| Dynamic panels with threshold effect and endogeneity MH Seo, Y Shin Journal of econometrics 195 (2), 169-186, 2016 | 759 | 2016 |
| Estimation of dynamic panel threshold model using Stata MH Seo, S Kim, YJ Kim The Stata Journal 19 (3), 685-697, 2019 | 345 | 2019 |
| Bootstrap testing for the null of no cointegration in a threshold vector error correction model M Seo Journal of Econometrics 134 (1), 129-150, 2006 | 215 | 2006 |
| A smoothed least squares estimator for threshold regression models MH Seo, O Linton Journal of Econometrics 141 (2), 704-735, 2007 | 197 | 2007 |
| The lasso for high dimensional regression with a possible change point S Lee, MH Seo, Y Shin Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016 | 163 | 2016 |
| Testing for threshold effects in regression models S Lee, MH Seo, Y Shin Journal of the American Statistical Association 106 (493), 220-231, 2011 | 132 | 2011 |
| Testing for a debt‐threshold effect on output growth S Lee, H Park, MH Seo, Y Shin Fiscal studies 38 (4), 701-717, 2017 | 78 | 2017 |
| Estimation of nonlinear error correction models MH Seo Econometric Theory 27 (2), 201-234, 2011 | 70 | 2011 |
| Robust inference for threshold regression models J Hidalgo, J Lee, MH Seo Journal of Econometrics 210 (2), 291-309, 2019 | 69 | 2019 |
| Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap MH Seo Econometric Theory 24 (6), 1699-1716, 2008 | 69 | 2008 |
| Fast and robust online inference with stochastic gradient descent via random scaling S Lee, Y Liao, MH Seo, Y Shin Proceedings of the AAAI Conference on Artificial Intelligence 36 (7), 7381-7389, 2022 | 58 | 2022 |
| Oracle estimation of a change point in high-dimensional quantile regression S Lee, Y Liao, MH Seo, Y Shin Journal of the American Statistical Association 113 (523), 1184-1194, 2018 | 44 | 2018 |
| Factor-driven two-regime regression S Lee, Y Liao, MH Seo, Y Shin The Annals of Statistics 49 (3), 1656-1678, 2021 | 43 | 2021 |
| High-dimensional predictive regression in the presence of cointegration B Koo, HM Anderson, MH Seo, W Yao Journal of Econometrics 219 (2), 456-477, 2020 | 40 | 2020 |
| Local M-estimation with discontinuous criterion for dependent and limited observations MH Seo, T Otsu The Annals of Statistics 46 (1), 344-369, 2018 | 40* | 2018 |
| Sparse HP filter: Finding kinks in the COVID-19 contact rate S Lee, Y Liao, MH Seo, Y Shin Journal of Econometrics 220 (1), 158-180, 2021 | 28 | 2021 |
| Estimating a breakpoint in the pattern of spread of COVID-19 in South Korea YJ Kim, MH Seo, HE Yeom International Journal of Infectious Diseases 97, 360-364, 2020 | 23 | 2020 |
| Testing for structural stability in the whole sample J Hidalgo, MH Seo Journal of Econometrics 175 (2), 84-93, 2013 | 23 | 2013 |
| Semiparametric estimation of a binary response model with a change-point due to a covariate threshold S Lee, MH Seo Journal of Econometrics 144 (2), 492-499, 2008 | 23 | 2008 |
| Fast inference for quantile regression with tens of millions of observations S Lee, Y Liao, MH Seo, Y Shin Journal of econometrics 249, 105673, 2025 | 19* | 2025 |
Sokbae (Simon) LeeDepartment of Economics, Columbia UniversityVerified email at columbia.edu
