352 citations · 680 across the 21 of their papers we have counts for
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econ.EM2019
Robust Inference on Infinite and Growing Dimensional Time Series Regression
Abhimanyu Gupta, Myung Hwan Seo
We develop a class of tests for time series models such as multiple regression with growing dimension, infinite-order autoregression and nonparametric sieve regression. Examples in…
econ.GN2019★ 6 cited
Desperate times call for desperate measures: government spending multipliers in hard times
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether the US economy is in a slack state. When the endogenized…
econ.EM2019★ 352 cited
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…