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Details about Hyungsik Roger Moon

E-mail:
Homepage:http://www-rcf.usc.edu/~moonr
Workplace:Department of Economics, University of Southern California, (more information at EDIRC)

Access statistics for papers by Hyungsik Roger Moon.

Last updated 2016-10-06. Update your information in the RePEc Author Service.

Short-id: pmo129


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Working Papers

2014

  1. Dynamic linear panel regression models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (45)
  2. Estimation of an Education Production Function under Random Assignment with Selection
    Working Paper, USC Lusk Center for Real Estate Downloads View citations (2)
    See also Journal Article in American Economic Review (2014)
  3. Estimation of random coefficients logit demand models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (2)
  4. 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 Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (26)

    See also Journal Article in Econometrica (2015)

2013

  1. A predictability test for a small number of nested models
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2014)

2011

  1. 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 Downloads View citations (6)
    See also Journal Article in Economics Letters (2012)
  2. Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
    CIRANO Working Papers, CIRANO Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2010) Downloads View citations (2)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2010) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2012)
  3. Inference for VARs Identified with Sign Restrictions
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (28)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (24)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (8)

2009

  1. Bayesian and Frequentist Inference in Partially Identified Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Econometrica (2012)

2006

  1. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (8)

2005

  1. A Study of a Semiparametric Binary Choice Model with Integrated Covariates
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    See also Journal Article in Econometric Theory (2006)
  2. An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
  3. Incidental Trends and the Power of Panel Unit Root Tests
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (12)
    Yale School of Management Working Papers, Yale School of Management (2004) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2007)
  4. Reducing Bias of MLE in a Dynamic Panel Model
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (1)
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004)

    See also Journal Article in Econometric Theory (2006)

2004

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

2003

  1. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000) Downloads View citations (7)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (6)

    See also Journal Article in Econometrica (2004)

2002

  1. TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) Downloads View citations (38)

    See also Journal Article in Journal of Econometrics (2004)

2001

  1. 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 Downloads View citations (3)

2000

  1. The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2000) Downloads View citations (7)

1999

  1. Estimation of Autoregressive Roots Near Unity Using Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (14)
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) Downloads View citations (4)

    See also Journal Article in Econometric Theory (2000)
  2. How to Estimate Autoregressive Roots Near Unity
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) Downloads View citations (9)

    See also Journal Article in Econometric Theory (2001)
  3. Linear Regression Limit Theory for Nonstationary Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (469)
    See also Journal Article in Econometrica (1999)
  4. Maximum Likelihood Estimation in Panels with Incidental Trends
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (15)
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) Downloads View citations (15)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
  5. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (41)
    See also Journal Article in Econometric Reviews (2000)

Journal Articles

2015

  1. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
    Econometrica, 2015, 83, (4), 1543-1579 Downloads View citations (17)
    See also Working Paper (2014)

2014

  1. A predictability test for a small number of nested models
    Journal of Econometrics, 2014, 182, (1), 174-185 Downloads View citations (2)
    See also Working Paper (2013)
  2. Estimation of an Education Production Function under Random Assignment with Selection
    American Economic Review, 2014, 104, (5), 206-11 Downloads View citations (2)
    See also Working Paper (2014)
  3. PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS
    Econometric Theory, 2014, 30, (04), 882-893 Downloads
  4. Point‐optimal panel unit root tests with serially correlated errors
    Econometrics Journal, 2014, 17, (3), 338-372 Downloads View citations (1)

2012

  1. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
    Economics Letters, 2012, 117, (1), 239-242 Downloads View citations (5)
    See also Working Paper (2011)
  2. Bayesian and Frequentist Inference in Partially Identified Models
    Econometrica, 2012, 80, (2), 755-782 Downloads View citations (26)
    See also Working Paper (2009)
  3. 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 Downloads View citations (13)
    See also Working Paper (2011)

2011

  1. Test of random versus fixed effects with small within variation
    Economics Letters, 2011, 112, (3), 293-297 Downloads View citations (1)
  2. The Hausman test and weak instruments
    Journal of Econometrics, 2011, 160, (2), 289-299 Downloads View citations (17)

2010

  1. PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
    Econometric Theory, 2010, 26, (03), 863-881 Downloads View citations (3)

2009

  1. Estimation with overidentifying inequality moment conditions
    Journal of Econometrics, 2009, 153, (2), 136-154 Downloads View citations (13)

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 Downloads View citations (17)

2007

  1. An empirical analysis of nonstationarity in a panel of interest rates with factors
    Journal of Applied Econometrics, 2007, 22, (2), 383-400 Downloads View citations (25)
  2. Incidental trends and the power of panel unit root tests
    Journal of Econometrics, 2007, 141, (2), 416-459 Downloads View citations (34)
    See also Working Paper (2005)

2006

  1. A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
    Econometric Theory, 2006, 22, (04), 721-742 Downloads
    See also Working Paper (2005)
  2. ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
    Econometric Theory, 2006, 22, (06), 1179-1190 Downloads View citations (8)
  3. REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
    Econometric Theory, 2006, 22, (03), 499-512 Downloads View citations (20)
    See also Working Paper (2005)

2005

  1. Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
    Econometric Reviews, 2005, 23, (4), 293-323 Downloads View citations (2)

2004

  1. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
    Econometrica, 2004, 72, (2), 467-522 Downloads View citations (12)
    See also Working Paper (2003)
  2. Maximum score estimation of a nonstationary binary choice model
    Journal of Econometrics, 2004, 122, (2), 385-403 Downloads View citations (6)
  3. Testing for a unit root in panels with dynamic factors
    Journal of Econometrics, 2004, 122, (1), 81-126 Downloads View citations (377)
    See also Working Paper (2002)

2002

  1. A note on the nonstationary binary choice logit model
    Economics Letters, 2002, 76, (2), 267-271 Downloads View citations (2)
  2. MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
    Econometric Theory, 2002, 18, (06), 1385-1407 Downloads View citations (2)

2001

  1. HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
    Econometric Theory, 2001, 17, (01), 29-69 Downloads View citations (15)
    See also Working Paper (1999)

2000

  1. ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
    Econometric Theory, 2000, 16, (06), 927-997 Downloads View citations (23)
    See also Working Paper (1999)
  2. Nonstationary panel data analysis: an overview of some recent developments
    Econometric Reviews, 2000, 19, (3), 263-286 Downloads View citations (98)
    See also Working Paper (1999)

1999

  1. A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
    Economics Letters, 1999, 65, (1), 25-31 Downloads View citations (17)
  2. Linear Regression Limit Theory for Nonstationary Panel Data
    Econometrica, 1999, 67, (5), 1057-1112 View citations (461)
    See also Working Paper (1999)
  3. Maximum Likelihood Estimation in Panels with Incidental Trends
    Oxford Bulletin of Economics and Statistics, 1999, 61, 711-47 Downloads View citations (18)
    See also Working Paper (1999)
 
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