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 20 64
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 7 397
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 9 664
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 0 3 19 257
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 1 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 16 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 1 1 19 279
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 2 14 330
Dynamic linear panel regression models with interactive fixed effects 0 0 0 59 0 0 15 192
Dynamic linear panel regression models with interactive fixed effects 0 0 0 36 0 0 14 96
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 0 2 6 32
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 0 2 19 0 0 17 49
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 0 2 84 0 1 11 111
Estimation of an Education Production Function under Random Assignment with Selection 0 0 1 48 0 2 16 179
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 20 0 0 7 50
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 0 2 13 256
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 0 1 10 98
Forecasting with Dynamic Panel Data Models 0 0 0 42 0 0 13 89
Forecasting with Dynamic Panel Data Models 0 0 0 23 0 0 14 58
Forecasting with Dynamic Panel Data Models 0 0 0 85 0 0 10 63
Forecasting with a Panel Tobit Model 0 0 0 19 1 1 25 64
Forecasting with a Panel Tobit Model 0 0 0 47 0 0 9 63
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 0 0 8 768
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 0 1 10 608
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 119 0 1 13 387
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 0 0 9 690
How to Estimate Autoregressive Roots Near Unity 0 0 1 3 0 0 12 59
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 2 9 464
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 1 10 542
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 9 388
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 1 9 129
Inference for VARs Identified with Sign Restrictions 0 0 0 53 0 0 33 71
Inference for VARs Identified with Sign Restrictions 0 0 0 71 0 0 12 204
Inference for VARs identified with sign restrictions 1 1 4 156 1 3 35 498
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 1 3 29 2,943
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 2 2 13 62
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 174 0 0 7 862
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 3 0 0 4 75
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 0 1,411 0 3 21 2,978
Normal Approximation in Large Network Models 0 0 0 26 0 0 9 57
Nuclear Norm Regularized Estimation of Panel Regression Models 0 0 2 32 0 1 24 90
Nuclear norm regularized estimation of panel regression models 0 0 1 10 0 2 28 82
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 7 210
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 2 23 523
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 0 11 72
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 0 0 13 579
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 1 1 22 655
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 1 9 558
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 0 2 16 622
Total Working Papers 1 1 13 7,593 8 54 815 22,298

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 3 18 175
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 1 1 12 63
An empirical analysis of nonstationarity in a panel of interest rates with factors 1 1 1 112 1 1 10 377
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 0 0 12 132
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 1 3 21 82
Bayesian and Frequentist Inference in Partially Identified Models 0 0 1 64 2 3 22 372
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 2 64 2 4 23 211
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 1 8 744
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 23 0 0 12 157
Estimation of graphical models using the L1,2 norm 0 0 0 8 1 2 12 61
Estimation of random coefficients logit demand models with interactive fixed effects 1 1 3 12 5 8 37 111
Estimation with overidentifying inequality moment conditions 0 0 0 70 0 0 8 214
Forecasting With Dynamic Panel Data Models 0 0 0 30 1 5 26 158
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 171 1 1 8 674
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 1 1 12 95
Incidental trends and the power of panel unit root tests 0 0 0 54 1 2 12 234
Inference for VARs identified with sign restrictions 0 0 1 17 1 2 13 80
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 0 4 39
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 0 4 29 1,536
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 0 3 25 2 2 17 130
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 0 0 6 81
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 0 0 8 60
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 1 4 29 1,259
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 0 0 15 348
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 32 0 1 8 82
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 1 1 5 57
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 2 2 10 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 3 20 187
Testing for a unit root in panels with dynamic factors 0 1 2 349 3 8 39 1,056
The Hausman test and weak instruments 0 1 4 193 0 4 24 712
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 1 1 11 62
Total Journal Articles 2 5 26 2,469 29 70 549 10,721

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

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Statistics updated 2026-08-07