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 8 257
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 1 4 21 65
A predictability test for a small number of nested models 0 0 0 30 0 0 8 103
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 0 6 397
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 0 0 9 247
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 0 0 8 664
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 2 3 21 259
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 59 0 0 8 111
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 14 88
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 0 1 11 154
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 0 1 19 279
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 1 1 15 331
Dynamic linear panel regression models with interactive fixed effects 0 0 0 36 0 0 13 96
Dynamic linear panel regression models with interactive fixed effects 0 0 0 59 0 0 14 192
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 0 95 0 1 16 146
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 0 1 15 707
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 0 0 11 74
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 25 1 1 7 33
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 0 2 19 1 1 18 50
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 0 2 84 2 3 13 113
Estimation of an Education Production Function under Random Assignment with Selection 0 0 1 48 1 1 17 180
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 0 1 10 98
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 20 0 0 6 50
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 2 4 15 258
Forecasting with Dynamic Panel Data Models 0 0 0 85 0 0 10 63
Forecasting with Dynamic Panel Data Models 0 0 0 42 0 0 13 89
Forecasting with Dynamic Panel Data Models 0 0 0 23 1 1 15 59
Forecasting with a Panel Tobit Model 0 0 0 19 1 2 26 65
Forecasting with a Panel Tobit Model 0 0 0 47 0 0 8 63
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 119 0 1 12 387
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 1 2 11 609
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 1 1 9 769
How to Estimate Autoregressive Roots Near Unity 0 0 1 3 0 0 12 59
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 9 690
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 10 542
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 6 388
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 10 465
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 0 9 129
Inference for VARs Identified with Sign Restrictions 0 0 0 71 2 2 13 206
Inference for VARs Identified with Sign Restrictions 0 0 0 53 0 0 33 71
Inference for VARs identified with sign restrictions 0 1 4 156 1 3 36 499
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 0 0 577 0 2 15 1,637
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 1,110 2 4 31 2,945
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 77 0 3 25 207
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 11 0 2 13 62
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 3 0 0 4 75
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 174 1 1 8 863
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 0 1,411 0 1 20 2,978
Normal Approximation in Large Network Models 0 0 0 26 1 1 10 58
Nuclear Norm Regularized Estimation of Panel Regression Models 0 0 2 32 1 2 24 91
Nuclear norm regularized estimation of panel regression models 0 0 0 10 0 1 27 82
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 1 23 523
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 7 210
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 2 2 13 74
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 1 1 14 580
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 1 2 23 656
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 1 10 559
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 2 3 17 624
Total Working Papers 0 1 12 7,593 31 64 829 22,329

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 9 88
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 0 64 0 2 17 175
A note on the nonstationary binary choice logit model 0 0 0 56 0 0 5 177
A predictability test for a small number of nested models 0 0 0 5 0 1 11 63
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 1 1 112 0 1 9 377
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 2 2 14 134
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 0 9 363
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 2 4 23 84
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 64 0 3 20 372
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 37 0 0 7 151
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 0 64 0 2 21 211
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 0 19 0 0 7 135
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 0 0 8 744
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 23 2 2 13 159
Estimation of graphical models using the L1,2 norm 0 0 0 8 0 1 12 61
Estimation of random coefficients logit demand models with interactive fixed effects 0 1 3 12 3 10 40 114
Estimation with overidentifying inequality moment conditions 0 0 0 70 1 1 8 215
Forecasting With Dynamic Panel Data Models 0 0 0 30 2 7 28 160
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 171 1 2 9 675
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 1 12 95
Incidental trends and the power of panel unit root tests 0 0 0 54 1 3 13 235
Inference for VARs identified with sign restrictions 0 0 0 17 2 3 14 82
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 0 3 39
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 0 3 28 1,536
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 2 25 1 3 16 131
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 1 1 7 82
Many IVs estimation of dynamic panel regression models with measurement error 1 1 1 3 2 2 10 62
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 0 2 8 103
Nonstationary panel data analysis: an overview of some recent developments 0 0 4 505 0 1 26 1,259
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 1 1 16 349
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 32 0 0 8 82
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 5 57
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 2 9 45
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 1 13 110
Test of random versus fixed effects with small within variation 0 1 4 67 1 4 21 188
Testing for a unit root in panels with dynamic factors 0 1 2 349 0 5 39 1,056
The Hausman test and weak instruments 0 0 4 193 3 3 25 715
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 0 1 10 62
Total Journal Articles 1 5 22 2,470 25 75 553 10,746

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 19 0 0 16 77
Total Chapters 0 0 0 19 0 0 16 77

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10