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 2 4 4 253
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 4 7 7 51
A predictability test for a small number of nested models 0 0 0 30 2 3 5 98
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 2 3 7 394
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 2 5 7 243
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 4 5 107
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 1 4 6 78
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 3 4 146
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 0 3 4 263
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 3 5 7 321
Dynamic linear panel regression models with interactive fixed effects 0 0 0 36 2 3 4 86
Dynamic linear panel regression models with interactive fixed effects 0 0 0 59 1 4 8 183
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 1 95 3 4 8 134
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 3 7 7 699
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 3 3 4 66
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 0 1 1 18 2 4 6 36
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 1 2 84 0 3 5 105
Estimation of an Education Production Function under Random Assignment with Selection 0 1 2 48 4 6 7 169
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 2 4 11 247
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 20 3 5 8 49
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 0 1 2 89
Forecasting with Dynamic Panel Data Models 0 0 0 42 1 2 2 78
Forecasting with Dynamic Panel Data Models 0 0 0 85 2 4 6 57
Forecasting with Dynamic Panel Data Models 0 0 0 23 2 3 5 49
Forecasting with a Panel Tobit Model 0 0 0 19 1 4 5 43
Forecasting with a Panel Tobit Model 0 0 0 47 0 2 4 57
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 3 4 6 602
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 119 1 3 7 378
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 1 1 1 761
How to Estimate Autoregressive Roots Near Unity 0 0 1 3 1 1 2 49
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 1 2 682
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 1 3 6 385
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 2 5 5 460
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 1 3 4 535
Inference for VARs Identified with Sign Restrictions 0 0 0 71 3 5 6 198
Inference for VARs Identified with Sign Restrictions 0 0 0 24 1 2 2 122
Inference for VARs Identified with Sign Restrictions 0 0 0 53 2 4 4 42
Inference for VARs identified with sign restrictions 0 0 2 153 5 15 22 480
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 0 2 577 2 5 15 1,627
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 2 1,110 6 14 16 2,928
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 11 1 2 3 51
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 77 1 2 6 185
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 1 1 3 857
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 1 1,411 3 6 10 2,964
Normal Approximation in Large Network Models 0 0 0 26 2 2 3 50
Nuclear Norm Regularized Estimation of Panel Regression Models 1 1 3 31 3 9 23 77
Nuclear norm regularized estimation of panel regression models 0 0 1 10 0 10 11 65
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 9 11 12 511
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 3 4 5 207
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 1 1 2 63
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 3 5 10 571
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 3 4 6 637
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 3 4 7 612
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 3 4 4 553
Total Working Papers 1 4 23 7,588 112 232 360 21,745

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 5 5 8 86
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 1 64 4 5 11 163
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 0 4 5 56
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 0 1 111 2 2 5 370
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 3 6 8 126
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 5 6 359
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 3 7 8 69
Bayesian and Frequentist Inference in Partially Identified Models 0 0 2 64 0 2 12 354
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 0 1 4 145
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 7 64 5 8 24 199
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 1 19 1 5 14 133
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 2 4 738
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 0 2 2 51
Estimation of random coefficients logit demand models with interactive fixed effects 0 2 2 11 1 8 12 83
Estimation with overidentifying inequality moment conditions 0 0 0 70 0 2 6 209
Forecasting With Dynamic Panel Data Models 0 0 2 30 6 10 19 143
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 171 1 1 1 667
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 2 5 5 88
Incidental trends and the power of panel unit root tests 0 0 1 54 0 3 7 225
Inference for VARs identified with sign restrictions 0 0 2 17 1 2 6 71
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 0 8 13 1,516
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 1 23 0 3 8 118
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 2 3 5 78
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 0 3 5 55
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 2 3 6 98
Nonstationary panel data analysis: an overview of some recent developments 1 2 6 503 3 9 25 1,244
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 4 8 13 343
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 1 2 6 76
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 3 53
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 2 2 6 38
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 1 3 4 100
Test of random versus fixed effects with small within variation 1 1 1 64 3 8 10 175
Testing for a unit root in panels with dynamic factors 1 1 2 348 7 15 27 1,032
The Hausman test and weak instruments 0 1 7 191 1 8 23 699
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 1 3 5 55
Total Journal Articles 3 7 42 2,457 62 166 336 10,371

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 2 6 8 67
Total Chapters 0 0 1 19 2 6 8 67

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Statistics updated 2026-01-09