MS
Myung Hwan Seo
econ.EMmath.STstat.MEstat.THcs.LGstat.COCOVID-19stat.MLBetacoronavirusBreakpoint
On Valency
published · living versionsW_bwfjqj26·v1 · currentpublished
The Lasso for High-Dimensional Regression with a Possible Change-Point
with Sokbae Lee, Youngki Shin
1 version
Preprints & journals
28 papers in the corpus · 2012–2026A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation2609.23998v1 · Zhentong Lu, Myung Hwan Seo, Youngki Shin et al.2026 · 0 citationsarXiv
SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models2608.25304v1 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2026 · 0 citationsarXiv
What Impulse Response Do Instrumental Variables Identify?2208.11828v4 · Bonsoo Koo, Seojeong Lee, Myung Hwan Seo et al.2022 · 2 citationsarXiv
Regression Discontinuity Design with Potentially Many Covariates2109.08351v4 · Yoichi Arai, Taisuke Otsu, Myung Hwan Seo2021 · 5 citationsEconom. Theory 41 (2025) 1416-1451
Bootstraps for Dynamic Panel Threshold Models2211.04027v5 · Woosik Gong, Myung Hwan Seo2022 · 2 citationsarXiv
Optimal break tests for large linear time series models2510.12262v1 · Abhimanyu Gupta, Myung Hwan Seo2025 · 0 citationsarXiv
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic2008.11140v7 · Xiaohong Chen, Sokbae Lee, Myung Hwan Seo et al.2020 · 1 citationarXiv
Fast Inference for Quantile Regression with Tens of Millions of Observations2209.14502v5 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2022 · 8 citationsarXiv
SGMM: Stochastic Approximation to Generalized Method of Moments2308.13564v2 · Xiaohong Chen, Sokbae Lee, Yuan Liao et al.2023 · 7 citationsarXiv
Robust Inference on Infinite and Growing Dimensional Time Series Regression1911.08637v4 · Abhimanyu Gupta, Myung Hwan Seo2019 · 7 citationsarXiv
Factor-Driven Two-Regime Regression1810.11109v4 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2018 · 36 citationsAnnals of Statistics, 49(3), 2021, pp. 1656-1678
Desperate times call for desperate measures: government spending multipliers in hard times1909.09824v3 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2019 · 6 citationsEconomic Inquiry, 58(4) October 2020, pp. 1949-1957
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate2006.10555v2 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2020 · 23 citationsJournal of Econometrics, 220(1), 2021, pp. 158-180
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling2106.03156v3 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2021 · 20 citationsProceedings of the 36th AAAI Conference on Artificial Intelligence, 36(7), 2022, pp. 7381-7389
Minimax Risk in Estimating Kink Threshold and Testing Continuity2203.00349v1 · Javier Hidalgo, Heejun Lee, Jungyoon Lee et al.2022 · 5 citationsarXiv
The lasso for high dimensional regression with a possible change point.27656104 · Lee, Sokbae, Seo, Myung Hwan, Shin, Youngki2021 · 111 citationsJournal of the Royal Statistical Society. Series B, Statistical methodology. 2016;78(1):193-210
Discussion on selecting the number of breaks in the pattern of spread of COVID-19 (a reply to Zhao and Liang).32861828 · Kim, Young-Joo, Seo, Myung Hwan, Yeom, Hyun-E2020 · 0 citationsInternational journal of infectious diseases : IJID : official publication of the International Society for Infectious Diseases. 2020;100:132
Testing for a Debt-Threshold Effect on Output Growth.29263562 · Lee, Sokbae, Park, Hyunmin, Seo, Myung Hwan et al.2020 · 53 citationsFiscal studies. 2017;38(4):701-717
Frequent or Systematic Changes? discussion on "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection."2008.04544v1 · Myung Hwan Seo2020 · 0 citationsarXiv
Estimating a breakpoint in the pattern of spread of COVID-19 in South Korea.32569839 · Kim, Young-Joo, Seo, Myung Hwan, Yeom, Hyun-E2020 · 17 citationsInternational journal of infectious diseases : IJID : official publication of the International Society for Infectious Diseases. 2020;97:360-364
Local M-estimation with Discontinuous Criterion for Dependent and Limited Observations1610.02753v1 · Myung Hwan Seo, Taisuke Otsu2016 · 28 citationsthe Annals of Statistics (2018), 46, 344-369,
Robust inference for threshold regression models1702.00836v2 · Javier Hidalgo, Jungyoon Lee, Myung Hwan Seo2017 · 62 citationsJournal of Econometrics (2019), 210 (2), 291-309
Estimation of Dynamic Panel Threshold Model using Stata1902.10318v1 · Myung Hwan Seo, Sueyoul Kim, Young-Joo Kim2019 · 352 citationsThe Stata Journal 2019 Volume: 19 issue: 3, page(s): 685-697
The Lasso for High-Dimensional Regression with a Possible Change-Point1209.4875v4 · Sokbae Lee, Myung Hwan Seo, Youngki Shin2012 · 121 citationsJournal of the Royal Statistical Society: Series B, 78(1), 2016, pp. 193-210on Valency
Oracle Estimation of a Change Point in High Dimensional Quantile Regression1603.00235v2 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2016 · 39 citationsJASA 113 (2018) 1184-1194
Structural Change in Sparsity1411.3062v2 · Sokbae Lee, Yuan Liao, Myung Hwan Seo et al.2014 · 1 citationarXiv
Career total: 78 works. 28 are in this corpus.Showing the 26 most recent.
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