4
H index
4
i10 index
101
Citations
University of Connecticut | 4 H index 4 i10 index 101 Citations RESEARCH PRODUCTION: 3 Articles 7 Papers RESEARCH ACTIVITY: 15 years (2009 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pki328 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Min Seong Kim. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Toronto Metropolitan University, Department of Economics | 2 |
Year | Title of citing document |
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2023 | Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658. Full description at Econpapers || Download paper |
2023 | Estimation of spatial sample selection models: A partial maximum likelihood approach. (2023). Iek, Pavel ; Rabovi, Renata. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:214-243. Full description at Econpapers || Download paper |
2024 | Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. (2024). Akgun, Oguzhan ; Pirotte, Alain ; Yang, Zhenlin ; Urga, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:202-228. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
2012 | Simple and powerful GMM over-identification tests with accurate size In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2013 | Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
2011 | Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2012 | Asymptotic F Test in a GMM Framework with Cross Sectional Dependence In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2021 | Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data In: Working papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Bootstrap Inference Under Cross Sectional Dependence In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence In: Working papers. [Full Text][Citation analysis] | paper | 0 |
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