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