Details about Hyungsik Roger Moon

Access statistics for papers by Hyungsik Roger Moon.

Last updated 2017-09-13. Update your information in the RePEc Author Service.

Short-id: pmo129

Working Papers

2017

1. Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach
   NBER Working Papers, National Bureau of Economic Research, Inc

2014

2. 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)
3. 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)
4. 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 (8)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
5. 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

6. 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

7. 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)
8. 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, Universite de Montreal, Departement de sciences economiques (2010) View citations (2)
   Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2010) View citations (2)
   See also Journal Article in Journal of Econometrics (2012)
9. Inference for VARs Identified with Sign Restrictions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (28)
   Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (30)

2009

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

2006

11. 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) View citations (8)

2005

12. 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)
13. An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
14. Incidental Trends and the Power of Panel Unit Root Tests
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (1)
    Also in Yale School of Management Working Papers, Yale School of Management (2004) View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (13)
    See also Journal Article in Journal of Econometrics (2007)
15. 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

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

2003

17. 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 (11)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (10)
    See also Journal Article in Econometrica (2004)

2002

18. TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) View citations (38)
    See also Journal Article in Journal of Econometrics (2004)

2001

19. 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

20. 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 (1)

1999

21. 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)
22. 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)
23. Linear Regression Limit Theory for Nonstationary Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (550)
    See also Journal Article in Econometrica (1999)
24. Maximum Likelihood Estimation in Panels with Incidental Trends
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (18)
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) View citations (18)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
25. 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

2015

1. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
   Econometrica, 2015, 83, (4), 1543-1579 View citations (43)
   See also Working Paper (2014)

2014

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

2012

6. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
   Economics Letters, 2012, 117, (1), 239-242 View citations (6)
   See also Working Paper (2011)
7. Bayesian and Frequentist Inference in Partially Identified Models
   Econometrica, 2012, 80, (2), 755-782 View citations (43)
   See also Working Paper (2009)
8. 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 (16)
   See also Working Paper (2011)

2011

9. Test of random versus fixed effects with small within variation
   Economics Letters, 2011, 112, (3), 293-297 View citations (1)
10. The Hausman test and weak instruments
    Journal of Econometrics, 2011, 160, (2), 289-299 View citations (24)

2010

11. PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
    Econometric Theory, 2010, 26, (03), 863-881 View citations (8)

2009

12. Estimation with overidentifying inequality moment conditions
    Journal of Econometrics, 2009, 153, (2), 136-154 View citations (26)

2008

13. 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 (21)

2007

14. An empirical analysis of nonstationarity in a panel of interest rates with factors
    Journal of Applied Econometrics, 2007, 22, (2), 383-400 View citations (32)
15. Incidental trends and the power of panel unit root tests
    Journal of Econometrics, 2007, 141, (2), 416-459 View citations (45)
    See also Working Paper (2005)

2006

16. A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
    Econometric Theory, 2006, 22, (04), 721-742 View citations (3)
    See also Working Paper (2005)
17. ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
    Econometric Theory, 2006, 22, (06), 1179-1190 View citations (9)
18. REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
    Econometric Theory, 2006, 22, (03), 499-512 View citations (22)
    See also Working Paper (2005)

2005

19. Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
    Econometric Reviews, 2005, 23, (4), 293-323 View citations (3)

2004

20. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
    Econometrica, 2004, 72, (2), 467-522 View citations (15)
    See also Working Paper (2003)
21. Maximum score estimation of a nonstationary binary choice model
    Journal of Econometrics, 2004, 122, (2), 385-403 View citations (8)
22. Testing for a unit root in panels with dynamic factors
    Journal of Econometrics, 2004, 122, (1), 81-126 View citations (456)
    See also Working Paper (2002)

2002

23. A note on the nonstationary binary choice logit model
    Economics Letters, 2002, 76, (2), 267-271 View citations (3)
24. MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
    Econometric Theory, 2002, 18, (06), 1385-1407 View citations (3)

2001

25. HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
    Econometric Theory, 2001, 17, (01), 29-69 View citations (19)
    See also Working Paper (1999)

2000

26. ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
    Econometric Theory, 2000, 16, (06), 927-997 View citations (27)
    See also Working Paper (1999)
27. Nonstationary panel data analysis: an overview of some recent developments
    Econometric Reviews, 2000, 19, (3), 263-286 View citations (119)
    See also Working Paper (1999)

1999

28. A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
    Economics Letters, 1999, 65, (1), 25-31 View citations (18)
29. Linear Regression Limit Theory for Nonstationary Panel Data
    Econometrica, 1999, 67, (5), 1057-1112 View citations (543)
    See also Working Paper (1999)
30. Maximum Likelihood Estimation in Panels with Incidental Trends
    Oxford Bulletin of Economics and Statistics, 1999, 61, 711-47 View citations (21)
    See also Working Paper (1999)