The following pages link to Hyungsik Roger Moon (Q289161):
Displaying 42 items.
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- (Q527967) (redirect page) (← links)
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
- The Hausman test and weak instruments (Q737285) (← links)
- Maximum score estimation of a nonstationary binary choice model (Q899516) (← links)
- A note on the nonstationary binary choice logit model (Q1607279) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- Test of random versus fixed effects with small within variation (Q1942936) (← links)
- A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. (Q1960671) (← links)
- Panel forecasts of country-level Covid-19 infections (Q2224896) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- A predictability test for a small number of nested models (Q2451812) (← links)
- Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
- HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY (Q2716435) (← links)
- ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA (Q2716478) (← links)
- Bayesian and Frequentist Inference in Partially Identified Models (Q2859071) (← links)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES (Q3408517) (← links)
- (Q3409064) (← links)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER (Q3434194) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (Q3577704) (← links)
- Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
- Linear Regression Limit Theory for Nonstationary Panel Data (Q4530955) (← links)
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects (Q4614297) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity (Q4678786) (← links)
- MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS (Q4807338) (← links)
- Forecasting With Dynamic Panel Data Models (Q4992085) (← links)
- A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS (Q5059129) (← links)
- BLP-2LASSO for aggregate discrete choice models with rich covariates (Q5084342) (← links)
- Estimation of graphical models using the L1,2 norm (Q5084378) (← links)
- Point-optimal panel unit root tests with serially correlated errors (Q5093240) (← links)
- Demand Estimation with High-Dimensional Product Characteristics (Q5133553) (← links)
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data (Q5473019) (← links)
- Estimation of high-dimensional seemingly unrelated regression models (Q5861052) (← links)
- Forecasting with a panel Tobit model (Q6067208) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
- LM Test of Neglected Correlated Random Effects and Its Application (Q6616618) (← links)
