Myung Hwan Seo

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1604-4943

Department of Economics, Seoul National University

Publications

• Robust Inference on Infinite and Growing Dimensional Time-Series Regression — Econometrica 2023
• Factor-driven two-regime regression — The Annals of Statistics 2021
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression — Journal of the American Statistical Association 2018
• Local M-estimation with discontinuous criterion for dependent and limited observations — The Annals of Statistics 2018
• Correction — Journal of the American Statistical Association 2017
• The lasso for high dimensional regression with a possible change point — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2016
• Testing for Threshold Effects in Regression Models — Journal of the American Statistical Association 2011