← All authors Myung Hwan Seo Seoul National University (from arXiv:2510.20996, 2025) · ORCID · OpenAlex
36 papers in scope · 33 published · 12 on the econ.EM arXiv · 1,727 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Youngki Shin Woosik Gong Myung-Hyun Song Sokbae Lee Yuan Liao Abhimanyu Gupta Jung-Yoon Lee Xiaohong Chen Min Seong Kim Hee-Jun Lee Qingsong Yao Xiaohong Chen Francesca Rossi Yoonseok Lee Jean-Jacques Forneron KW Chan Le-Yu Chen Xuexin Wang Jiajun Zhang Peter Radchenko Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (14 of 36)
published 2025 · Journal of Econometrics · 2 citations · first circulated 2022
working paper 2025 · arXiv
published 2025 · Econometric Theory · 4 citations · first circulated 2021
published 2025 · The Review of Economics and Statistics · 1 citations · first circulated 2020
Nonlinear dynamics of Kimchi premium
published 2024 · Economic Modelling · 6 citations
published 2024 · Journal of Econometrics · 4 citations · first circulated 2022
published 2023 · Journal of Financial Econometrics · 7 citations
published 2023 · Econometrica · 7 citations · first circulated 2019
working paper 2022 · arXiv · 2 citations
published 2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 19 citations · first circulated 2021
Testing stochastic dominance with many conditioning variables
published 2022 · Journal of Econometrics · 3 citations · first circulated 2020
working paper 2022 · arXiv · 4 citations
published 2021 · The Annals of Statistics · 8 citations
Frequent or systematic changes? discussion on “Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection.”
published 2020 · Journal of the Korean Statistical Society
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
published 2020 · Economic Inquiry · 6 citations · first circulated 2019
High-dimensional predictive regression in the presence of cointegration
published 2020 · Journal of Econometrics · 27 citations · first circulated 2016
published 2020 · Journal of Econometrics · 7 citations
published 2019 · The Stata Journal Promoting communications on statistics and Stata · 337 citations
with Sueyoul Kim, Young-Joo Kim
Robust inference for threshold regression models
published 2019 · Journal of Econometrics · 60 citations · first circulated 2017
MEMS 3D DR/GPS Integrated System for Land Vehicle Application Robust to GPS Outages
published 2019 · IEEE Access · 25 citations
with Woo Jung Park, Jin Woo Song, Chang Ho Kang, Jae Hong Lee, Sang Yeon Park, Jong Yun Yeo, Chan Gook Park
Local M-estimation with discontinuous criterion for dependent and limited observations
published 2018 · The Annals of Statistics · 28 citations · first circulated 2016
published 2017 · Journal of the American Statistical Association · 38 citations · first circulated 2016
Correction
published 2017 · Journal of the American Statistical Association
Testing for a Debt‐Threshold Effect on Output Growth
published 2017 · Fiscal Studies · 51 citations
Dynamic panels with threshold effect and endogeneity
published 2016 · Journal of Econometrics · 651 citations · first circulated 2014
Is There a Jump in the Transition?
published 2016 · Journal of Business and Economic Statistics · 2 citations
with Young-Joo Kim
Structural-break models under mis-specification: Implications for forecasting
published 2015 · Journal of Econometrics · 3 citations · first circulated 2013
with Bonsoo Koo
The Lasso for High Dimensional Regression with a Possible Change Point
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 110 citations · first circulated 2012
SPECIFICATION TESTS FOR LATTICE PROCESSES
published 2014 · Econometric Theory · 2 citations
Testing for structural stability in the whole sample
published 2013 · Journal of Econometrics · 19 citations · first circulated 2012
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
published 2011 · Journal of Econometrics · 2 citations
Testing for Threshold Effects in Regression Models
published 2011 · Journal of the American Statistical Association · 103 citations · first circulated 2010
ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS
published 2010 · Econometric Theory · 3 citations
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
published 2008 · Econometric Theory · 8 citations
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
published 2008 · Journal of Econometrics · 24 citations
A smoothed least squares estimator for threshold regression models
published 2007 · Journal of Econometrics · 154 citations · first circulated 2005
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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