Details about Seung C. Ahn

Access statistics for papers by Seung C. Ahn.

Last updated 2013-10-04. Update your information in the RePEc Author Service.

Short-id: pah132

Working Papers

2012

1. Vertical and Horizontal Education-Job Mismatches in the Korean Youth Labor Market: A Quantile Regression Approach
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) View citations (3)

2007

2. GMM Estimation of the Number of Latent Factors
   MPRA Paper, University Library of Munich, Germany View citations (3)
3. Panel Data Models with Multiple Time-Varying Individual Effects
   Working Papers, University of Crete, Department of Economics View citations (12)
   See also Journal Article Panel data models with multiple time-varying individual effects, Journal of Econometrics, Elsevier (2013) View citations (124) (2013)

2004

4. Likelihood Based Inference for amic Panel Data Models
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (2)

1994

5. GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects
   Working Papers, Michigan State - Econometrics and Economic Theory View citations (3)

1993

6. Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions
   Working Papers, Michigan State - Econometrics and Economic Theory View citations (1)

Journal Articles

2013

1. Eigenvalue Ratio Test for the Number of Factors
   Econometrica, 2013, 81, (3), 1203-1227 View citations (405)
2. Panel data models with multiple time-varying individual effects
   Journal of Econometrics, 2013, 174, (1), 1-14 View citations (124)
   See also Working Paper Panel Data Models with Multiple Time-Varying Individual Effects, Working Papers (2007) View citations (12) (2007)
3. Two-pass estimation of risk premiums with multicollinear and near-invariant betas
   Journal of Empirical Finance, 2013, 20, (C), 1-17 View citations (4)

2012

4. Effort, Technology and the Efficiency of Agricultural Cooperatives
   Journal of Development Studies, 2012, 48, (11), 1601-1616 View citations (7)
5. Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach
   Journal of Financial Econometrics, 2012, 10, (4), 669-701 View citations (3)

2010

6. Corrigendum to "GMM estimation of the number of latent factors: With application to international stock markets" [J Empir Financ. 17 (2010) 783-802]
   Journal of Empirical Finance, 2010, 17, (5), 1006-1006 View citations (3)
7. GMM estimation of the number of latent factors: With application to international stock markets
   Journal of Empirical Finance, 2010, 17, (4), 783-802 View citations (5)

2007

8. Life-Cycle Demand for Major League Baseball
   International Journal of Sport Finance, 2007, 2, (2), 79-93
9. Stochastic frontier models with multiple time-varying individual effects
   Journal of Productivity Analysis, 2007, 27, (1), 1-12 View citations (29)

2004

10. Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance
    Journal of Empirical Finance, 2004, 11, (1), 109-132 View citations (31)

2001

11. GMM estimation of linear panel data models with time-varying individual effects
    Journal of Econometrics, 2001, 101, (2), 219-255 View citations (154)

2000

12. Estimation of long-run inefficiency levels: a dynamic frontier approach
    Econometric Reviews, 2000, 19, (4), 461-492 View citations (69)

1999

13. Efficient estimation of panel data models with strictly exogenous explanatory variables
    Journal of Econometrics, 1999, 93, (1), 177-201 View citations (34)

1997

14. Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
    Journal of Econometrics, 1997, 76, (1-2), 309-321 View citations (56)
15. Orthogonality Tests in Linear Models
    Oxford Bulletin of Economics and Statistics, 1997, 59, (1), 183-86 View citations (12)

1996

16. A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
    Journal of Econometrics, 1996, 71, (1-2), 309-319 View citations (17)

1995

17. Efficient estimation of models for dynamic panel data
    Journal of Econometrics, 1995, 68, (1), 5-27 View citations (513)

1992

18. On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment
    Journal of Business & Economic Statistics, 1992, 10, (1), 10-14 View citations (1)
19. Share systems and unemployment: A theoretical analysis:, New York: St. Martin's Press, 1991. vii + 139 pp., index. $59.95
    Journal of Comparative Economics, 1992, 16, (3), 523-526
20. The Lagrangean multiplier test for a model with two selectivity criteria
    Economics Letters, 1992, 38, (1), 9-15 View citations (7)