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Myung Hwan Seo

Global rank #3595 95%

Institution: Seoul National University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/myunghseo/

First Publication: 2006

Most Recent: 2021

RePEc ID: pse168 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.50 0.00 0.00 1.01
Last 10 Years 0.00 3.69 1.17 0.00 8.80
All Time 0.00 10.39 6.20 0.00 27.23

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 17.17

Publications (17)

Year Article Journal Tier Authors
2021 Sparse HP filter: Finding kinks in the COVID-19 contact rate Journal of Econometrics A 4
2020 High-dimensional predictive regression in the presence of cointegration Journal of Econometrics A 4
2020 DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES Economic Inquiry C 4
2019 Robust inference for threshold regression models Journal of Econometrics A 3
2018 Oracle Estimation of a Change Point in High-Dimensional Quantile Regression Journal of the American Statistical Association B 4
2017 Correction Journal of the American Statistical Association B 3
2017 Is There a Jump in the Transition? Journal of Business & Economic Statistics A 2
2016 Dynamic panels with threshold effect and endogeneity Journal of Econometrics A 2
2015 Structural-break models under mis-specification: Implications for forecasting Journal of Econometrics A 2
2015 SPECIFICATION TESTS FOR LATTICE PROCESSES Econometric Theory B 2
2013 Testing for structural stability in the whole sample Journal of Econometrics A 2
2012 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood Journal of Econometrics A 3
2011 ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS Econometric Theory B 1
2008 Semiparametric estimation of a binary response model with a change-point due to a covariate threshold Journal of Econometrics A 2
2008 UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP Econometric Theory B 1
2007 A smoothed least squares estimator for threshold regression models Journal of Econometrics A 2
2006 Bootstrap testing for the null of no cointegration in a threshold vector error correction model Journal of Econometrics A 1