3 papers
econ.EM2026
What Impulse Response Do Instrumental Variables Identify?
Bonsoo Koo, Seojeong Lee, Myung Hwan Seo +1
The local projection-instrumental variable (LP-IV) literature has been largely silent on cases in which impulse responses are set-identified, arising when the shock of interest is…
econ.EM2025
Bootstraps for Dynamic Panel Threshold Models
Woosik Gong, Myung Hwan Seo
This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the fi…
econ.EM2024
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…