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Myung Hwan Seo

Personal Details

First Name:Myung Hwan
Middle Name:
Last Name:Seo
Suffix:
RePEc Short-ID:pse168
[This author has chosen not to make the email address public]
https://sites.google.com/site/myunghseo/
DEPARTMENT OF ECONOMICS Seoul National University Kwan-Ak Ro 1, Kwan-Ak Gu Seoul, Korea
Terminal Degree:2004 Economics Department; University of Wisconsin-Madison (from RePEc Genealogy)

Affiliation

Division of Economics
Seoul National University

Seoul, South Korea
http://econ.snu.ac.kr/

: 880-6360
886-4231

RePEc:edi:desnukr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Myung Hwan Seo & Sueyoul Kim & Young-Joo Kim, 2019. "Estimation of Dynamic Panel Threshold Model using Stata," Papers 1902.10318, arXiv.org.
  2. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019. "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series 601, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Papers 1810.11109, arXiv.org, revised Jul 2019.
  4. Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017. "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series 590, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  5. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
  6. Myung Hwan Seo & Taisuke Otsu, 2016. "Local M-estimation with discontinuous criterion for dependent and limited observations," STICERD - Econometrics Paper Series /589, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  7. Hidalgo, Javier & Seo, Myung Hwan, 2015. "Specification tests for lattice processes," LSE Research Online Documents on Economics 66104, London School of Economics and Political Science, LSE Library.
  8. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers CWP26/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Taisuke Otsu & Myung Hwan Seo, 2014. "Asymptotics for maximum score method under general conditions," STICERD - Econometrics Paper Series 571, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  10. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014. "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers CWP39/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  11. Myung Hwan Seo & Yongcheol Shin, 2014. "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series 577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  12. Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 11/13, Monash University, Department of Econometrics and Business Statistics.
  13. Hidalgo, Javier & Seo, Myung Hwan, 2013. "Specification for lattice processes," LSE Research Online Documents on Economics 58191, London School of Economics and Political Science, LSE Library.
  14. Seo, Myung Hwan & Hidalgo-Moreno, Javier, 2012. "Testing for structural stability in the whole sample," UC3M Working papers. Economics we1236, Universidad Carlos III de Madrid. Departamento de Economía.
  15. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2010. "Testing for threshold effects in regression models," CeMMAP working papers CWP36/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008. "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers 1660, Cowles Foundation for Research in Economics, Yale University.
  17. Seo, Myung Hwan, 2007. "Estimation of nonlinear error correction models," LSE Research Online Documents on Economics 6802, London School of Economics and Political Science, LSE Library.
  18. Lee, Sokbae & Seo, Myung Hwan, 2007. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," LSE Research Online Documents on Economics 6806, London School of Economics and Political Science, LSE Library.
  19. Linton, Oliver & Seo, Myunghwan, 2005. "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics 4434, London School of Economics and Political Science, LSE Library.
  20. Myunghwan Seo, 2004. "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," Econometric Society 2004 North American Summer Meetings 494, Econometric Society.

Articles

  1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
  2. Young-Joo Kim & Myung Hwan Seo, 2017. "Is There a Jump in the Transition?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 241-249, April.
  3. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017. "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 883-883, April.
  4. Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2017. "Testing for a Debt‐Threshold Effect on Output Growth," Fiscal Studies, Institute for Fiscal Studies, vol. 38, pages 701-717, December.
  5. Seo, Myung Hwan & Shin, Yongcheol, 2016. "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, vol. 195(2), pages 169-186.
  6. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016. "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
  7. Hidalgo, Javier & Seo, Myung Hwan, 2015. "Specification Tests For Lattice Processes," Econometric Theory, Cambridge University Press, vol. 31(02), pages 294-336, April.
  8. Koo, Bonsoo & Seo, Myung Hwan, 2015. "Structural-break models under mis-specification: Implications for forecasting," Journal of Econometrics, Elsevier, vol. 188(1), pages 166-181.
  9. Hidalgo, Javier & Seo, Myung Hwan, 2013. "Testing for structural stability in the whole sample," Journal of Econometrics, Elsevier, vol. 175(2), pages 84-93.
  10. Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012. "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, vol. 167(2), pages 370-382.
  11. Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki, 2011. "Testing for Threshold Effects in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 220-231.
  12. Hwan Seo, Myung, 2011. "Estimation Of Nonlinear Error Correction Models," Econometric Theory, Cambridge University Press, vol. 27(02), pages 201-234, April.
  13. Lee, Sokbae & Seo, Myung Hwan, 2008. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June.
  14. Seo, Myung Hwan, 2008. "Unit Root Test In A Threshold Autoregression: Asymptotic Theory And Residual-Based Block Bootstrap," Econometric Theory, Cambridge University Press, vol. 24(06), pages 1699-1716, December.
  15. Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
  16. Seo, Myunghwan, 2006. "Bootstrap testing for the null of no cointegration in a threshold vector error correction model," Journal of Econometrics, Elsevier, vol. 134(1), pages 129-150, September.

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  1. Korean Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 2004-08-16 2008-05-31 2010-12-18 2013-03-23 2015-05-30 2015-05-30 2016-02-29 2016-04-30 2016-10-23 2017-02-26 2018-01-22 2018-11-05 2019-01-21 2019-03-04. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2004-08-16 2013-03-23 2013-05-11 2018-11-05 2019-03-04. Author is listed
  3. NEP-DCM: Discrete Choice Models (2) 2015-05-30 2016-10-23
  4. NEP-FOR: Forecasting (2) 2013-03-23 2013-05-11
  5. NEP-FDG: Financial Development & Growth (1) 2015-08-13
  6. NEP-HIS: Business, Economic & Financial History (1) 2015-08-13
  7. NEP-IFN: International Finance (1) 2004-08-16
  8. NEP-ORE: Operations Research (1) 2017-02-26

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