Items where Author is "Seo, Myung Hwan"

Article

Arai, Yoichi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Seo, Myung Hwan (2024) Regression discontinuity design with potentially many covariates. Econometric Theory. ISSN 0266-4666 (In Press)

Hidalgo, Javier, Lee, Jungyoon and Seo, Myung Hwan (2019) Robust inference for threshold regression models. Journal of Econometrics, 210 (2). pp. 291-309. ISSN 0304-4076

Seo, Myung Hwan and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2018) Local M-estimation with discontinuous criterion for dependent and limited observations. Annals of Statistics, 46 (1). pp. 344-369. ISSN 0090-5364

Hidalgo, Javier and Seo, Myung Hwan (2015) Specification tests for lattice processes. Econometric Theory, 31 (2). pp. 294-336. ISSN 0266-4666

Hidalgo, Javier and Seo, Myung Hwan (2013) Testing for structural stability in the whole sample. Journal of Econometrics, 175 (2). pp. 84-93. ISSN 0304-4076

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Seo, Myung Hwan and Whang, Yoon-Jae (2012) Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167 (2). pp. 370-382. ISSN 0304-4076

Lee, Sokbae, Seo, Myung Hwan and Shi, Youngki (2011) Testing for threshold effects in regression models. Journal of the American Statistical Association, 106 (493). pp. 220-231. ISSN 0162-1459

Seo, Myung Hwan (2011) Estimation of nonlinear error correction models. Econometric Theory, 27 (02). pp. 201-234. ISSN 0266-4666

Seo, Myung Hwan (2008) Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. Econometric Theory, 24 (06). pp. 1699-1716. ISSN 0266-4666

Lee, Sokbae and Seo, Myung Hwan (2008) Semiparametric estimation of a binary response model with a change-point due to a covariate threshold. Journal of Econometrics, 144 (2). pp. 492-499. ISSN 0304-4076

Seo, Myung Hwan and Linton, Oliver (2007) A smoothed least squares estimator for threshold regression models. Journal of Econometrics, 141 (2). pp. 704-735. ISSN 0304-4076

Seo, Myung Hwan (2006) Bootstrap testing for the null of no cointegration in a threshold vector error correction model. Journal of Econometrics, 134 (1). pp. 129-150. ISSN 0304-4076

Monograph

Hidalgo, Javier and Seo, Myung Hwan (2013) Specification for lattice processes. Econometrics (EM/2013/562). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Seo, Myung Hwan (2007) Estimation of nonlinear error correction models. EM (517). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lee, Sokbae and Seo, Myung Hwan (2007) Semiparametric estimation of a binary response model with a change-point due to a covariate threshold. Econometrics Papers (EM/2007/516). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Seo, Myung Hwan (2005) Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. EM (484). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Conference or Workshop Item

Seo, Myung Hwan (2011) Estimation of a threshold autoregressive model under misspecification. In: Workshop on Recent Advances in Nonlinear Time Series Analysis, 2011-02-07 - 2011-02-18, Singapore, SGP. (Submitted)

Seo, Myung Hwan and Hidalgo, Javier (2008) Testing for structural stability in the whole sample. In: ESRC Econometric Study Group: annual conference 2008, 2008-07-10 - 2008-07-12, Bristol, United Kingdom, GBR.