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Estimation of nonlinear error correction models

Seo, Myung Hwan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003428320

Estimation of nonlinear error correction models

Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234

Persistent link: https://www.econbiz.de/10009310816

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/10003771892

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

Lee, Sokbae (contributor); Seo, Myung Hwan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003428315

Testing for threshold effects in regression models

Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki - 2010

In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been considered in the literature, our method for establishing the asymptotic null distribution is new and...

Persistent link: https://www.econbiz.de/10008746997