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 0 243
A predictability test for a small number of nested models 0 0 0 27 0 2 12 62
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 0 4 377
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 70 2 3 3 213
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 2 312 2 2 6 628
Bayesian and Frequentist Inference in Partially Identified Models 0 0 1 85 1 2 7 212
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 27 0 1 8 59
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 58 1 1 1 88
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 70 0 0 4 128
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 1 4 5 306
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 1 1 79 1 2 3 244
Dynamic linear panel regression models with interactive fixed effects 0 0 1 28 1 3 4 47
Dynamic linear panel regression models with interactive fixed effects 0 1 5 48 2 4 9 112
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 5 81 0 1 24 70
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 181 0 1 5 679
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 0 1 3 33
Estimation of an Education Production Function under Random Assignment with Selection 0 1 6 36 3 9 27 85
Estimation of random coefficients logit demand models with interactive fixed effects 0 1 4 98 0 2 12 201
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 39 0 1 4 63
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 118 1 4 6 347
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 228 0 1 4 725
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 0 2 3 575
How to Estimate Autoregressive Roots Near Unity 0 0 0 155 1 3 3 657
How to Estimate Autoregressive Roots Near Unity 0 1 1 2 1 2 2 26
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 11 393
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 1 341
Incidental Trends and the Power of Panel Unit Root Tests 1 1 1 128 3 4 13 494
Inference for VARs Identified with Sign Restrictions 0 0 1 68 1 1 7 168
Inference for VARs Identified with Sign Restrictions 0 0 1 24 0 1 5 101
Inference for VARs identified with sign restrictions 1 2 8 125 4 5 25 385
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 2 2 7 549 2 4 27 1,518
Linear Regression Limit Theory for Nonstationary Panel Data 1 2 12 1,073 5 12 41 2,714
Linear regression for panel with unknown number of factors as interactive fixed effects 0 1 8 68 1 2 13 153
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 5 0 1 5 26
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 2 0 0 0 34
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 172 1 1 3 804
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 2 2 10 1,317 5 11 40 2,642
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 1 1 4 489
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 1 4 196
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 195 1 2 13 515
Testing for a Unit Root in Panels with Dynamic Factors 2 2 5 249 5 7 21 589
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 4 522
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 177 0 0 5 581
Total Working Papers 9 17 82 6,736 47 106 401 18,845

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 0 0 69
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 1 3 62 0 1 4 144
A note on the nonstationary binary choice logit model 0 0 1 55 0 0 3 169
A predictability test for a small number of nested models 0 0 0 5 0 0 2 43
An empirical analysis of nonstationarity in a panel of interest rates with factors 1 1 1 107 1 1 5 345
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 1 26 1 2 7 105
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 41 0 0 4 324
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 47 1 1 11 273
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 26 0 0 2 116
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 0 16 1 1 1 107
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 197 1 2 4 720
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 21 0 0 7 116
Estimation with overidentifying inequality moment conditions 0 3 4 54 1 6 12 157
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 1 2 166 2 5 9 634
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 0 73
Incidental trends and the power of panel unit root tests 0 1 1 52 1 2 5 170
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 0 5 17 1,364
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 1 15 0 3 13 64
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 2 26 2 2 4 67
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 39 1 1 2 207
Maximum score estimation of a nonstationary binary choice model 0 0 1 24 0 0 1 88
Nonstationary panel data analysis: an overview of some recent developments 2 3 11 433 3 8 32 1,019
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 59 1 1 4 316
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 1 27 0 0 2 60
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 8 0 0 1 27
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 2 1 1 5 25
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 9 28 0 0 16 76
Test of random versus fixed effects with small within variation 0 0 1 58 1 2 8 145
Testing for a unit root in panels with dynamic factors 0 5 14 299 6 15 57 746
The Hausman test and weak instruments 0 0 5 129 0 7 38 515
Total Journal Articles 3 15 58 2,054 24 66 276 8,284

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Statistics updated 2019-09-09