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 2 3 8 257
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications 0 0 0 21 4 4 16 60
A predictability test for a small number of nested models 0 0 0 30 0 1 9 103
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 2 9 397
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 72 2 4 10 247
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 0 0 0 319 1 2 9 664
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 86 3 7 17 254
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 1 3 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 59 2 3 7 110
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 5 6 10 153
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 82 2 10 18 278
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 3 12 328
Dynamic linear panel regression models with interactive fixed effects 0 0 0 36 5 7 14 96
Dynamic linear panel regression models with interactive fixed effects 0 0 0 59 4 6 16 192
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 0 0 95 2 6 16 145
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 182 2 5 14 706
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 2 4 11 74
Estimation of Graphical Models using the $L_{1,2}$ Norm 0 0 0 25 0 2 5 30
Estimation of High-Dimensional Seemingly Unrelated Regression Models 0 1 2 19 6 10 17 49
Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach 0 0 2 84 1 3 10 110
Estimation of an Education Production Function under Random Assignment with Selection 0 0 2 48 1 6 15 177
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 105 3 5 11 254
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 42 1 2 10 97
Forecasting with Dynamic Panel Data Models 0 0 0 85 2 5 11 63
Forecasting with Dynamic Panel Data Models 0 0 0 42 5 7 13 89
Forecasting with Dynamic Panel Data Models 0 0 0 23 2 4 14 58
Forecasting with a Panel Tobit Model 0 0 0 19 5 11 25 63
Forecasting with a Panel Tobit Model 0 0 0 47 0 3 9 63
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 230 3 4 8 768
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 119 1 1 15 386
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 1 1 11 607
How to Estimate Autoregressive Roots Near Unity 0 0 1 3 5 7 12 59
How to Estimate Autoregressive Roots Near Unity 0 0 0 157 2 3 10 690
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 0 7 462
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 3 4 10 541
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 1 1 9 388
Inference for VARs Identified with Sign Restrictions 0 0 0 24 0 0 8 128
Inference for VARs Identified with Sign Restrictions 0 0 0 71 0 1 12 204
Inference for VARs Identified with Sign Restrictions 0 0 0 53 0 15 33 71
Inference for VARs identified with sign restrictions 1 1 3 155 3 7 33 495
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 0 0 1 577 4 6 15 1,635
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 1,110 9 10 26 2,940
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 0 77 2 5 22 204
Linear regression for panel with unknown number of factors as interactive fixed effects 0 0 1 11 2 6 12 60
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 174 3 4 7 862
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 3 3 3 4 75
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 0 0 0 1,411 5 5 19 2,975
Normal Approximation in Large Network Models 0 0 0 26 1 4 9 57
Nuclear Norm Regularized Estimation of Panel Regression Models 1 1 2 32 2 8 28 89
Nuclear norm regularized estimation of panel regression models 0 0 1 10 4 9 26 80
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 1 2 8 210
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 2 2 21 521
Sequentially Estimating the Structural Equation by Power Transformation 0 0 0 32 4 4 11 72
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 4 5 14 579
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 9 11 21 654
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 2 3 8 557
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 2 5 14 620
Total Working Papers 2 3 16 7,592 141 270 792 22,244

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 4 4 19 172
A note on the nonstationary binary choice logit model 0 0 0 56 1 1 5 177
A predictability test for a small number of nested models 0 0 0 5 3 4 11 62
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 0 0 111 3 4 10 376
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 30 4 4 12 132
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 1 2 10 363
BLP-2LASSO for aggregate discrete choice models with rich covariates 0 0 0 8 1 6 18 79
Bayesian and Frequentist Inference in Partially Identified Models 0 0 1 64 4 6 26 369
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 37 3 3 7 151
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS 0 0 3 64 3 5 23 207
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 0 19 0 0 9 135
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 3 8 743
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 23 3 6 12 157
Estimation of graphical models using the L1,2 norm 0 0 0 8 3 5 10 59
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 2 11 10 16 30 103
Estimation with overidentifying inequality moment conditions 0 0 0 70 4 4 9 214
Forecasting With Dynamic Panel Data Models 0 0 2 30 3 8 27 153
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 171 3 4 7 673
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 2 2 11 94
Incidental trends and the power of panel unit root tests 0 0 0 54 2 5 10 232
Inference for VARs identified with sign restrictions 0 0 2 17 2 3 12 78
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 2 2 5 39
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 10 12 26 1,532
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 2 3 25 2 7 17 128
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 0 27 1 2 7 81
Many IVs estimation of dynamic panel regression models with measurement error 0 0 0 2 1 3 9 60
Maximum score estimation of a nonstationary binary choice model 0 0 0 24 1 1 8 101
Nonstationary panel data analysis: an overview of some recent developments 0 1 6 505 4 5 29 1,255
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 0 2 17 348
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 0 2 9 81
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 1 2 5 56
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 3 3 8 43
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 3 5 12 109
Test of random versus fixed effects with small within variation 0 1 3 66 3 4 18 184
Testing for a unit root in panels with dynamic factors 0 0 1 348 5 8 35 1,048
The Hausman test and weak instruments 0 1 6 192 1 8 28 708
Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs 0 0 0 14 1 2 10 61
Total Journal Articles 0 5 32 2,464 98 163 538 10,651

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 5 8 17 77
Total Chapters 0 0 1 19 5 8 17 77

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Statistics updated 2026-05-06