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 1 2 2 245
A predictability test for a small number of nested models 0 1 1 28 1 6 16 69
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 0 0 0 162 0 1 3 379
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 0 0 70 0 0 4 214
Bayesian Inference for Econometric Models using Empirical Likelihood Functions 1 4 4 316 3 6 9 634
Bayesian and Frequentist Inference in Partially Identified Models 0 0 0 85 0 1 7 215
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 58 4 6 9 96
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 1 28 3 4 11 65
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 70 1 1 3 130
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 2 80 0 0 7 249
Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions 0 0 0 80 0 0 6 307
Dynamic linear panel regression models with interactive fixed effects 0 1 2 29 0 3 9 52
Dynamic linear panel regression models with interactive fixed effects 0 0 5 49 1 3 15 119
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach 0 1 4 83 1 6 23 81
Estimation of Autoregressive Roots Near Unity Using Panel Data 0 0 0 181 1 1 7 683
Estimation of Autoregressive Roots near Unity using Panel Data 0 0 0 1 2 2 7 38
Estimation of an Education Production Function under Random Assignment with Selection 0 1 7 38 5 17 49 111
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 0 39 3 5 9 70
Estimation of random coefficients logit demand models with interactive fixed effects 0 0 3 98 2 3 13 207
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 133 2 2 8 580
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 118 3 4 14 356
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 0 228 8 9 15 738
How to Estimate Autoregressive Roots Near Unity 0 0 1 2 1 3 7 31
How to Estimate Autoregressive Roots Near Unity 0 0 0 155 6 6 10 664
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 3 5 16 401
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 1 1 6 346
Incidental Trends and the Power of Panel Unit Root Tests 0 1 2 129 1 3 9 498
Inference for VARs Identified with Sign Restrictions 0 0 0 68 1 1 7 172
Inference for VARs Identified with Sign Restrictions 0 0 0 24 2 2 8 107
Inference for VARs identified with sign restrictions 0 1 6 126 3 4 22 391
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test 1 2 8 552 3 8 25 1,528
Linear Regression Limit Theory for Nonstationary Panel Data 0 2 10 1,076 6 14 44 2,733
Linear regression for panel with unknown number of factors as interactive fixed effects 0 1 1 6 2 4 10 33
Linear regression for panel with unknown number of factors as interactive fixed effects 0 1 5 70 0 2 11 158
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 1 173 1 1 6 808
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 1 3 2 3 7 41
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments 1 5 12 1,323 5 15 51 2,665
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 1 5 491
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 4 196
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 195 5 5 12 522
Testing for a Unit Root in Panels with Dynamic Factors 0 0 3 249 3 3 14 592
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 3 7 528
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 177 1 1 4 582
Total Working Papers 3 21 79 6,768 88 167 531 19,125

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 2 2 71
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors 0 0 3 63 0 0 4 145
A note on the nonstationary binary choice logit model 0 0 1 55 1 1 2 170
A predictability test for a small number of nested models 0 0 0 5 0 3 6 48
An empirical analysis of nonstationarity in a panel of interest rates with factors 0 1 3 109 2 5 7 351
Analysis of interactive fixed effects dynamic linear panel regression with measurement error 0 1 2 27 0 1 6 106
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 41 2 2 5 328
Bayesian and Frequentist Inference in Partially Identified Models 0 1 3 50 4 8 15 285
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 26 0 2 3 118
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA 0 0 0 16 0 0 2 108
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 197 2 3 6 723
Estimation of an Education Production Function under Random Assignment with Selection 0 0 0 21 1 3 5 121
Estimation with overidentifying inequality moment conditions 0 0 4 55 0 2 15 164
GMM Estimation of Autoregressive Roots Near Unity with Panel Data 0 0 1 166 1 5 14 642
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY 0 0 0 21 0 1 3 76
Incidental trends and the power of panel unit root tests 0 0 1 52 1 3 9 176
Linear Regression Limit Theory for Nonstationary Panel Data 0 0 0 3 4 7 20 1,373
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects 0 1 2 17 1 3 12 69
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS 0 0 1 26 1 1 5 69
Maximum Likelihood Estimation in Panels with Incidental Trends 0 0 0 39 1 2 6 212
Maximum score estimation of a nonstationary binary choice model 0 0 1 24 0 1 3 90
Nonstationary panel data analysis: an overview of some recent developments 1 2 11 436 1 7 35 1,035
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 59 1 2 5 318
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 27 0 0 0 60
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 8 2 3 3 30
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 2 0 0 3 26
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 8 28 0 0 13 77
Test of random versus fixed effects with small within variation 0 0 1 58 1 1 13 153
Testing for a unit root in panels with dynamic factors 1 1 14 302 5 12 49 764
The Hausman test and weak instruments 1 3 5 133 3 11 35 533
Total Journal Articles 3 10 61 2,074 34 91 306 8,441

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Statistics updated 2020-02-04