Seung C. Ahn : Citation Profile


Are you Seung C. Ahn?

Arizona State University

11

H index

11

i10 index

973

Citations

RESEARCH PRODUCTION:

20

Articles

6

Papers

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 46
   Journals where Seung C. Ahn has often published
   Relations with other researchers
   Recent citing documents: 218.    Total self citations: 9 (0.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pah132
   Updated: 2020-08-09    RAS profile: 2013-10-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Seung C. Ahn.

Is cited by:

Pesaran, M (30)

Sarafidis, Vasilis (27)

Sickles, Robin (21)

Moon, Hyungsik (18)

Weidner, Martin (16)

Hayakawa, Kazuhiko (14)

Baltagi, Badi (14)

Han, Chirok (14)

shin, yongcheol (13)

hsiao, cheng (11)

Phillips, Peter (11)

Cites to:

Schmidt, Peter (23)

Newey, Whitney (12)

Arellano, Manuel (10)

Hausman, Jerry (10)

Taylor, William (9)

Lee, Young Hoon (8)

Hansen, Lars (7)

Bai, Jushan (7)

Connor, Gregory (6)

Breusch, Trevor (5)

Keane, Michael (5)

Main data


Where Seung C. Ahn has published?


Journals with more than one article published# docs
Journal of Econometrics6
Journal of Empirical Finance4

Recent works citing Seung C. Ahn (2018 and 2017)


YearTitle of citing document
2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: CREATES Research Papers. RePEc:aah:create:2018-27.

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2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-665.

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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2017Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. (2017). Simar, Leopold ; Mastromarco, Camilla. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017030.

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2017The Importance of Estimation Method Choice for the Analysis of the Determinants of Capital Structure– An Example of Poland. (2017). Szomko, Natalia. In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:1:p:3-20.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). GAO, Jiti ; Zhang, BO ; Yang, Yanrong ; Pan, Guangming. In: Papers. RePEc:arx:papers:1904.06843.

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2019Estimation of high-dimensional factor models and its application in power data analysis. (2019). Mi, Tiebin ; Qiu, Robert ; Shi, Xin. In: Papers. RePEc:arx:papers:1905.02061.

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2019Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2019Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928.

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2019How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1910.10382.

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2019Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2020Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia. In: Papers. RePEc:arx:papers:2006.15780.

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2018Why do banks use derivatives? An analysis of the Italian banking system. (2018). Santioni, Raffaele ; Piermattei, Stefano ; Infante, Luigi ; Sorvillo, Bianca . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_441_18.

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2017Consistent inference in fixed-effects stochastic frontier models. (2017). Ilardi, Giuseppe ; Belotti, Federico. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1147_17.

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2017Did Financial Integration Provide Financial Depth to ASEAN Countries?. (2017). Mahmood, Mazhar ; Ur, Kashif. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:89-102.

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2017Detecting Granular Time Series in Large Panels. (2017). Mesters, Geert ; Brownlees, Christian. In: Working Papers. RePEc:bge:wpaper:991.

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2017Does Institutional Quality Matter for Financial Development and Growth? Further Evidence from MENA Countries. (2017). Samargandi, Nahla ; Kutan, Ali ; Sohag, Kazi. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:3:p:228-248.

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2017Misspecification in Dynamic Panel Data Models and Model-Free Inferences. (2017). Okui, Ryo. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:283-304.

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2017Estimation of the false discovery proportion with unknown dependence. (2017). Fan, Jianqing ; Han, XU. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1143-1164.

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2017World Productivity Growth: A Model Averaging Approach. (2017). Duygun, Meryem ; Sickles, Robin C ; Isaksson, Anders ; Hao, Jiaqi . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:587-619.

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2017Sequential (two-stage) estimation of linear panel-data models. (2017). Kripfganz, Sebastian. In: German Stata Users' Group Meetings 2017. RePEc:boc:dsug17:03.

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2017Sequential (two-stage) estimation of linear panel data models. (2017). Kripfganz, Sebastian. In: United Kingdom Stata Users' Group Meetings 2017. RePEc:boc:usug17:09.

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2020Estimating Household Welfare from Disaggregate Expenditures. (2019). Ligon, Ethan . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt3ts0g5tn.

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2017A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels. (2017). Pesaran, M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6688.

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2018A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models. (2018). Pesaran, M ; Reese, Simon ; Kapetanios, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7401.

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2018A Large Canadian Database for Macroeconomic Analysis. (2018). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Fortin-Gagnon, Olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-25.

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2018Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716.

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2018Estimating Latent Asset-Pricing Factors. (2018). Lettau, Martin ; Pelger, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12926.

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2017Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017BIAS correction for dynamic factor models. (2017). Bastos, Guadalupe ; Garcia-Martos, Carolina ; Alonso, Andres Modesto . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24029.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez, Carlos Vladimir . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2018Identification- and Singularity-Robust Inference for Moment Condition. (2018). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r.

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2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

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2019The War in Europe: Economic Costs of the Ukrainian Conflict. (2019). Valente, Marica ; Bluszcz, Julia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1804.

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2017Bank profitability and risk-taking under low interest rates. (2017). Bikker, Jacob ; Vervliet, Tobias . In: DNB Working Papers. RePEc:dnb:dnbwpp:560.

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2019Do fiscal rules constrain political budget cycles?. (2019). Jong-A-Pin, Richard ; de Haan, Jakob ; Gootjes, Bram. In: DNB Working Papers. RePEc:dnb:dnbwpp:634.

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2018Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019.

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2019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019r.

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2019Estimation of Weak Factor Models. (2019). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053.

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2020Estimation of Weak Factor Models. (2020). Uematsu, Yoshimasa ; Yamagata, Takashi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053r.

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2019Transmission of monetary policy shocks in Finland: evidence from bank level data on loans. (2001). Vilmunen, Jouko ; Topi, J.. In: Working Paper Series. RePEc:ecb:ecbwps:20010100.

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2018Cost, Revenue, and Profit Function Estimates. (2018). Kutlu, Levent ; Sickles, Robin C ; Liu, Shasha. In: Working Papers. RePEc:ecl:riceco:18-006.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: Working Papers. RePEc:ecl:riceco:18-008.

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2019Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector. (2019). terraza, virginie ; Lardic, Sandrine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-3.

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2019Responsiveness of Residential Natural Gas Demand to Elderly, Urban Population and Density: Evidence from Organization for Economic Co-operation and Development Countries. (2019). Hanchane, Said ; Ettahir, Aziz ; Malzi, Mohamed Jaouad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-48.

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2017Economic growth and income concentration and their effects on poverty in Brazil. (2017). Araujo, Jair Andrade ; Campelo, Guaracyane Lima ; Marinho, Emerson. In: Revista CEPAL. RePEc:ecr:col070:43457.

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2019A review of research into performance modeling in tourism research - Launching the Annals of Tourism Research curated collection on performance modeling in tourism research. (2019). Tsionas, Mike G ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:76:y:2019:i:c:p:266-277.

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2019Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence. (2019). Shen, Yan ; Mao, Guangyu. In: China Economic Review. RePEc:eee:chieco:v:53:y:2019:i:c:p:53-64.

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2017Transformed contribution ratio test for the number of factors in static approximate factor models. (2017). Xia, Qiang ; Wu, Jianhong ; Liang, Rubing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:112:y:2017:i:c:p:235-241.

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2017Median-based estimation of dynamic panel models with fixed effects. (2017). Dhaene, Geert ; Zhu, YU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:113:y:2017:i:c:p:398-423.

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2018Factor-adjusted multiple testing of correlations. (2018). Du, Lilun ; Zhong, Pingshou ; Luo, Ronghua ; Lan, Wei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:34-47.

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2020Dimensionality determination: A thresholding double ridge ratio approach. (2020). Zhu, Lixing ; Wang, Tao ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:146:y:2020:i:c:s0167947320300013.

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2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

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2018Globalization and productivity: A robust nonparametric world frontier analysis. (2018). Simar, Leopold ; Mastromarco, Camilla. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:134-149.

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2019The communication and European Regional economic growth: The interactive fixed effects approach. (2019). Liu, Hao. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:299-311.

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2017A constrained state space approach for estimating firm efficiency. (2017). Kutlu, Levent. In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:54-56.

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2018Flexible panel stochastic frontier model with serially correlated errors. (2018). Huang, Yu-Fan ; Wang, Hung-Jen ; Luo, Sui. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:55-58.

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2018Corrected standard errors for optimal minimum distance estimator. (2018). Hayakawa, Kazuhiko. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:5-9.

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2018Moment redundancy test with application to efficiency-improving copulas. (2018). Hao, Bowen ; Qian, Hailong ; Prokhorov, Artem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:29-33.

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2019Testing additive versus interactive effects in fixed-T panels. (2019). , Joakimwesterlund ; Westerlund, Joakim. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:5-8.

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2019Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance. (2019). Wu, Jianhong. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:60-63.

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2019On CCE estimation of factor-augmented models when regressors are not linear in the factors. (2019). Westerlund, Joakim ; de Vos, Ignace. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:5-7.

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2020Testing for the null of block zero restrictions in common factor models. (2020). Kim, Dukpa ; Han, Chirok. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304550.

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2017Determining the number of factors when the number of factors can increase with sample size. (2017). Shi, Yutang ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:76-86.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017Spatial dynamic panel data models with interactive fixed effects. (2017). Lee, Lung-Fei ; Shi, Wei. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:323-347.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis. (2017). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:74-92.

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2017Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier. (2017). Polachek, Solomon ; Das, Tirthatanmoy. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:156-172.

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2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2017Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Yao, Jiawei ; Xue, Lingzhou. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:292-306.

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2017Using principal component analysis to estimate a high dimensional factor model with high-frequency data. (2017). Ait-Sahalia, Yacine ; Xiu, Dacheng. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:384-399.

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2018Consistent inference in fixed-effects stochastic frontier models. (2018). Ilardi, Giuseppe ; Belotti, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:161-177.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Quasi maximum likelihood analysis of high dimensional constrained factor models. (2018). Lu, Lina ; Li, QI. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:574-612.

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2018Estimation of random coefficients logit demand models with interactive fixed effects. (2018). Shum, Matthew ; Weidner, Martin ; Moon, Hyungsik Roger. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:613-644.

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2018Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673.

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2019Large-dimensional factor modeling based on high-frequency observations. (2019). Pelger, Markus. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:23-42.

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2019A rank test for the number of factors with high-frequency data. (2019). Liu, Zhi ; Kong, Xin-Bing ; Zhou, Wang. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:439-460.

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2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

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2019A diagnostic criterion for approximate factor structure. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:503-521.

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2020Nonparametric identification of discrete choice models with lagged dependent variables. (2020). Williams, Benjamin. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:286-304.

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2020A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:35-52.

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2020Factor-adjusted regularized model selection. (2020). Ke, Yuan ; Fan, Jianqing ; Wang, Kaizheng. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:71-85.

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2020Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (2020). Cui, Guowei ; Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:327-353.

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2019Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95.

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2019Parameter regimes in partial functional panel regression. (2019). Walders, Fabian ; Liebl, Dominik . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:105-115.

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2017The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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More than 100 citations found, this list is not complete...

Works by Seung C. Ahn:


YearTitleTypeCited
1992On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment. In: Journal of Business & Economic Statistics.
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1997Orthogonality Tests in Linear Models. In: Oxford Bulletin of Economics and Statistics.
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article11
2007Panel Data Models with Multiple Time-Varying Individual Effects In: Working Papers.
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2013Panel data models with multiple time-varying individual effects.(2013) In: Journal of Econometrics.
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2013Eigenvalue Ratio Test for the Number of Factors In: Econometrica.
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article181
2004Likelihood Based Inference for amic Panel Data Models In: Econometric Society 2004 Far Eastern Meetings.
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1992The Lagrangean multiplier test for a model with two selectivity criteria In: Economics Letters.
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2001GMM estimation of linear panel data models with time-varying individual effects In: Journal of Econometrics.
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article105
1995Efficient estimation of models for dynamic panel data In: Journal of Econometrics.
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article406
1996A reformulation of the Hausman test for regression models with pooled cross-section-time-series data In: Journal of Econometrics.
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1997Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation In: Journal of Econometrics.
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1999Efficient estimation of panel data models with strictly exogenous explanatory variables In: Journal of Econometrics.
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2004Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance In: Journal of Empirical Finance.
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2010GMM estimation of the number of latent factors: With application to international stock markets In: Journal of Empirical Finance.
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2010Corrigendum to GMM estimation of the number of latent factors: With application to international stock markets [J Empir Financ. 17 (2010) 783-802] In: Journal of Empirical Finance.
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2013Two-pass estimation of risk premiums with multicollinear and near-invariant betas In: Journal of Empirical Finance.
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1992Share systems and unemployment: A theoretical analysis : , New York: St. Martins Press, 1991. vii + 139 pp., index. $59.95 In: Journal of Comparative Economics.
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1993Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions. In: Michigan State - Econometrics and Economic Theory.
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1994GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects. In: Michigan State - Econometrics and Economic Theory.
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2007Life-Cycle Demand for Major League Baseball In: International Journal of Sport Finance.
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2007Stochastic frontier models with multiple time-varying individual effects In: Journal of Productivity Analysis.
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2012Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach In: Journal of Financial Econometrics.
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2007GMM Estimation of the Number of Latent Factors In: MPRA Paper.
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2012Vertical and Horizontal Education-Job Mismatches in the Korean Youth Labor Market : A Quantile Regression Approach In: Working Papers.
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2000Estimation of long-run inefficiency levels: a dynamic frontier approach In: Econometric Reviews.
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article55
2012Effort, Technology and the Efficiency of Agricultural Cooperatives In: Journal of Development Studies.
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