フォロー
Hyungsik Roger Moon
Hyungsik Roger Moon
確認したメール アドレス: usc.edu
タイトル
引用先
引用先
Linear regression limit theory for nonstationary panel data
PCB Phillips, HR Moon
Econometrica 67 (5), 1057-1111, 1999
18621999
Testing for a unit root in panels with dynamic factors
HR Moon, B Perron
Journal of econometrics 122 (1), 81-126, 2004
13282004
Nonstationary panel data analysis: An overview of some recent developments
PCB Phillips, HR Moon
Econometric reviews 19 (3), 263-286, 2000
5272000
Linear regression for panel with unknown number of factors as interactive fixed effects
HR Moon, M Weidner
Econometrica 83 (4), 1543-1579, 2015
3682015
Dynamic linear panel regression models with interactive fixed effects
HR Moon, M Weidner
Econometric Theory 33, 158-195, 2017
2982017
Bayesian and frequentist inference in partially identified models
HR Moon, F Schorfheide
Econometrica 80 (2), 755-782, 2012
2622012
Seemingly unrelated regressions
HR Moon, B Perron
The new Palgrave dictionary of economics 1 (9), 19, 2006
1742006
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Journal of Econometrics 141 (2), 416-459, 2007
1702007
Inference for VARs identified with sign restrictions
E Granziera, HR Moon, F Schorfheide
Quantitative Economics 9 (3), 1087-1121, 2018
141*2018
The Hausman test and weak instruments
J Hahn, JC Ham, HR Moon
Journal of Econometrics 160 (2), 289-299, 2011
1292011
Estimation of peer effects in endogenous social networks: Control function approach
I Johnsson, HR Moon
Review of Economics and Statistics 103 (2), 328-345, 2021
1232021
Estimation of autoregressive roots near unity using panel data
HR Moon, PCB Phillips
Econometric Theory 16 (6), 927-997, 2000
1082000
An empirical analysis of nonstationarity in a panel of interest rates with factors
HR Moon, B Perron
Journal of Applied Econometrics 22 (2), 383-400, 2007
102*2007
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
HR Moon, B Perron
Econometric Reviews 23 (4), 293-323, 2005
99*2005
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
HR Moon, B Perron
Journal of Econometrics 169 (1), 29-33, 2012
932012
Estimation with overidentifying inequality moment conditions
HR Moon, F Schorfheide
Journal of Econometrics 153 (2), 136-154, 2009
87*2009
Panel data models with finite number of multiple equilibria
J Hahn, HR Moon
Econometric Theory 26 (3), 863-881, 2010
802010
Reducing bias of MLE in a dynamic panel model
J Hahn, HR Moon
Econometric Theory 22 (3), 499-512, 2006
782006
Forecasting with dynamic panel data models
L Liu, HR Moon, F Schorfheide
Econometrica 88 (1), 171-201, 2020
742020
Asymptotic local power of pooled t‐ratio tests for unit roots in panels with fixed effects
H Roger Moon, B Perron
The Econometrics Journal 11 (1), 80-104, 2008
742008
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20