Seung C. Ahn : Citation Profile

Are you Seung C. Ahn?

Arizona State University

11

H index

11

i10 index

1365

Citations

RESEARCH PRODUCTION:

19

Articles

6

Papers

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 65
   Journals where Seung C. Ahn has often published
   Relations with other researchers
   Recent citing documents: 213.    Total self citations: 9 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah132
   Updated: 2023-05-27    RAS profile: 2013-10-04    
   Missing citations? Add them    Incorrect content? Let us know

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:

Sarafidis, Vasilis (44)

Pesaran, Mohammad (34)

Moon, Hyungsik (24)

Sickles, Robin (23)

Weidner, Martin (22)

shin, yongcheol (17)

Baltagi, Badi (16)

Han, Chirok (16)

Yamagata, Takashi (16)

Hayakawa, Kazuhiko (16)

hsiao, cheng (14)

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)

Fama, Eugene (6)

Keane, Michael (6)

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 (2022 and 2021)

YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

Full description at Econpapers || Download paper

2022Foreign Direct Investment and Inclusive Green Growth in Africa: Energy Efficiency Contingencies and Thresholds. (2022). Ojong, Nathanael ; Gbolonyo, Emmanuel Y ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/089.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Working conditions and labor flexibility in non-family farms: weather-based labor management by Japanese paddy rice corporations. (2021). Hayashi, Tsuneo ; Yagi, Hironori. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316245.

Full description at Econpapers || Download paper

2021Exploring variability across cooperatives: economic performance of agricultural cooperatives in northern Ethiopia. (2021). D'Haese, Marijke ; van Passel, Steven ; Maertens, Miet ; Berhanu, Tekeste ; Gezahegn, Tafesse W ; Sebhatu, Kifle T. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316286.

Full description at Econpapers || Download paper

2023Impact of remittance inflows on the migration outflows of African countries: Statistical panel analysis. (2023). Rokonuzzaman, MD ; Islam, Md Ashraful. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:14-22.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

Full description at Econpapers || Download paper

2021Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928.

Full description at Econpapers || Download paper

2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

Full description at Econpapers || Download paper

2022Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

Full description at Econpapers || Download paper

2022Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia. In: Papers. RePEc:arx:papers:2006.15780.

Full description at Econpapers || Download paper

2022Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996.

Full description at Econpapers || Download paper

2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

Full description at Econpapers || Download paper

2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

Full description at Econpapers || Download paper

2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

Full description at Econpapers || Download paper

2021A robust specification test in linear panel data models. (2021). Beyaztas, Beste Hamiye ; Mandal, Abhijit ; Bandyopadhyay, Soutir. In: Papers. RePEc:arx:papers:2104.07723.

Full description at Econpapers || Download paper

2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

Full description at Econpapers || Download paper

2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

Full description at Econpapers || Download paper

2023Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

Full description at Econpapers || Download paper

2021A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950.

Full description at Econpapers || Download paper

2022Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911.

Full description at Econpapers || Download paper

2021Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects. (2021). Higgins, Ayden. In: Papers. RePEc:arx:papers:2110.05579.

Full description at Econpapers || Download paper

2021CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

Full description at Econpapers || Download paper

2021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Peng, Bin ; Yang, Yanrong ; Westerlund, Joakim ; Su, Liangjun. In: Papers. RePEc:arx:papers:2111.11506.

Full description at Econpapers || Download paper

2021Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486.

Full description at Econpapers || Download paper

2022Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

Full description at Econpapers || Download paper

2022Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

Full description at Econpapers || Download paper

2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

Full description at Econpapers || Download paper

2022Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051.

Full description at Econpapers || Download paper

2022Robust Estimation of Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2204.00801.

Full description at Econpapers || Download paper

2022Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

Full description at Econpapers || Download paper

2023Simultaneity in Binary Outcome Models with an Application to Employment for Couples. (2022). Weidner, Martin ; Kyriazidou, Ekaterini ; Hu, Luojia ; Honor, Bo E. In: Papers. RePEc:arx:papers:2207.07343.

Full description at Econpapers || Download paper

2022Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

Full description at Econpapers || Download paper

2022Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323.

Full description at Econpapers || Download paper

2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

Full description at Econpapers || Download paper

2022Robust Estimation and Inference in Panels with Interactive Fixed Effects. (2022). Zeleneev, Andrei ; Weidner, Martin ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2210.06639.

Full description at Econpapers || Download paper

2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

Full description at Econpapers || Download paper

2022Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model. (2022). Song, Kyungchul ; Rotuarescu, Andreea ; Possnig, Clemens. In: Papers. RePEc:arx:papers:2211.08995.

Full description at Econpapers || Download paper

2022Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis. (2022). Ditzen, Jan ; Aydede, Yigit . In: Papers. RePEc:arx:papers:2212.06684.

Full description at Econpapers || Download paper

2022Spectral and post-spectral estimators for grouped panel data models. (2022). Manresa, Elena ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:2212.13324.

Full description at Econpapers || Download paper

2023Inference for Large Panel Data with Many Covariates. (2023). Zou, Jiacheng ; Pelger, Markus. In: Papers. RePEc:arx:papers:2301.00292.

Full description at Econpapers || Download paper

2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

Full description at Econpapers || Download paper

2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

Full description at Econpapers || Download paper

2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

Full description at Econpapers || Download paper

2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

Full description at Econpapers || Download paper

2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

Full description at Econpapers || Download paper

2021A dynamic stochastic frontier approach with persistent and transient inefficiency and unobserved heterogeneity. (2021). Sipilainen, Timo ; Minviel, Jean Joseph. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:575-589.

Full description at Econpapers || Download paper

2021Financial structure and cooperative efficiency: A pecking?order evidence from sugarcane farmers in Eswatini. (2021). Alhassan, Abdul Latif ; Mnisi, Kuhle Prudence. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:92:y:2021:i:2:p:261-281.

Full description at Econpapers || Download paper

2021Structural factor equation models for causal network construction via directed acyclic mixed graphs. (2021). Wen, Xiaoquan ; Xk, Peter ; Zhou, Yan. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:573-586.

Full description at Econpapers || Download paper

2021The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122.

Full description at Econpapers || Download paper

2021Random effects dynamic panel models for unequally spaced multivariate categorical repeated measures: an application to child–parent exchanges of support. (2021). Grundy, Emily ; Steele, Fiona. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:3-23.

Full description at Econpapers || Download paper

2021Heterogeneous Income Profiles Model with Fixed Effects: Incorporating Labour Income Shocks. (2021). Moon, Hyungsik Roger ; Lee, Na Young. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1377-1407.

Full description at Econpapers || Download paper

2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

Full description at Econpapers || Download paper

2022Panel Probit Models with Time?Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation. (2022). Zhang, Yonghui ; Wei, Jie. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:799-829.

Full description at Econpapers || Download paper

2022Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224.

Full description at Econpapers || Download paper

2022Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure. (2022). Pesaran, Hashem M ; Nocera, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9695.

Full description at Econpapers || Download paper

2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

Full description at Econpapers || Download paper

2022On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951.

Full description at Econpapers || Download paper

2023Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451.

Full description at Econpapers || Download paper

2022Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Salvador Cecilio ; Moliner, Silviano Sergi ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:2210.

Full description at Econpapers || Download paper

2021The evolution of pay premiums for managerial attributes. (2021). Perez, M. Fabricio ; Li, SI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001012.

Full description at Econpapers || Download paper

2021Estimation of high dimensional factor model with multiple threshold-type regime shifts. (2021). Wu, Jianhong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302449.

Full description at Econpapers || Download paper

2023Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815.

Full description at Econpapers || Download paper

2021The Daily Economic Indicator: tracking economic activity daily during the lockdown. (2021). Rua, Antonio ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000894.

Full description at Econpapers || Download paper

2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

Full description at Econpapers || Download paper

2022Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world. (2022). Villani, Ilaria ; Cavallaro, Eleonora. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002498.

Full description at Econpapers || Download paper

2023What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959.

Full description at Econpapers || Download paper

2021Inference on time-invariant variables using panel data: A pretest estimator. (2021). Chatelain, Jean-Bernard ; Ralf, Kirsten. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:157-166.

Full description at Econpapers || Download paper

2021Transient and persistent inefficiency traps in Chinese provinces. (2021). Singh, Baljeet ; Wang, XI ; Chen, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:335-347.

Full description at Econpapers || Download paper

2021Efficient estimation of multi-level models with strictly exogenous explanatory variables. (2021). Yang, Yimin. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304274.

Full description at Econpapers || Download paper

2021Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Weidner, Martin ; Chen, Mingli. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

Full description at Econpapers || Download paper

2021On the robustness of the pooled CCE estimator. (2021). Westerlund, Joakim ; Karabiyik, Hande ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:325-348.

Full description at Econpapers || Download paper

2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

Full description at Econpapers || Download paper

2021Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398.

Full description at Econpapers || Download paper

2021Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:416-446.

Full description at Econpapers || Download paper

2021An econometric approach to the estimation of multi-level models. (2021). Schmidt, Peter ; Yang, Yimin. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:532-543.

Full description at Econpapers || Download paper

2021Detecting granular time series in large panels. (2021). Mesters, Geert ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:544-561.

Full description at Econpapers || Download paper

2021Likelihood inference and the role of initial conditions for the dynamic panel data model. (2021). Moreira, Marcelo J ; Barbosa, Jose Diogo . In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:160-179.

Full description at Econpapers || Download paper

2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

Full description at Econpapers || Download paper

2021Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks. (2021). Ouyang, Min ; Li, QI ; Hou, Lei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:483-509.

Full description at Econpapers || Download paper

2021Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. (2021). Liao, Yuan ; Ke, Yuan ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:269-294.

Full description at Econpapers || Download paper

2021Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:429-450.

Full description at Econpapers || Download paper

2021High dimensional minimum variance portfolio estimation under statistical factor models. (2021). Zheng, Xinghua ; Li, Yingying ; Ding, YI. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:502-515.

Full description at Econpapers || Download paper

2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

Full description at Econpapers || Download paper

2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

Full description at Econpapers || Download paper

2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

Full description at Econpapers || Download paper

2022Robust likelihood estimation of dynamic panel data models. (2022). Arellano, Manuel ; Alvarez, Javier. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:21-61.

Full description at Econpapers || Download paper

2022Feedback in panel data models. (2022). Chamberlain, Gary . In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:4-20.

Full description at Econpapers || Download paper

2022A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422.

Full description at Econpapers || Download paper

2022An incidental parameters free inference approach for panels with common shocks. (2022). Sarafidis, Vasilis ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:19-54.

Full description at Econpapers || Download paper

2022Projected estimation for large-dimensional matrix factor models. (2022). Zhang, Xinsheng ; Kong, Xinbing ; He, Yong ; Yu, Long. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:201-217.

Full description at Econpapers || Download paper

2022Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:80-102.

Full description at Econpapers || Download paper

2022Transformations and moment conditions for dynamic fixed effects logit models. (2022). Kitazawa, Yoshitsugu . In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:350-362.

Full description at Econpapers || Download paper

2022Testing the eigenvalue structure of spot and integrated covariance. (2022). Williams, Julian ; Taamouti, Abderrahim ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:363-395.

Full description at Econpapers || Download paper

2022Bayesian factor-adjusted sparse regression. (2022). Sun, Qiang ; Jiang, Bai ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:3-19.

Full description at Econpapers || Download paper

2022Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Breitung, Jorg ; Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132.

Full description at Econpapers || Download paper

2022On the local power of some tests of strict exogeneity in linear fixed effects models. (2022). Mayer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:49-74.

Full description at Econpapers || Download paper

2022Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach. (2022). Li, Haitao ; Yu, Cindy L ; Zhang, Yixiao. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:75-93.

Full description at Econpapers || Download paper

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.
[Citation analysis]		article1
1997Orthogonality Tests in Linear Models. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article12
2007Panel Data Models with Multiple Time-Varying Individual Effects In: Working Papers.
[Full Text][Citation analysis]		paper129
2013Panel data models with multiple time-varying individual effects.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 129		article
2013Eigenvalue Ratio Test for the Number of Factors In: Econometrica.
[Full Text][Citation analysis]		article327
2004Likelihood Based Inference for amic Panel Data Models In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper2
1992The Lagrangean multiplier test for a model with two selectivity criteria In: Economics Letters.
[Full Text][Citation analysis]		article7
2001GMM estimation of linear panel data models with time-varying individual effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article143
1995Efficient estimation of models for dynamic panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article494
1996A reformulation of the Hausman test for regression models with pooled cross-section-time-series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
1997Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
1999Efficient estimation of panel data models with strictly exogenous explanatory variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2004Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2010GMM estimation of the number of latent factors: With application to international stock markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article2
2013Two-pass estimation of risk premiums with multicollinear and near-invariant betas In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
1992Share systems and unemployment: A theoretical analysis : , New York: St. Martins Press, 1991. vii + 139 pp., index. $59.95 In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article0
1993Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions. In: Michigan State - Econometrics and Economic Theory.
[Citation analysis]		paper1
1994GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects. In: Michigan State - Econometrics and Economic Theory.
[Citation analysis]		paper3
2007Stochastic frontier models with multiple time-varying individual effects In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article24
2012Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2007GMM Estimation of the Number of Latent Factors In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2012Vertical and Horizontal Education-Job Mismatches in the Korean Youth Labor Market : A Quantile Regression Approach In: Working Papers.
[Full Text][Citation analysis]		paper3
2000Estimation of long-run inefficiency levels: a dynamic frontier approach In: Econometric Reviews.
[Full Text][Citation analysis]		article67
2012Effort, Technology and the Efficiency of Agricultural Cooperatives In: Journal of Development Studies.
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team