Myung Hwan Seo
Selected Publications
We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether […]
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our […]
Using the Reinhart–Rogoff dataset, we find a debt threshold not around 90 per cent but around […]
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ […]
We consider a high dimensional regression model with a possible change point due to a covariate […]
Using the Reinhart-Rogoff dataset, we find a debt threshold not around 90 percent but around 30 […]
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and […]
In this article, we develop a general method for testing threshold effects in regression models, using […]
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In this article, we develop a general method for testing threshold effects in regression models, using […]