Search Results - "SEO, MYUNG HWAN" :: K.UTB vyhledávací portál

Testing for Threshold Effects in Regression Models

by Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (01.03.2011)

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A smoothed least squares estimator for threshold regression models

by Seo, Myung Hwan, Linton, Oliver
Published in Journal of econometrics (01.12.2007)

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Dynamic panels with threshold effect and endogeneity

by Seo, Myung Hwan, Shin, Yongcheol
Published in Journal of econometrics (01.12.2016)

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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

by Lee, Sokbae, Seo, Myung Hwan
Published in Journal of econometrics (01.06.2008)

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lasso for high dimensional regression with a possible change point

by Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.01.2016)

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Robust inference for threshold regression models

by Hidalgo, Javier, Lee, Jungyoon, Seo, Myung Hwan
Published in Journal of econometrics (01.06.2019)

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Sparse HP filter: Finding kinks in the COVID-19 contact rate

by Lee, Sokbae, Liao, Yuan, Seo, Myung Hwan, Shin, Youngki
Published in Journal of econometrics (01.01.2021)

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Oracle Estimation of a Change Point in High-Dimensional Quantile Regression

by Lee, Sokbae, Liao, Yuan, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (03.07.2018)

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Fast inference for quantile regression with tens of millions of observations

by Lee, Sokbae, Liao, Yuan, Seo, Myung Hwan, Shin, Youngki
Published in Journal of econometrics (01.02.2024)

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Frequent or systematic changes? discussion on “Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection.”

by Seo, Myung Hwan
Published in Journal of the Korean Statistical Society (01.12.2020)

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High-dimensional predictive regression in the presence of cointegration

by Koo, Bonsoo, Anderson, Heather M., Seo, Myung Hwan, Yao, Wenying
Published in Journal of econometrics (01.12.2020)

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Structural-break models under mis-specification: Implications for forecasting

by Koo, Bonsoo, Seo, Myung Hwan
Published in Journal of econometrics (01.09.2015)

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Testing stochastic dominance with many conditioning variables

by Linton, Oliver, Seo, Myung Hwan, Whang, Yoon-Jae
Published in Journal of econometrics (01.08.2023)

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Testing for structural stability in the whole sample

by Hidalgo, Javier, Seo, Myung Hwan
Published in Journal of econometrics (01.08.2013)

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Correction

by Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (01.06.2017)

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Correction

by Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (03.04.2017)

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Correction

by Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki
Published in Journal of the American Statistical Association (03.04.2017)

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Bootstrap testing for the null of no cointegration in a threshold vector error correction model

by Seo, Myunghwan
Published in Journal of econometrics (01.09.2006)

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Is There a Jump in the Transition?

by Kim, Young-Joo, Seo, Myung Hwan
Published in Journal of business & economic statistics (01.04.2017)

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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

by Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae
Published in Journal of econometrics (01.04.2012)

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