Hyungsik Roger Moon
Hyungsik Roger Moon
Verified email at usc.edu
Title
Cited by
Cited by
Year
Linear regression limit theory for nonstationary panel data
PCB Phillips, HR Moon
Econometrica 67 (5), 1057-1111, 1999
14001999
Testing for a unit root in panels with dynamic factors
HR Moon, B Perron
Journal of econometrics 122 (1), 81-126, 2004
9592004
Nonstationary panel data analysis: An overview of some recent developments
PCB Phillips, HR Moon
Econometric reviews 19 (3), 263-286, 2000
3972000
Linear regression for panel with unknown number of factors as interactive fixed effects
HR Moon, M Weidner
Econometrica 83 (4), 1543-1579, 2015
1752015
Bayesian and frequentist inference in partially identified models
HR Moon, F Schorfheide
Econometrica 80 (2), 755-782, 2012
1732012
Dynamic linear panel regression models with interactive fixed effects
HR Moon, M Weidner
Econometric Theory 33, 158-195, 2017
137*2017
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Journal of Econometrics 141 (2), 416-459, 2007
1342007
Inference for VARs identified with sign restrictions
E Granziera, HR Moon, F Schorfheide
Quantitative Economics 9 (3), 1087-1121, 2018
84*2018
Estimation of autoregressive roots near unity using panel data
HR Moon, PCB Phillips
Econometric Theory, 927-997, 2000
832000
The Hausman test and weak instruments
J Hahn, JC Ham, HR Moon
Journal of Econometrics 160 (2), 289-299, 2011
782011
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
76*2005
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
74*2007
Reducing bias of MLE in a dynamic panel model
J Hahn, HR Moon
Econometric Theory, 499-512, 2006
622006
Estimation with overidentifying inequality moment conditions
HR Moon, F Schorfheide
Journal of Econometrics 153 (2), 136-154, 2009
61*2009
How to estimate autoregressive roots near unity
PCB Phillips, HR Moon, Z Xiao
Econometric Theory, 29-69, 2001
602001
GMM estimation of autoregressive roots near unity with panel data
HR Moon, PCB Phillips
Econometrica 72 (2), 467-522, 2004
562004
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
502008
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
482012
Panel data models with finite number of multiple equilibria
J Hahn, HR Moon
Econometric Theory, 863-881, 2010
412010
Maximum likelihood estimation in panels with incidental trends
HR Moon, PCB Phillip
Oxford Bulletin of Economics and Statistics 61 (S1), 711-747, 1999
411999
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Articles 1–20