352 citations · 680 across the 21 of their papers we have counts for
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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.EM2020★ 1 cited
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Xiaohong Chen, Sokbae Lee, Myung Hwan Seo +1
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We i…
econ.EM2020★ 22 cited
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on…