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 1 247
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 3 18 1 1 9 36
A predictability test for a small number of nested models 0 0 1 30 0 1 6 90
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 0 5 386
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 1 72 0 1 3 230
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 0 1 12 652
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 85 0 1 6 233
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 58 0 0 0 100
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 28 0 0 1 70
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 71 0 0 0 135
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 0 3 311
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 81 0 0 3 254
Dynamic linear panel regression models with interactive fixed effects 0 0 3 33 1 2 8 76
Dynamic linear panel regression models with interactive fixed effects 0 1 3 55 0 2 10 157
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 1 3 93 0 1 4 118
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 0 0 0 689
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 0 0 4 59
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 23 0 0 2 20
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 0 0 17 1 2 6 25
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 0 0 70 1 1 11 82
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 45 0 0 7 154
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 41 0 0 5 86
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 18 0 0 4 38
Estimation of random coefficients logit demand models with interactive fixed effects 1 1 3 105 2 2 5 234
Forecasting with Dynamic Panel Data Models 0 0 1 23 1 2 9 42
Forecasting with Dynamic Panel Data Models 0 0 0 85 0 1 4 49
Forecasting with Dynamic Panel Data Models 0 0 4 38 0 1 12 71
Forecasting with a Panel Tobit Model 0 0 0 46 0 0 4 44
Forecasting with a Panel Tobit Model 0 0 1 19 0 0 4 32
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 118 0 0 1 369
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 0 0 2 592
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 0 0 4 753
How to Estimate Autoregressive Roots Near Unity 0 0 0 2 0 0 2 45
How to Estimate Autoregressive Roots Near Unity 0 0 2 157 1 2 9 678
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 130 1 1 5 526
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 2 3 26 447
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 1 12 373
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 0 4 117
Inference for VARs Identified with Sign Restrictions 0 0 0 50 1 1 3 31
Inference for VARs Identified with Sign Restrictions 0 0 0 71 0 1 7 190
Inference for VARs identified with sign restrictions 0 1 4 142 1 2 8 436
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 0 6 569 1 4 21 1,587
Linear Regression Limit Theory for Nonstationary Panel Data 0 1 8 1,097 4 6 52 2,850
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 2 75 1 1 6 175
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 8 0 0 2 44
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 174 1 1 21 845
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 3 0 0 10 66
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 2 5 25 1,391 4 14 87 2,892
Normal Approximation in Large Network Models 0 0 1 24 2 2 7 40
Nuclear Norm Regularized Estimation of Panel Regression Models 0 0 1 23 0 0 4 39
Nuclear norm regularized estimation of panel regression models 1 1 5 6 3 5 19 33
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 1 201
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 2 497
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 30 4 4 4 49
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 1 2 5 200 1 2 11 546
Testing for a Unit Root in Panels with Dynamic Factors 0 0 3 253 0 1 11 618
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 2 5 544
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 2 2 181 1 4 11 602
Total Working Papers 5 15 87 7,455 36 76 505 20,905

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 2 76
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 0 63 0 0 1 149
A note on the nonstationary binary choice logit model 0 0 1 56 0 0 1 171
A predictability test for a small number of nested models 0 0 0 5 0 0 1 51
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 0 0 110 0 0 4 360
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 1 2 30 0 1 4 115
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 2 10 348
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 2 5 0 0 6 37
Bayesian and Frequentist Inference in Partially Identified Models 0 0 1 58 0 1 10 334
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 3 31 0 0 6 132
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 4 16 33 2 16 50 125
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 1 1 18 0 1 3 117
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 1 198 0 0 4 731
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 21 0 0 5 135
Estimation of graphical models using the L1,2 norm 0 0 0 6 2 3 5 40
Estimation of random coefficients logit demand models with interactive fixed effects 0 1 2 8 0 4 13 60
Estimation with overidentifying inequality moment conditions 0 3 6 67 0 3 11 194
Forecasting With Dynamic Panel Data Models 0 1 3 22 1 4 23 97
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 171 0 0 4 665
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 0 1 82
Incidental trends and the power of panel unit root tests 0 1 1 53 0 1 15 209
Inference for VARs identified with sign restrictions 0 0 2 12 2 3 9 56
LM Test of Neglected Correlated Random Effects and Its Application 0 1 2 4 0 1 3 31
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 3 4 33 1,448
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 0 19 0 1 8 99
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 0 0 2 73
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 0 0 3 47
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 0 0 1 91
Nonstationary panel data analysis: an overview of some recent developments 2 4 10 464 7 14 43 1,144
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 0 0 1 326
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 1 30 0 0 6 70
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 8 0 0 6 43
Point‐optimal panel unit root tests with serially correlated errors 0 0 1 3 0 0 2 29
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 1 29 0 4 8 91
Test of random versus fixed effects with small within variation 0 2 2 60 0 2 3 160
Testing for a unit root in panels with dynamic factors 0 4 12 330 12 20 71 916
The Hausman test and weak instruments 1 6 14 167 3 12 34 631
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 1 11 0 1 11 41
Total Journal Articles 3 29 86 2,280 32 98 423 9,524

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 2 2 4 11 3 6 11 42
Total Chapters 2 2 4 11 3 6 11 42

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Statistics updated 2022-08-04