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Testing for Threshold Effects in Regression Models
Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki - In: Journal of the American Statistical Association : JASA 106 (2011) 493, pp. 220-232
Persistent link: https://www.econbiz.de/10008999390
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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
Persistent link: https://www.econbiz.de/10008073021
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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. 492-500
Persistent link: https://www.econbiz.de/10008880000
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - In: Journal of econometrics 175 (2013) 2, pp. 84-93
Persistent link: https://www.econbiz.de/10010111275
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A smoothed least squares estimator for threshold regression models
Seo, Myung Hwan; Linton, Oliver - In: Journal of econometrics 141 (2007) 2, pp. 704-735
Persistent link: https://www.econbiz.de/10007859772
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UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
Seo, Myung Hwan - In: Econometric theory 24 (2008) 6, pp. 1699-1716
Persistent link: https://www.econbiz.de/10008110446
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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-Jae - In: Journal of econometrics 167 (2012) 2, pp. 370-383
Persistent link: https://www.econbiz.de/10009833975
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Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Seo, Myunghwan - In: Journal of econometrics 134 (2006) 1, pp. 129-150
Persistent link: https://www.econbiz.de/10007285970
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Rank estimation of monotone hazard models
Shin, Youngki - In: Economics letters 100 (2008) 1, pp. 80-82
Persistent link: https://www.econbiz.de/10008057574
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Rank estimation of partially linear index models
Abrevaya, Jason; Shin, Youngki - In: The econometrics journal 14 (2011) 3, pp. 409-438
Persistent link: https://www.econbiz.de/10009343979