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 1 2 3 251
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 2 3 3 47
A predictability test for a small number of nested models 0 0 0 30 1 1 3 96
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 1 5 392
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 0 0 3 238
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 0 1 4 657
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 1 3 5 241
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 3 4 106
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 3 3 5 77
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 2 2 4 145
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 2 4 318
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 1 3 4 263
Dynamic linear panel regression models with interactive fixed effects 0 0 0 36 0 1 2 84
Dynamic linear panel regression models with interactive fixed effects 0 0 0 59 2 4 8 182
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 1 95 0 1 5 131
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 4 4 4 696
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 26
Estimation of High-Dimensional Seemingly Unrelated Regression Models 1 1 1 18 2 2 4 34
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 1 2 2 84 3 5 5 105
Estimation of an Education Production Function under Random Assignment with Selection 0 1 2 48 1 2 4 165
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 1 1 2 89
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 20 1 2 5 46
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 1 2 9 245
Forecasting with Dynamic Panel Data Models 0 0 0 42 1 1 1 77
Forecasting with Dynamic Panel Data Models 0 0 0 23 1 3 3 47
Forecasting with Dynamic Panel Data Models 0 0 0 85 2 2 4 55
Forecasting with a Panel Tobit Model 0 0 0 19 2 3 4 42
Forecasting with a Panel Tobit Model 0 0 0 47 2 2 4 57
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 1 1 3 599
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 119 2 2 6 377
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 0 0 0 760
How to Estimate Autoregressive Roots Near Unity 0 1 1 3 0 1 1 48
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 1 1 2 682
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 2 2 5 384
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 3 3 458
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 2 2 3 534
Inference for VARs Identified with Sign Restrictions 0 0 0 53 1 2 2 40
Inference for VARs Identified with Sign Restrictions 0 0 0 71 0 2 3 195
Inference for VARs Identified with Sign Restrictions 0 0 0 24 1 1 1 121
Inference for VARs identified with sign restrictions 0 1 2 153 5 12 17 475
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 0 2 577 1 3 13 1,625
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 3 1,110 7 8 11 2,922
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 11 1 1 2 50
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 77 1 2 5 184
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 1 3 856
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 1 1,411 2 3 7 2,961
Normal Approximation in Large Network Models 0 0 0 26 0 0 2 48
Nuclear Norm Regularized Estimation of Panel Regression Models 0 0 2 30 1 7 21 74
Nuclear norm regularized estimation of panel regression models 0 0 1 10 5 10 11 65
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 1 1 2 204
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 1 2 3 502
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 1 2 62
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 2 2 7 568
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 1 1 3 634
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 1 1 550
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 1 2 4 609
Total Working Papers 2 6 23 7,587 75 133 257 21,633

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 2 3 81
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 1 64 1 1 7 159
A note on the nonstationary binary choice logit model 0 0 0 56 0 1 2 173
A predictability test for a small number of nested models 0 0 0 5 3 4 5 56
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 0 1 111 0 0 3 368
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 2 3 5 123
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 2 5 7 359
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 2 5 5 66
Bayesian and Frequentist Inference in Partially Identified Models 0 0 3 64 1 2 13 354
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 1 1 5 145
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 7 64 1 4 20 194
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 1 19 3 4 13 132
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 1 4 737
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 23 0 1 4 147
Estimation of graphical models using the L1,2 norm 0 0 0 8 2 2 2 51
Estimation of random coefficients logit demand models with interactive fixed effects 2 2 2 11 6 8 11 82
Estimation with overidentifying inequality moment conditions 0 0 0 70 1 2 6 209
Forecasting With Dynamic Panel Data Models 0 0 2 30 2 5 14 137
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 1 3 3 86
Incidental trends and the power of panel unit root tests 0 0 1 54 2 3 7 225
Inference for VARs identified with sign restrictions 0 0 2 17 0 2 5 70
LM Test of Neglected Correlated Random Effects and Its Application 0 0 1 5 0 0 4 36
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 3 8 15 1,516
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 1 23 0 3 10 118
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 1 1 3 76
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 2 3 5 55
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 1 1 4 96
Nonstationary panel data analysis: an overview of some recent developments 1 1 5 502 5 8 22 1,241
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 1 1 62 2 6 9 339
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 1 1 5 75
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 1 11 1 1 5 53
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 0 4 36
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 2 2 3 99
Test of random versus fixed effects with small within variation 0 0 0 63 3 5 7 172
Testing for a unit root in panels with dynamic factors 0 0 3 347 7 8 22 1,025
The Hausman test and weak instruments 1 2 7 191 4 8 22 698
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 1 2 4 54
Total Journal Articles 4 6 43 2,454 64 116 288 10,309

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 1 19 4 4 6 65
Total Chapters 0 0 1 19 4 4 6 65

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