Details about Hyungsik Roger Moon

Access statistics for papers by Hyungsik Roger Moon.

Last updated 2008-12-01. Update your information in the RePEc Author Service.

Short-id: pmo129

Working Papers

2006

1. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
   IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations

2005

2. A Study of a Semiparametric Binary Choice Model with Integrated Covariates
   IEPR Working Papers, Institute of Economic Policy Research (IEPR)
3. 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
4. Incidental Trends and the Power of Panel Unit Root Tests
   IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations
   Also in Yale School of Management Working Papers, Yale School of Management (2004)
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations
   See also Journal Article in Journal of Econometrics (2007)
5. 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)

2004

6. Bayesian Inference for Econometric Models using Empirical Likelihood Functions
   Econometric Society 2004 North American Winter Meetings, Econometric Society

2003

7. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2000) View citations
   See also Journal Article in Econometrica (2004)

2002

8. Testing for a Unit Root in Panels with Dynamic Factors
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2002) View citations
   See also Journal Article in Journal of Econometrics (2004)

2001

9. 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

2000

10. The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000) View citations

1999

11. Estimation of Autoregressive Roots Near Unity Using Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) View citations
12. 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 University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1998) View citations
13. Linear Regression Limit Theory for Nonstationary Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations
    See also Journal Article in Econometrica (1999)
14. Maximum Likelihood Estimation in Panels with Incidental Trends
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
15. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara View citations
    See also Journal Article in Econometric Reviews (2000)

Undated

16. A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara
    See also Journal Article in Economics Letters (1999)

Journal Articles

2008

1. 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

2007

2. An empirical analysis of nonstationarity in a panel of interest rates with factors
   Journal of Applied Econometrics, 2007, 22, (2), 383-400 View citations
3. Incidental trends and the power of panel unit root tests
   Journal of Econometrics, 2007, 141, (2), 416-459 View citations
   See also Working Paper (2005)

2004

4. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
   Econometrica, 2004, 72, (2), 467-522 View citations
   See also Working Paper (2003)
5. Maximum score estimation of a nonstationary binary choice model
   Journal of Econometrics, 2004, 122, (2), 385-403 View citations
6. Testing for a unit root in panels with dynamic factors
   Journal of Econometrics, 2004, 122, (1), 81-126 View citations
   See also Working Paper (2002)

2002

7. A note on the nonstationary binary choice logit model
   Economics Letters, 2002, 76, (2), 267-271 View citations

2000

8. Nonstationary panel data analysis: an overview of some recent developments
   Econometric Reviews, 2000, 19, (3), 263-286 View citations
   See also Working Paper (1999)

1999

9. A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
   Economics Letters, 1999, 65, (1), 25-31 View citations
   See also Working Paper
10. Linear Regression Limit Theory for Nonstationary Panel Data
    Econometrica, 1999, 67, (5), 1057-1112 View citations
    See also Working Paper (1999)
11. Maximum Likelihood Estimation in Panels with Incidental Trends
    Oxford Bulletin of Economics and Statistics, 1999, 61, 711-47 View citations
    See also Working Paper (1999)