LSE creators

Number of items: 19.
Article
  • Arai, Yoichi, Otsu, Taisuke, Seo, Myung Hwan (2025). Regression discontinuity design with potentially many covariates. Econometric Theory, https://doi.org/10.1017/S0266466624000239 picture_as_pdf
  • Hidalgo, Javier, Lee, Jungyoon, Seo, Myung Hwan (2019). Robust inference for threshold regression models. Journal of Econometrics, 210(2), 291-309. https://doi.org/10.1016/j.jeconom.2019.01.008 picture_as_pdf
  • Seo, Myung Hwan, Otsu, Taisuke (2018). Local M-estimation with discontinuous criterion for dependent and limited observations. Annals of Statistics, 46(1), 344-369. https://doi.org/10.1214/17-AOS1552
  • Hidalgo, Javier, Seo, Myung Hwan (2015). Specification tests for lattice processes. Econometric Theory, 31(2), 294-336. https://doi.org/10.1017/S0266466614000310
  • Hidalgo, Javier, Seo, Myung Hwan (2013). Testing for structural stability in the whole sample. Journal of Econometrics, 175(2), 84-93. https://doi.org/10.1016/j.jeconom.2013.02.008
  • Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae (2012). Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167(2), 370-382. https://doi.org/10.1016/j.jeconom.2011.09.022
  • Lee, Sokbae, Seo, Myung Hwan, Shi, Youngki (2011). Testing for threshold effects in regression models. Journal of the American Statistical Association, 106(493), 220-231. https://doi.org/10.1198/jasa.2011.tm09800
  • Seo, Myung Hwan (2011). Estimation of nonlinear error correction models. Econometric Theory, 27(02), 201-234. https://doi.org/10.1017/S026646661000023X
  • Seo, Myung Hwan (2008). Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. Econometric Theory, 24(06), 1699-1716. https://doi.org/10.1017/S0266466608080663
  • 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, 144(2), 492-499. https://doi.org/10.1016/j.jeconom.2008.02.003
  • Seo, Myung Hwan, Linton, Oliver (2007). A smoothed least squares estimator for threshold regression models. Journal of Econometrics, 141(2), 704-735. https://doi.org/10.1016/j.jeconom.2006.11.002
  • Seo, Myung Hwan (2006). Bootstrap testing for the null of no cointegration in a threshold vector error correction model. Journal of Econometrics, 134(1), 129-150. https://doi.org/10.1016/j.jeconom.2005.06.018
    • Conference or Workshop Item
  • Seo, Myung Hwan (2011-02-07 - 2011-02-18) Estimation of a threshold autoregressive model under misspecification [Paper]. Workshop on Recent Advances in Nonlinear Time Series Analysis, Singapore, SGP.
  • Seo, Myung Hwan, Hidalgo, Javier (2008-07-10 - 2008-07-12) Testing for structural stability in the whole sample [Paper]. ESRC Econometric Study Group: annual conference 2008, Bristol, United Kingdom, GBR.
    • Report
  • Hidalgo, Javier, Seo, Myung Hwan (2013). Specification for lattice processes. (Econometrics EM/2013/562). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • Working paper
  • Seo, Myung Hwan (2007). Estimation of nonlinear error correction models. (EM 517). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lee, Sokbae, Seo, Myung Hwan (2007). Semiparametric estimation of a binary response model with a change-point due to a covariate threshold. (Econometrics Papers EM/2007/516). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Linton, Oliver, Seo, Myunghwan (2005). A smoothed least squares estimator for threshold regression models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Seo, Myung Hwan (2005). Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap. (EM 484). Suntory and Toyota International Centres for Economics and Related Disciplines.