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 1 249
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 0 0 0 44
A predictability test for a small number of nested models 0 0 0 30 0 1 2 95
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 1 2 3 390
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 0 1 3 238
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 0 0 2 655
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 0 1 2 238
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 1 103
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 0 0 2 143
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 0 0 2 260
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 0 2 316
Dynamic linear panel regression models with interactive fixed effects 0 0 2 36 0 0 3 82
Dynamic linear panel regression models with interactive fixed effects 0 0 1 59 0 1 7 177
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 1 95 1 1 5 130
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 0 1 63
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 25 0 1 3 26
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 0 0 17 0 0 2 32
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 1 1 1 47 1 1 2 163
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 1 20 0 0 3 43
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 0 0 8 243
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 1 1 1 88
Forecasting with Dynamic Panel Data Models 0 0 0 42 0 0 0 76
Forecasting with Dynamic Panel Data Models 0 0 0 85 1 1 2 53
Forecasting with Dynamic Panel Data Models 0 0 0 23 0 0 1 44
Forecasting with a Panel Tobit Model 0 0 0 47 0 0 1 54
Forecasting with a Panel Tobit Model 0 0 0 19 1 1 3 39
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 1 1 119 1 3 3 374
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 1 2 2 598
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 0 0 2 0 0 0 47
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 1 1 681
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 0 131 0 1 1 532
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 0 24 0 0 1 120
Inference for VARs Identified with Sign Restrictions 0 0 0 53 0 0 0 38
Inference for VARs identified with sign restrictions 0 0 1 152 0 1 7 463
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 1 3 577 0 2 12 1,622
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 4 1,110 0 0 5 2,914
Linear regression for panel with unknown number of factors as interactive fixed effects 0 1 1 11 0 1 2 49
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 77 0 0 5 182
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 0 2 855
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 1 1,411 0 1 6 2,957
Normal Approximation in Large Network Models 0 0 0 26 0 0 4 48
Nuclear Norm Regularized Estimation of Panel Regression Models 0 0 4 30 2 5 19 66
Nuclear norm regularized estimation of panel regression models 0 0 1 9 0 0 3 54
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 1 1 203
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 1 500
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 0 2 61
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 1 1 6 566
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 0 3 633
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 0 549
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 0 0 1 606
Total Working Papers 1 4 29 7,580 11 31 152 21,483

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 1 79
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 1 64 3 4 7 157
A note on the nonstationary binary choice logit model 0 0 0 56 0 0 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 1 111 0 1 4 367
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 0 0 3 120
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 1 4 354
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 0 0 0 61
Bayesian and Frequentist Inference in Partially Identified Models 0 0 2 63 1 7 9 350
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 0 0 4 144
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 1 1 12 62 3 4 24 188
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 1 19 1 2 9 128
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 1 3 736
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 23 0 0 2 145
Estimation of graphical models using the L1,2 norm 0 0 0 8 0 0 1 49
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 9 0 1 6 74
Estimation with overidentifying inequality moment conditions 0 0 0 70 1 1 3 206
Forecasting With Dynamic Panel Data Models 1 2 2 30 1 6 11 132
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 0 1 54 0 0 4 222
Inference for VARs identified with sign restrictions 0 1 1 16 0 1 2 67
LM Test of Neglected Correlated Random Effects and Its Application 0 0 1 5 1 1 3 35
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 1 1 9 1,507
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 0 22 1 2 6 113
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 1 1 2 75
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 1 1 4 52
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 2 2 4 95
Nonstationary panel data analysis: an overview of some recent developments 0 2 11 501 1 4 22 1,230
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 0 2 4 333
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 2 2 32 0 2 4 74
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 1 11 1 1 4 52
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 0 3 35
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 0 1 97
Test of random versus fixed effects with small within variation 0 0 0 63 1 1 2 167
Testing for a unit root in panels with dynamic factors 0 0 4 347 2 4 19 1,017
The Hausman test and weak instruments 0 3 5 189 2 8 14 688
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 0 0 2 51
Total Journal Articles 2 11 47 2,443 25 59 201 10,172

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 1 1 19 0 1 4 61
Total Chapters 0 1 1 19 0 1 4 61

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