Items where Author is "Seo, Myung Hwan"

Number of items: 18.
Article
  • Bootstrap testing for the null of no cointegration in a threshold vector error correction model. 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 picture_as_pdf
  • Robust inference for threshold regression models. Hidalgo, Javier and Lee, Jungyoon and Seo, Myung Hwan picture_as_pdf
  • Semiparametric estimation of a binary response model with a change-point due to a covariate threshold. Lee, Sokbae 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. 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
  • A smoothed least squares estimator for threshold regression models. Seo, Myung Hwan and Linton, Oliver
    • Conference or Workshop Item
  • Estimation of a threshold autoregressive model under misspecification. Seo, Myung Hwan
  • Testing for structural stability in the whole sample. Seo, Myung Hwan and Hidalgo, Javier
    • Report
  • Specification for lattice processes. Hidalgo, Javier and Seo, Myung Hwan
    • Working paper
  • Estimation of nonlinear error correction models. 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
  • Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. Seo, Myung Hwan