Myung Hwan Seo
Economics and Econometrics · 2007–2010
A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 23 citations into it; #4,563 of 23,481 by trust here, #11,468 by citations
- Finance — 11 citations into it; #6,788 of 10,518 by trust here, #8,309 by citations
- Statistics and Probability — 7 citations into it; #2,888 of 12,932 by trust here, #4,809 by citations
Whom Myung Hwan Seo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- B. Hansen
- Hans R. Künsch
- Edward Carlstein
- Ariel Pakes
- Joon Y. Park
- Dick Van Dijk
- Byeongseon Seo
- Pentti Saikkonen
- M. Seo
- F. Bec
Who trusts Myung Hwan Seo overall
- B. Hansen
- M. Stigler
- K. Hubrich
- Ping Yu
- Andros Kourtellos
- Timo Teräsvirta
- Dong Li
- Xiaodong Fan
- Thanasis Stengos
- Rehim Kilic
Papers from Myung Hwan Seo's perspective
Ordered by how strongly the researchers Myung Hwan Seo trusts endorse each paper. Same corpus, a different order for every researcher.
- The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
- Testing for two-regime threshold cointegration in vector error-correction models
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Sample Splitting and Threshold Estimation
- Subsampling inference in threshold autoregressive models
- ON THE BOOTSTRAP OF THE MAXIMUM SCORE ESTIMATOR
- Nonparametric inference on structural breaks
- Simulation and the Asymptotics of Optimization Estimators
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- THRESHOLD AUTOREGRESSION WITH A UNIT ROOT
Their papers
- A Smoothed Least Squares Estimator for Threshold Regression Models (2007) — 164 citations
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (2008) — 65 citations
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (2010) — 47 citations