Items where Author is "Seo, Myung Hwan"
Number of items: 18.
Bootstrap testing for the null of no cointegration in a threshold vector error correction model.
Seo, Myung Hwan
Estimation of a threshold autoregressive model under misspecification.
Seo, Myung Hwan
Estimation of nonlinear error correction models.
Seo, Myung Hwan
Estimation of nonlinear error correction models.
Seo, Myung Hwan
Local M-estimation with discontinuous criterion for dependent and limited observations.
Seo, Myung Hwan and Otsu, Taisuke
Regression discontinuity design with potentially many covariates.
Arai, Yoichi and Otsu, Taisuke and Seo, Myung Hwan
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Robust inference for threshold regression models.
Hidalgo, Javier and Lee, Jungyoon and Seo, Myung Hwan
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold.
Lee, Sokbae and Seo, Myung Hwan
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold.
Lee, Sokbae and Seo, Myung Hwan
Specification for lattice processes.
Hidalgo, Javier and Seo, Myung Hwan
Specification tests for lattice processes.
Hidalgo, Javier and Seo, Myung Hwan
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood.
Otsu, Taisuke and Seo, Myung Hwan and Whang, Yoon-Jae
Testing for structural stability in the whole sample.
Seo, Myung Hwan and Hidalgo, Javier
Testing for structural stability in the whole sample.
Hidalgo, Javier and Seo, Myung Hwan
Testing for threshold effects in regression models.
Lee, Sokbae and Seo, Myung Hwan and Shi, Youngki
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap.
Seo, Myung Hwan
Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap.
Seo, Myung Hwan
A smoothed least squares estimator for threshold regression models.
Seo, Myung Hwan and Linton, Oliver