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 3 5 254
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 0 9 12 56
A predictability test for a small number of nested models 0 0 0 30 0 6 8 102
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 3 8 395
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 1 6 7 244
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 1 6 8 663
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 2 8 12 249
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 2 5 108
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 8 13 85
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 5 148
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 1 8 10 326
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 8 13 16 276
Dynamic linear panel regression models with interactive fixed effects 0 0 0 59 2 6 13 188
Dynamic linear panel regression models with interactive fixed effects 0 0 0 36 1 6 8 90
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 1 95 3 11 14 142
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 3 8 12 704
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 2 9 9 72
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 25 0 2 3 28
Estimation of High-Dimensional Seemingly Unrelated Regression Models 1 1 2 19 2 7 10 41
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 0 2 84 0 2 7 107
Estimation of an Education Production Function under Random Assignment with Selection 0 0 2 48 3 9 12 174
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 2 6 8 251
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 42 0 6 8 95
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 20 0 4 8 50
Forecasting with Dynamic Panel Data Models 0 0 0 42 0 5 6 82
Forecasting with Dynamic Panel Data Models 0 0 0 85 2 5 8 60
Forecasting with Dynamic Panel Data Models 0 0 0 23 0 7 10 54
Forecasting with a Panel Tobit Model 0 0 0 47 3 6 9 63
Forecasting with a Panel Tobit Model 0 0 0 19 5 15 19 57
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 0 7 10 606
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 1 5 5 765
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 119 0 8 14 385
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 1 6 8 688
How to Estimate Autoregressive Roots Near Unity 0 0 1 3 2 6 7 54
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 3 8 387
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 4 7 462
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 1 4 7 538
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 7 8 128
Inference for VARs Identified with Sign Restrictions 0 0 0 53 8 24 26 64
Inference for VARs Identified with Sign Restrictions 0 0 0 71 0 8 11 203
Inference for VARs identified with sign restrictions 0 1 3 154 3 16 32 491
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 0 1 577 2 6 13 1,631
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 1,110 0 8 16 2,930
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 77 2 17 20 201
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 11 1 5 7 55
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 3 0 1 1 72
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 174 0 2 3 858
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 0 1,411 0 9 15 2,970
Normal Approximation in Large Network Models 0 0 0 26 2 7 7 55
Nuclear Norm Regularized Estimation of Panel Regression Models 0 1 3 31 4 11 28 85
Nuclear norm regularized estimation of panel regression models 0 0 1 10 4 10 21 75
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 1 5 7 209
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 17 19 519
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 0 6 7 68
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 1 205 0 6 11 574
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 9 11 643
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 2 8 11 617
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 4 5 554
Total Working Papers 1 3 19 7,590 77 418 618 22,051

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 7 9 88
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 0 64 0 9 15 168
A note on the nonstationary binary choice logit model 0 0 0 56 0 3 4 176
A predictability test for a small number of nested models 0 0 0 5 1 3 8 59
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 0 1 111 0 4 7 372
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 0 5 8 128
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 2 8 361
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 3 10 15 76
Bayesian and Frequentist Inference in Partially Identified Models 0 0 1 64 2 11 22 365
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 0 3 7 148
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 3 64 0 8 20 202
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 0 19 0 3 14 135
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 2 5 7 742
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 23 2 6 10 153
Estimation of graphical models using the L1,2 norm 0 0 0 8 1 4 6 55
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 2 11 3 8 18 90
Estimation with overidentifying inequality moment conditions 0 0 0 70 0 1 6 210
Forecasting With Dynamic Panel Data Models 0 0 2 30 2 10 22 147
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 171 0 3 3 669
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 6 9 92
Incidental trends and the power of panel unit root tests 0 0 0 54 0 2 6 227
Inference for VARs identified with sign restrictions 0 0 2 17 0 5 9 75
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 1 4 37
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 0 4 14 1,520
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 1 1 2 24 3 6 13 124
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 1 4 6 80
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 2 4 8 59
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 0 4 8 100
Nonstationary panel data analysis: an overview of some recent developments 1 3 7 505 1 10 28 1,251
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 2 9 18 348
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 2 6 10 81
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 1 2 4 55
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 4 7 40
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 2 7 10 106
Test of random versus fixed effects with small within variation 0 2 2 65 0 8 14 180
Testing for a unit root in panels with dynamic factors 0 1 1 348 1 16 32 1,041
The Hausman test and weak instruments 0 0 5 191 1 3 22 701
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 0 5 8 59
Total Journal Articles 2 7 33 2,461 32 211 439 10,520

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 3 7 12 72
Total Chapters 0 0 1 19 3 7 12 72

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Statistics updated 2026-03-04