Access Statistics for Hyungsik Roger Moon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Study of a Semiparametric Binary Choice Model with Integrated Covariates 0 0 0 62 0 0 1 249
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 0 0 1 44
A predictability test for a small number of nested models 0 0 0 30 0 0 1 94
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 1 1 1 388
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 0 0 2 237
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 0 1 2 655
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 0 1 1 237
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 0 0 0 72
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 59 0 1 1 103
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 0 1 4 143
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 1 2 316
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 0 0 3 260
Dynamic linear panel regression models with interactive fixed effects 0 0 1 59 0 1 7 176
Dynamic linear panel regression models with interactive fixed effects 0 0 2 36 0 0 3 82
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 1 1 95 0 1 5 129
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 0 0 0 692
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 0 0 1 63
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 25 0 0 2 25
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 0 0 17 0 2 2 32
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 0 3 82 0 0 3 100
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 46 0 0 1 162
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 0 0 0 87
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 1 20 0 1 3 43
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 0 6 8 243
Forecasting with Dynamic Panel Data Models 0 0 0 85 0 1 1 52
Forecasting with Dynamic Panel Data Models 0 0 0 42 0 0 0 76
Forecasting with Dynamic Panel Data Models 0 0 0 23 0 0 1 44
Forecasting with a Panel Tobit Model 0 0 0 19 0 0 2 38
Forecasting with a Panel Tobit Model 0 0 0 47 0 1 1 54
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 0 0 1 760
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 0 0 1 596
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 118 0 0 0 371
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 0 680
How to Estimate Autoregressive Roots Near Unity 0 0 0 2 0 0 0 47
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 0 379
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 0 0 455
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 0 531
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 0 1 120
Inference for VARs Identified with Sign Restrictions 0 0 0 71 0 0 0 192
Inference for VARs Identified with Sign Restrictions 0 0 1 53 0 0 1 38
Inference for VARs identified with sign restrictions 0 1 1 152 1 3 8 462
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 1 3 576 1 6 11 1,620
Linear Regression Limit Theory for Nonstationary Panel Data 0 2 7 1,110 0 2 13 2,914
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 77 1 1 5 182
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 10 0 0 1 48
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 3 0 0 0 71
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 174 0 0 2 855
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 1 1,411 0 1 10 2,956
Normal Approximation in Large Network Models 0 0 0 26 0 1 4 48
Nuclear Norm Regularized Estimation of Panel Regression Models 1 2 7 30 2 6 18 61
Nuclear norm regularized estimation of panel regression models 0 0 1 9 0 0 4 54
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 0 202
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 1 500
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 0 2 61
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 1 2 3 205 1 4 6 565
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 2 5 633
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 1 2 184 0 1 2 606
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 1 549
Total Working Papers 2 10 35 7,576 7 46 156 21,452

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES 0 0 0 8 0 1 1 79
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 1 64 0 0 3 153
A note on the nonstationary binary choice logit model 0 0 0 56 0 1 1 172
A predictability test for a small number of nested models 0 0 0 5 0 0 0 51
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 1 1 111 0 1 3 366
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 0 0 4 120
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 0 3 353
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 0 0 0 61
Bayesian and Frequentist Inference in Partially Identified Models 0 1 3 63 0 1 3 343
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 2 2 2 37 3 3 4 144
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 2 12 61 2 6 22 184
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 1 19 0 5 7 126
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 1 199 0 1 3 735
Estimation of an Education Production Function under Random Assignment with Selection 0 0 1 23 2 2 3 145
Estimation of graphical models using the L1,2 norm 0 0 1 8 0 0 2 49
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 9 0 1 7 73
Estimation with overidentifying inequality moment conditions 0 0 0 70 1 2 2 205
Forecasting With Dynamic Panel Data Models 0 0 0 28 0 2 5 126
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 171 0 0 0 666
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 0 83
Incidental trends and the power of panel unit root tests 0 0 1 54 1 2 4 222
Inference for VARs identified with sign restrictions 0 0 0 15 0 0 1 66
LM Test of Neglected Correlated Random Effects and Its Application 0 1 1 5 1 2 2 34
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 0 3 14 1,506
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 0 22 0 1 4 111
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 0 1 1 74
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 0 0 3 51
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 0 1 2 93
Nonstationary panel data analysis: an overview of some recent developments 1 2 14 499 3 7 26 1,226
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 1 1 2 331
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 30 1 2 2 72
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 1 11 0 1 3 51
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 2 2 4 35
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 1 1 97
Test of random versus fixed effects with small within variation 0 0 0 63 0 1 1 166
Testing for a unit root in panels with dynamic factors 0 1 6 347 3 6 26 1,013
The Hausman test and weak instruments 0 0 2 186 0 2 7 680
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 0 1 3 51
Total Journal Articles 3 10 48 2,432 20 60 179 10,113

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Demand Estimation with High-Dimensional Product Characteristics 0 0 0 18 0 0 3 60
Total Chapters 0 0 0 18 0 0 3 60

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