ehl:lserod:100333)
by Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan - A smoothed least squares estimator for threshold regression models (repec:ehl:lserod:4434)
by Linton, Oliver & Seo, Myunghwan - Specification for lattice processes (repec:ehl:lserod:58191)
by Hidalgo, Javier & Seo, Myung Hwan - Specification tests for lattice processes (repec:ehl:lserod:66104)
by Hidalgo, Javier & Seo, Myung Hwan - Estimation of nonlinear error correction models (repec:ehl:lserod:6802)
by Seo, Myung Hwan - Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (repec:ehl:lserod:6806)
by Lee, Sokbae & Seo, Myung Hwan - Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap (repec:ehl:lserod:6836)
by Seo, Myung Hwan - The lasso for high-dimensional regression with a possible change-point (repec:ifs:cemmap:26/14)
by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin - Desperate times call for desperate measures: government spending multipliers in hard times (repec:ifs:cemmap:29/20)
by Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Sparse HP filter: Finding kinks in the COVID-19 contact rate (repec:ifs:cemmap:32/20)
by Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Testing for threshold effects in regression models (repec:ifs:cemmap:36/10)
by Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin - A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent (repec:ifs:cemmap:39/14)
by Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin - Testing for a Debt‐Threshold Effect on Output Growth (repec:ifs:fistud:v:38:y:2017:i::p:701-717)
by Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin - Factor-Driven Two-Regime Regression (repec:mcm:deptwp:2018-14)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Desperate times call for desperate measures: government spending multipliers in hard times (repec:mcm:deptwp:2019-11)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate (repec:mcm:deptwp:2020-06)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Structural-break models under mis-specification: implications for forecasting (repec:msh:ebswps:2013-11)
by Boonsoo Koo & Myung Hwan Seo - Structural-break models under mis-specification: implications for forecasting (repec:msh:ebswps:2013-8)
by Boonsoo Koo & Myung Hwan Seo - Factor-Driven Two-Regime Regression (repec:snu:ioerwp:no128)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Desperate times call for desperate measures: government spending multipliers in hard times (repec:snu:ioerwp:no129)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate (repec:snu:ioerwp:no136)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Correction (repec:taf:jnlasa:v:112:y:2017:i:518:p:883-883)
by Sokbae Lee & Myung Hwan Seo & Youngki Shin - Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (repec:taf:jnlasa:v:113:y:2018:i:523:p:1184-1194)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Is There a Jump in the Transition? (repec:taf:jnlbes:v:35:y:2017:i:2:p:241-249)
by Young-Joo Kim & Myung Hwan Seo - Estimation of dynamic panel threshold model using Stata (repec:tsj:stataj:v:19:y:2019:i:3:p:685-697)
by Myung Hwan Seo & Sueyoul Kim & Young-Joo Kim