Details about Hyungsik Roger Moon
Access statistics for papers by Hyungsik Roger Moon.
Last updated 2020-02-25. Update your information in the RePEc Author Service.
Short-id: pmo129
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Working Papers
2024
- Normal Approximation in Large Network Models
Papers, arXiv.org  View citations (10)
2023
- Nuclear Norm Regularized Estimation of Panel Regression Models
Papers, arXiv.org View citations (12)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (18)
2021
- A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
Papers, arXiv.org
2020
- Sequentially Estimating the Structural Equation by Power Transformation
Working papers, Yonsei University, Yonsei Economics Research Institute
2019
- Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach
Papers, arXiv.org View citations (15)
- Forecasting with a Panel Tobit Model
CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (13)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (12)
2018
- Estimation of High-Dimensional Seemingly Unrelated Regression Models
Papers, arXiv.org
- Forecasting with Dynamic Panel Data Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (3)
Papers, arXiv.org (2017) View citations (5)
See also Journal Article Forecasting With Dynamic Panel Data Models, Econometrica, Econometric Society (2020) View citations (24) (2020)
- Inference for VARs Identified with Sign Restrictions
Papers, arXiv.org View citations (46)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (15)
NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (32)
Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (32)
See also Journal Article Inference for VARs identified with sign restrictions, Quantitative Economics, Econometric Society (2018) View citations (36) (2018)
2017
- Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
- Estimation of Graphical Models using the $L_{1,2}$ Norm
Papers, arXiv.org
- Estimation of random coefficients logit demand models with interactive fixed effects
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
See also Journal Article Estimation of random coefficients logit demand models with interactive fixed effects, Journal of Econometrics, Elsevier (2018) View citations (17) (2018)
2014
- Dynamic linear panel regression models with interactive fixed effects
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (54)
See also Journal Article DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Econometric Theory, Cambridge University Press (2017) View citations (105) (2017)
- Estimation of an Education Production Function under Random Assignment with Selection
Working Paper, USC Lusk Center for Real Estate View citations (9)
See also Journal Article Estimation of an Education Production Function under Random Assignment with Selection, American Economic Review, American Economic Association (2014) View citations (9) (2014)
- Linear regression for panel with unknown number of factors as interactive fixed effects
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (31)
See also Journal Article Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects, Econometrica, Econometric Society (2015) View citations (191) (2015)
2013
- A predictability test for a small number of nested models
Working Paper Series, European Central Bank View citations (2)
See also Journal Article A predictability test for a small number of nested models, Journal of Econometrics, Elsevier (2014) View citations (9) (2014)
2011
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (6)
See also Journal Article Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Economics Letters, Elsevier (2012) View citations (20) (2012)
- Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
CIRANO Working Papers, CIRANO
Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2010) View citations (3)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2010) View citations (3)
See also Journal Article Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel, Journal of Econometrics, Elsevier (2012) View citations (30) (2012)
2009
- Bayesian and Frequentist Inference in Partially Identified Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
See also Journal Article Bayesian and Frequentist Inference in Partially Identified Models, Econometrica, Econometric Society (2012) View citations (117) (2012)
2006
- Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2006) View citations (11)
2005
- A Study of a Semiparametric Binary Choice Model with Integrated Covariates
IEPR Working Papers, Institute of Economic Policy Research (IEPR)
See also Journal Article A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES, Econometric Theory, Cambridge University Press (2006) View citations (5) (2006)
- An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors
IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (5)
- Incidental Trends and the Power of Panel Unit Root Tests
IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (2)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (18)
Yale School of Management Working Papers, Yale School of Management (2004) View citations (2)
See also Journal Article Incidental trends and the power of panel unit root tests, Journal of Econometrics, Elsevier (2007) View citations (57) (2007)
- Reducing Bias of MLE in a Dynamic Panel Model
IEPR Working Papers, Institute of Economic Policy Research (IEPR)
Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (3)
See also Journal Article REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL, Econometric Theory, Cambridge University Press (2006) View citations (49) (2006)
2004
- Bayesian Inference for Econometric Models using Empirical Likelihood Functions
Econometric Society 2004 North American Winter Meetings, Econometric Society
2003
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000) View citations (18)
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (17)
See also Journal Article GMM Estimation of Autoregressive Roots Near Unity with Panel Data, Econometrica, Econometric Society (2004) View citations (23) (2004)
2002
- TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS
Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (10)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) View citations (43)
See also Journal Article Testing for a unit root in panels with dynamic factors, Journal of Econometrics, Elsevier (2004) View citations (596) (2004)
2001
- Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test
10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (6)
2000
- The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (7)
Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000) View citations (4)
1999
- Estimation of Autoregressive Roots Near Unity Using Panel Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (14)
Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) View citations (4)
See also Journal Article ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA, Econometric Theory, Cambridge University Press (2000) View citations (44) (2000)
- How to Estimate Autoregressive Roots Near Unity
University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) View citations (9)
See also Journal Article HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY, Econometric Theory, Cambridge University Press (2001) View citations (29) (2001)
- Linear Regression Limit Theory for Nonstationary Panel Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (842)
See also Journal Article Linear Regression Limit Theory for Nonstationary Panel Data, Econometrica, Econometric Society (1999) View citations (860) (1999)
- Maximum Likelihood Estimation in Panels with Incidental Trends
University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations (24)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999) View citations (24)
- Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (48)
See also Journal Article Nonstationary panel data analysis: an overview of some recent developments, Econometric Reviews, Taylor & Francis Journals (2000) View citations (163) (2000)
Journal Articles
2020
- Forecasting With Dynamic Panel Data Models
Econometrica, 2020, 88, (1), 171-201 View citations (24)
See also Working Paper Forecasting with Dynamic Panel Data Models, NBER Working Papers (2018) View citations (4) (2018)
2019
- BLP-2LASSO for aggregate discrete choice models with rich covariates
The Econometrics Journal, 2019, 22, (3), 262-281 View citations (7)
- Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs
Korean Economic Review, 2019, 35, 275-306
2018
- Estimation of graphical models using the L1,2 norm
Econometrics Journal, 2018, 21, (3), 247-263
- Estimation of random coefficients logit demand models with interactive fixed effects
Journal of Econometrics, 2018, 206, (2), 613-644 View citations (17)
See also Working Paper Estimation of random coefficients logit demand models with interactive fixed effects, CeMMAP working papers (2017) View citations (2) (2017)
- Inference for VARs identified with sign restrictions
Quantitative Economics, 2018, 9, (3), 1087-1121 View citations (36)
See also Working Paper Inference for VARs Identified with Sign Restrictions, Papers (2018) View citations (46) (2018)
2017
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
Econometric Theory, 2017, 33, (1), 158-195 View citations (105)
See also Working Paper Dynamic linear panel regression models with interactive fixed effects, CeMMAP working papers (2014) View citations (8) (2014)
- LM Test of Neglected Correlated Random Effects and Its Application
Journal of Business & Economic Statistics, 2017, 35, (3), 359-370 View citations (1)
- Many IVs estimation of dynamic panel regression models with measurement error
Journal of Econometrics, 2017, 200, (2), 251-259 View citations (21)
2015
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
Econometrica, 2015, 83, (4), 1543-1579 View citations (191)
See also Working Paper Linear regression for panel with unknown number of factors as interactive fixed effects, CeMMAP working papers (2014) (2014)
2014
- A predictability test for a small number of nested models
Journal of Econometrics, 2014, 182, (1), 174-185 View citations (9)
See also Working Paper A predictability test for a small number of nested models, Working Paper Series (2013) View citations (2) (2013)
- Estimation of an Education Production Function under Random Assignment with Selection
American Economic Review, 2014, 104, (5), 206-11 View citations (9)
See also Working Paper Estimation of an Education Production Function under Random Assignment with Selection, Working Paper (2014) View citations (9) (2014)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS
Econometric Theory, 2014, 30, (4), 882-893
- Point‐optimal panel unit root tests with serially correlated errors
Econometrics Journal, 2014, 17, (3), 338-372 View citations (4)
2012
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Economics Letters, 2012, 117, (1), 239-242 View citations (20)
See also Working Paper Analysis of interactive fixed effects dynamic linear panel regression with measurement error, CeMMAP working papers (2011) View citations (6) (2011)
- Bayesian and Frequentist Inference in Partially Identified Models
Econometrica, 2012, 80, (2), 755-782 View citations (117)
See also Working Paper Bayesian and Frequentist Inference in Partially Identified Models, NBER Working Papers (2009) View citations (16) (2009)
- Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Journal of Econometrics, 2012, 169, (1), 29-33 View citations (30)
See also Working Paper Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel, CIRANO Working Papers (2011) (2011)
2011
- Test of random versus fixed effects with small within variation
Economics Letters, 2011, 112, (3), 293-297 View citations (3)
- The Hausman test and weak instruments
Journal of Econometrics, 2011, 160, (2), 289-299 View citations (37)
2010
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Econometric Theory, 2010, 26, (3), 863-881 View citations (39)
2009
- Estimation with overidentifying inequality moment conditions
Journal of Econometrics, 2009, 153, (2), 136-154 View citations (52)
2008
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Econometrics Journal, 2008, 11, (1), 80-104 View citations (25)
2007
- An empirical analysis of nonstationarity in a panel of interest rates with factors
Journal of Applied Econometrics, 2007, 22, (2), 383-400 View citations (39)
- Incidental trends and the power of panel unit root tests
Journal of Econometrics, 2007, 141, (2), 416-459 View citations (57)
See also Working Paper Incidental Trends and the Power of Panel Unit Root Tests, IEPR Working Papers (2005) View citations (2) (2005)
2006
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
Econometric Theory, 2006, 22, (4), 721-742 View citations (5)
See also Working Paper A Study of a Semiparametric Binary Choice Model with Integrated Covariates, IEPR Working Papers (2005) (2005)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Econometric Theory, 2006, 22, (6), 1179-1190 View citations (12)
- REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
Econometric Theory, 2006, 22, (3), 499-512 View citations (49)
See also Working Paper Reducing Bias of MLE in a Dynamic Panel Model, IEPR Working Papers (2005) (2005)
2005
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
Econometric Reviews, 2005, 23, (4), 293-323 View citations (8)
2004
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Econometrica, 2004, 72, (2), 467-522 View citations (23)
See also Working Paper GMM Estimation of Autoregressive Roots Near Unity with Panel Data, Cowles Foundation Discussion Papers (2003) View citations (1) (2003)
- Maximum score estimation of a nonstationary binary choice model
Journal of Econometrics, 2004, 122, (2), 385-403 View citations (10)
- Testing for a unit root in panels with dynamic factors
Journal of Econometrics, 2004, 122, (1), 81-126 View citations (596)
See also Working Paper TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS, Cahiers de recherche (2002) View citations (10) (2002)
2002
- A note on the nonstationary binary choice logit model
Economics Letters, 2002, 76, (2), 267-271 View citations (3)
- MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
Econometric Theory, 2002, 18, (6), 1385-1407 View citations (8)
2001
- HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
Econometric Theory, 2001, 17, (1), 29-69 View citations (29)
See also Working Paper How to Estimate Autoregressive Roots Near Unity, University of California at Santa Barbara, Economics Working Paper Series (1999) (1999)
2000
- ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
Econometric Theory, 2000, 16, (6), 927-997 View citations (44)
See also Working Paper Estimation of Autoregressive Roots Near Unity Using Panel Data, Cowles Foundation Discussion Papers (1999) View citations (14) (1999)
- Nonstationary panel data analysis: an overview of some recent developments
Econometric Reviews, 2000, 19, (3), 263-286 View citations (163)
See also Working Paper Nonstationary Panel Data Analysis: An Overview of Some Recent Developments, Cowles Foundation Discussion Papers (1999) View citations (48) (1999)
1999
- A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
Economics Letters, 1999, 65, (1), 25-31 View citations (22)
- Linear Regression Limit Theory for Nonstationary Panel Data
Econometrica, 1999, 67, (5), 1057-1112 View citations (860)
See also Working Paper Linear Regression Limit Theory for Nonstationary Panel Data, Cowles Foundation Discussion Papers (1999) View citations (842) (1999)
Chapters
2014
- Demand Estimation with High-Dimensional Product Characteristics
A chapter in Bayesian Model Comparison, 2014, vol. 34, pp 301-323 View citations (4)
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