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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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SGMM : stochastic approximation to generalized method of moments
Chen, Xiaohong; Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; … - 2025
Persistent link: https://www.econbiz.de/10015339150
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DESPERATE TIMES CALL FOR DESPERATE MEASURES : GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Economic Inquiry 58 (2020) 4, pp. 1949-1957
Persistent link: https://www.econbiz.de/10012281588
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Testing for a debt-threshold effect on output growth
Lee, Sokbae; Park, Hyunmin; Seo, Myung Hwan; Shin, Youngki - In: Fiscal studies : the journal of the Institute for … 38 (2017) 4, pp. 701-717
Persistent link: https://www.econbiz.de/10011792184
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae; Seo, Myung Hwan - In: Journal of Econometrics 144 (2008) 2, pp. 492-499
This paper is concerned with semiparametric estimation of a threshold binary response model. The estimation method considered in the paper is semiparametric since the parameters for a regression function are finite-dimensional, while allowing for heteroskedasticity of unknown form. In...
Persistent link: https://www.econbiz.de/10005192481
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Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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Is there a jump in the transition?
Kim, Young-joo; Seo, Myung Hwan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 241-249
Persistent link: https://www.econbiz.de/10011704186
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Dynamic panels with threshold effect and endogeneity
Seo, Myung Hwan; Shin, Yongcheol - In: Journal of econometrics 195 (2016) 2, pp. 169-186
Persistent link: https://www.econbiz.de/10011705247
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Robust inference for threshold regression models
Hidalgo, Javier; Lee, Jungyoon; Seo, Myung Hwan - In: Journal of econometrics 210 (2019) 2, pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
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High-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo; Anderson, Heather M.; Seo, Myung Hwan; … - In: Journal of econometrics 219 (2020) 2, pp. 456-477
Persistent link: https://www.econbiz.de/10012483404