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 1 2 249
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 0 0 2 44
A predictability test for a small number of nested models 0 0 0 30 0 1 1 94
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 0 0 387
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 0 2 2 237
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 1 2 2 655
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 1 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 59 1 1 2 103
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 72 1 2 4 143
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 0 1 3 260
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 1 2 3 316
Dynamic linear panel regression models with interactive fixed effects 0 0 2 59 0 1 8 175
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 0 0 94 0 2 4 128
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 1 1 63
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 25 0 1 2 25
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 0 0 17 1 1 3 31
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 1 1 162
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 1 42 0 0 1 87
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 2 20 0 1 3 42
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 6 7 8 243
Forecasting with Dynamic Panel Data Models 0 0 0 23 0 0 1 44
Forecasting with Dynamic Panel Data Models 0 0 0 85 1 1 1 52
Forecasting with Dynamic Panel Data Models 0 0 1 42 0 0 1 76
Forecasting with a Panel Tobit Model 0 0 0 47 1 1 2 54
Forecasting with a Panel Tobit Model 0 0 0 19 0 0 2 38
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 118 0 0 0 371
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 0 230 0 0 1 760
How to Estimate Autoregressive Roots Near Unity 0 0 0 2 0 0 0 47
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 0 680
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 0 531
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
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 3 38
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 0 2 120
Inference for VARs identified with sign restrictions 0 0 0 151 0 1 6 459
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 1 1 3 576 4 6 9 1,618
Linear Regression Limit Theory for Nonstationary Panel Data 2 3 9 1,110 2 3 16 2,914
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 10 0 0 2 48
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 2 77 0 2 5 181
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 2 2 855
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 1 1 1,411 0 1 11 2,955
Normal Approximation in Large Network Models 0 0 0 26 1 2 5 48
Nuclear Norm Regularized Estimation of Panel Regression Models 0 0 5 28 2 4 15 57
Nuclear norm regularized estimation of panel regression models 0 0 1 9 0 0 5 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 1 2 500
Sequentially Estimating the Structural Equation by Power Transformation 0 0 1 32 0 1 4 61
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 1 1 2 204 2 2 4 563
Testing for a Unit Root in Panels with Dynamic Factors 0 0 1 254 1 1 5 632
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 1 1 2 184 1 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 5 7 40 7,571 27 57 167 21,433

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 1 1 1 79
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 1 1 64 0 1 3 153
A note on the nonstationary binary choice logit model 0 0 0 56 1 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 0 0 110 0 0 2 365
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 0 2 4 120
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 1 3 353
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 0 0 3 61
Bayesian and Frequentist Inference in Partially Identified Models 1 2 3 63 1 2 4 343
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 1 35 0 1 3 141
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 2 4 13 61 4 8 21 182
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 1 1 19 0 2 2 121
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 1 199 1 2 3 735
Estimation of an Education Production Function under Random Assignment with Selection 0 0 1 23 0 0 1 143
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 8 72
Estimation with overidentifying inequality moment conditions 0 0 1 70 1 1 3 204
Forecasting With Dynamic Panel Data Models 0 0 1 28 1 2 5 125
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 1 1 54 1 3 3 221
Inference for VARs identified with sign restrictions 0 0 1 15 0 1 2 66
LM Test of Neglected Correlated Random Effects and Its Application 1 1 1 5 1 1 1 33
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 3 5 17 1,506
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 1 22 1 3 7 111
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 1 1 1 74
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 0 1 3 51
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 0 0 1 92
Nonstationary panel data analysis: an overview of some recent developments 1 1 15 498 4 4 31 1,223
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 0 0 1 330
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 30 1 1 1 71
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 1 1 11 1 3 3 51
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 1 2 33
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 1 32 0 0 1 96
Test of random versus fixed effects with small within variation 0 0 0 63 1 1 2 166
Testing for a unit root in panels with dynamic factors 1 3 8 347 2 6 25 1,009
The Hausman test and weak instruments 0 2 4 186 1 3 9 679
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 1 1 3 51
Total Journal Articles 6 17 57 2,428 28 60 182 10,081

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 1 4 60
Total Chapters 0 0 0 18 0 1 4 60

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Statistics updated 2025-03-03