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Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-jae - In: Journal of econometrics 167 (2012) 2, pp. 370-382
Persistent link: https://www.econbiz.de/10009612875
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Testing stochastic dominance with many conditioning variables
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10012793096
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Testing stochastic dominance with many conditioning variables
Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020
Persistent link: https://www.econbiz.de/10014311275
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Extending the scope of cube root asymptotics
Seo, Myung Hwan; Otsu, Taisuke - 2014
Persistent link: https://www.econbiz.de/10010260047
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Local m-estimation with discontinuous criterion for dependent and limited observation
Seo, Myung Hwan; Otsu, Taisuke - 2016
Persistent link: https://www.econbiz.de/10011552846
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Causal inference on regression discontinuity designs by high-dimensional methods
Arai, Yoici; Otsu, Taisuke; Seo, Myung Hwan - 2019
Persistent link: https://www.econbiz.de/10012491603
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Regression discontinuity design with potentially many covariates
Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan - 2021
Persistent link: https://www.econbiz.de/10014311627
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Regression discontinuity design with potentially many covariates
Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan - 2022
Persistent link: https://www.econbiz.de/10014430086
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan - In: Econometric theory 24 (2008) 6, pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
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Estimation of nonlinear error correction models
Seo, Myung Hwan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428320