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
2020
- A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
Papers, arXiv.org 
- Normal Approximation in Large Network Models
Papers, arXiv.org View citations (3)
- 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 (7)
- Forecasting with a Panel Tobit Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2019) View citations (2)
- Nuclear Norm Regularized Estimation of Panel Regression Models
Papers, arXiv.org View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
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
Also in Papers, arXiv.org (2017) View citations (4)
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (3)
See also Journal Article in Econometrica (2020)
- Inference for VARs Identified with Sign Restrictions
Papers, arXiv.org View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (8)
Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (30)
NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (28)
See also Journal Article in Quantitative Economics (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 (2014) View citations (8)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
See also Journal Article in Journal of Econometrics (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 (3)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (46)
See also Journal Article in Econometric Theory (2017)
- Estimation of an Education Production Function under Random Assignment with Selection
Working Paper, USC Lusk Center for Real Estate View citations (4)
See also Journal Article in American Economic Review (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 (27)
See also Journal Article in Econometrica (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 in Journal of Econometrics (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 in Economics Letters (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 (2)
Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2010) View citations (2)
See also Journal Article in Journal of Econometrics (2012)
2009
- Bayesian and Frequentist Inference in Partially Identified Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
See also Journal Article in Econometrica (2012)
2006
- Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2006) View citations (2)
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 in Econometric Theory (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)
- 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) View citations (13)
Yale School of Management Working Papers, Yale School of Management (2004) View citations (2)
See also Journal Article in Journal of Econometrics (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)
See also Journal Article in Econometric Theory (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 Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (12)
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000) View citations (13)
See also Journal Article in Econometrica (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 (4)
Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) View citations (39)
See also Journal Article in Journal of Econometrics (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 (4)
2000
- 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) View citations (7)
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 in Econometric Theory (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 in Econometric Theory (2001)
- Linear Regression Limit Theory for Nonstationary Panel Data
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (590)
See also Journal Article in Econometrica (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 (19)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1999) View citations (20)
- Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (44)
See also Journal Article in Econometric Reviews (2000)
Journal Articles
2020
- Forecasting With Dynamic Panel Data Models
Econometrica, 2020, 88, (1), 171-201 View citations (1)
See also Working Paper (2018)
2019
- BLP-2LASSO for aggregate discrete choice models with rich covariates
Econometrics Journal, 2019, 22, (3), 262-281
- 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 (2)
See also Working Paper (2017)
- Inference for VARs identified with sign restrictions
Quantitative Economics, 2018, 9, (3), 1087-1121 View citations (6)
See also Working Paper (2018)
2017
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
Econometric Theory, 2017, 33, (1), 158-195 View citations (30)
See also Working Paper (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 (9)
2015
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
Econometrica, 2015, 83, (4), 1543-1579 View citations (65)
See also Working Paper (2014)
2014
- A predictability test for a small number of nested models
Journal of Econometrics, 2014, 182, (1), 174-185 View citations (5)
See also Working Paper (2013)
- Estimation of an Education Production Function under Random Assignment with Selection
American Economic Review, 2014, 104, (5), 206-11 View citations (4)
See also Working Paper (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 (3)
2012
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Economics Letters, 2012, 117, (1), 239-242 View citations (8)
See also Working Paper (2011)
- Bayesian and Frequentist Inference in Partially Identified Models
Econometrica, 2012, 80, (2), 755-782 View citations (51)
See also Working Paper (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 (17)
See also Working Paper (2011)
2011
- Test of random versus fixed effects with small within variation
Economics Letters, 2011, 112, (3), 293-297 View citations (1)
- The Hausman test and weak instruments
Journal of Econometrics, 2011, 160, (2), 289-299 View citations (26)
2010
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Econometric Theory, 2010, 26, (3), 863-881 View citations (8)
2009
- Estimation with overidentifying inequality moment conditions
Journal of Econometrics, 2009, 153, (2), 136-154 View citations (31)
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 (22)
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 (33)
- Incidental trends and the power of panel unit root tests
Journal of Econometrics, 2007, 141, (2), 416-459 View citations (51)
See also Working Paper (2005)
2006
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
Econometric Theory, 2006, 22, (4), 721-742 View citations (3)
See also Working Paper (2005)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Econometric Theory, 2006, 22, (6), 1179-1190 View citations (10)
- REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
Econometric Theory, 2006, 22, (3), 499-512 View citations (26)
See also Working Paper (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 (5)
2004
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Econometrica, 2004, 72, (2), 467-522 View citations (18)
See also Working Paper (2003)
- Maximum score estimation of a nonstationary binary choice model
Journal of Econometrics, 2004, 122, (2), 385-403 View citations (8)
- Testing for a unit root in panels with dynamic factors
Journal of Econometrics, 2004, 122, (1), 81-126 View citations (486)
See also Working Paper (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 (4)
2001
- HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
Econometric Theory, 2001, 17, (1), 29-69 View citations (22)
See also Working Paper (1999)
2000
- ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
Econometric Theory, 2000, 16, (6), 927-997 View citations (30)
See also Working Paper (1999)
- Nonstationary panel data analysis: an overview of some recent developments
Econometric Reviews, 2000, 19, (3), 263-286 View citations (131)
See also Working Paper (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 (19)
- Linear Regression Limit Theory for Nonstationary Panel Data
Econometrica, 1999, 67, (5), 1057-1112 View citations (584)
See also Working Paper (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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