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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
18121999
Testing for a unit root in panels with dynamic factors
HR Moon, B Perron
Journal of econometrics 122 (1), 81-126, 2004
12832004
Nonstationary panel data analysis: An overview of some recent developments
PCB Phillips, HR Moon
Econometric reviews 19 (3), 263-286, 2000
5082000
Linear regression for panel with unknown number of factors as interactive fixed effects
HR Moon, M Weidner
Econometrica 83 (4), 1543-1579, 2015
3502015
Dynamic linear panel regression models with interactive fixed effects
HR Moon, M Weidner
Econometric Theory 33, 158-195, 2017
2832017
Bayesian and frequentist inference in partially identified models
HR Moon, F Schorfheide
Econometrica 80 (2), 755-782, 2012
2502012
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Journal of Econometrics 141 (2), 416-459, 2007
1632007
Seemingly unrelated regressions
HR Moon, B Perron
The new Palgrave dictionary of economics 1 (9), 19, 2006
1612006
Inference for VARs identified with sign restrictions
E Granziera, HR Moon, F Schorfheide
Quantitative Economics 9 (3), 1087-1121, 2018
131*2018
The Hausman test and weak instruments
J Hahn, JC Ham, HR Moon
Journal of Econometrics 160 (2), 289-299, 2011
1182011
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
1082021
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
100*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
94*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
882012
Estimation with overidentifying inequality moment conditions
HR Moon, F Schorfheide
Journal of Econometrics 153 (2), 136-154, 2009
81*2009
Panel data models with finite number of multiple equilibria
J Hahn, HR Moon
Econometric Theory 26 (3), 863-881, 2010
772010
How to estimate autoregressive roots near unity
PCB Phillips, HR Moon, Z Xiao
Econometric Theory 17 (1), 29-69, 2001
752001
Reducing bias of MLE in a dynamic panel model
J Hahn, HR Moon
Econometric Theory 22 (3), 499-512, 2006
732006
Forecasting with dynamic panel data models
L Liu, HR Moon, F Schorfheide
Econometrica 88 (1), 171-201, 2020
672020
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