2 citations · 2 across the 2 of their papers we have counts for
3 papers
econ.EM2022★ 2 cited
Minimax Risk in Estimating Kink Threshold and Testing Continuity
Javier Hidalgo, Heejun Lee, Jungyoon Lee +1
We derive a risk lower bound in estimating the threshold parameter without knowing whether the threshold regression model is continuous or not. The bound goes to zero as the sample…
stat.ME2020
Frequent or Systematic Changes? discussion on "Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection."
Myung Hwan Seo
We discuss Fryzlewicz's (2020) that proposes WBS2.SDLL approach to detect possibly frequent changes in mean of a series. Our focus is on the potential issues related to the model m…
econ.EM2019
Estimation of Dynamic Panel Threshold Model using Stata
Myung Hwan Seo, Sueyoul Kim, Young-Joo Kim
We develop a Stata command xthenreg to implement the first-differenced GMM estimation of the dynamic panel threshold model, which Seo and Shin (2016, Journal of Econometrics 195: 1…