Hyungsik Roger Moon : Citation Profile


Are you Hyungsik Roger Moon?

University of Southern California (95% share)
University of Southern California (5% share)

18

H index

22

i10 index

1948

Citations

RESEARCH PRODUCTION:

39

Articles

58

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 88
   Journals where Hyungsik Roger Moon has often published
   Relations with other researchers
   Recent citing documents: 125.    Total self citations: 26 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo129
   Updated: 2020-05-16    RAS profile: 2020-02-25    
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Relations with other researchers


Works with:

Liu, Laura (6)

Schorfheide, Frank (6)

Weidner, Martin (5)

Shum, Matthew (2)

Granziera, Eleonora (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hyungsik Roger Moon.

Is cited by:

Westerlund, Joakim (92)

Pesaran, M (61)

Kao, Chihwa (39)

Chudik, Alexander (35)

Rault, Christophe (34)

Phillips, Peter (34)

Fernandez-Val, Ivan (29)

Weidner, Martin (27)

Afonso, Antonio (25)

Baltagi, Badi (23)

Breitung, Jörg (22)

Cites to:

Phillips, Peter (54)

Andrews, Donald (17)

Park, Joon (12)

Bai, Jushan (11)

Newey, Whitney (10)

Imbens, Guido (9)

Pesaran, M (9)

Arellano, Manuel (8)

Schorfheide, Frank (8)

Hausman, Jerry (8)

Ahn, Seung (8)

Main data


Where Hyungsik Roger Moon has published?


Journals with more than one article published# docs
Econometric Theory9
Journal of Econometrics9
Economics Letters4
Econometrica3
Econometric Reviews2
Econometrica2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies9
Papers / arXiv.org8
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
IEPR Working Papers / Institute of Economic Policy Research (IEPR)6
University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara3

Recent works citing Hyungsik Roger Moon (2020 and 2019)


YearTitle of citing document
2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2019Profit management in the case of financial distress and global volatile market behaviour: Evidence from Borsa Istanbul Stock Exchange. (2019). Yarbai, Engin ; Kayhan, Temur. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:179-192.

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2020Peer Effects in Networks: a Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:1936.

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2019Nonlinear Factor Models for Network and Panel Data. (2019). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli. In: Papers. RePEc:arx:papers:1412.5647.

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2018Nonparametric Identification in Index Models of Link Formation. (2018). Gao, Wayne. In: Papers. RePEc:arx:papers:1710.11230.

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2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178.

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2020On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects. (2018). Volgushev, Stanislav ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:1807.11863.

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2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

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2019A Varying Coefficient Model for Assessing the Returns to Growth to Account for Poverty and Inequality. (2019). Yoon, Jisu ; Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02390.

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2019Identification and Estimation of a Partially Linear Regression Model using Network Data. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.09679.

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2019Binary Choice Models with High-Dimensional Individual and Time Fixed Effects. (2019). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:1904.04217.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2020Bias and Consistency in Three-way Gravity Models. (2019). Zylkin, Thomas ; Weidner, Martin. In: Papers. RePEc:arx:papers:1909.01327.

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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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2020Regularized Quantile Regression with Interactive Fixed Effects. (2019). Feng, Junlong. In: Papers. RePEc:arx:papers:1911.00166.

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2019Inference in Models of Discrete Choice with Social Interactions Using Network Data. (2019). Leung, Michael. In: Papers. RePEc:arx:papers:1911.07106.

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2019Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521.

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2019Network Data. (2019). Graham, Bryan S. In: Papers. RePEc:arx:papers:1912.06346.

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2020Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586.

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2020Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414.

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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

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2019Resolving Failed Banks: Uncertainty, Multiple Bidding & Auction Design. (2019). Allen, Jason ; Richert, Eric ; Hickman, Brent ; Clark, Robert. In: Staff Working Papers. RePEc:bca:bocawp:19-30.

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2019The contribution of infrastructure investment to Britains urban mortality decline, 1861–1900. (2019). Chapman, Jonathan. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:1:p:233-259.

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2019Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?. (2019). Lawrence, Edward R ; Dandapani, Krishnan ; Rodriguez, Ivan M. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:229-256.

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2019Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_015.

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2017Why Are Single-Sex Schools Successful?. (2017). Kwak, Do Won ; Ku, Hyejin ; dustmann, christian ; Won, DO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12101.

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2019Social Connectedness in Urban Areas. (2019). Strobel, Johannes ; Kuchler, Theresa ; Farrell, Patrick ; Bailey, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13822.

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2019A Structural Model for the Coevolution of Networks and Behavior. (2019). Liu, Xiaodong ; Konig, Michael ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13911.

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2019Peer Effects in Networks: a Survey. (2019). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14260.

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2019Chinas Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_027.

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2019Sensitivity Analysis using Approximate Moment Condition Models. (2019). Kolesar, Michal ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158r.

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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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2020Impact of Energy Consumption and Carbon Dioxide Emissions on Economic Growth: Cointegrated Panel Data in 79 Countries Grouped by Income Level. (2020). Venegas-Martínez, Francisco ; Tinoco-Zermeo, Miguel A ; Venegas-Martinez, Francisco ; Salazar-Nuez, Hector F. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-27.

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2019Predicting firm level stock returns: Implications for asset pricing and economic links. (2019). McMillan, David G. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:333-351.

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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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2019Twin deficits and fiscal spillovers in the EMUs periphery. A Keynesian perspective. (2019). Gaysset, Isabelle ; Neaime, Simon ; Lagoarde-Segot, Thomas. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:101-116.

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2019The double trap: Institutions and economic development. (2019). Kar, Sabyasachi ; Sen, Kunal ; Roy, Amrita . In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:243-259.

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2019Interest rate pass-through in Morocco: Evidence from bank-level survey data. (2019). Bennouna, Hicham. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:142-157.

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2019Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, María ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243.

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2019Has the Feldstein-Horioka puzzle waned? Evidence from time series and dynamic panel data analysis. (2019). Dash, Santosh Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:256-269.

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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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2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46.

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2019Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51.

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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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2019Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data. (2019). Dai, Chaoxing ; Xiu, Dacheng ; Lu, Kun. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:43-79.

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2019A weak law for moments of pairwise stable networks. (2019). Leung, Michael P. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:310-326.

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2019Increasing the power of specification tests. (2019). Hausman, Jerry A ; Woutersen, Tiemen. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:166-175.

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2019Bayesian inference for partially identified smooth convex models. (2019). Simoni, Anna ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:338-360.

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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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2019Panel data analysis with heterogeneous dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:451-475.

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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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2020Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions. (2020). Wagner, Martin ; Hong, Seung Hyun ; Grabarczyk, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:216-255.

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2020Econometric estimates of Earth’s transient climate sensitivity. (2020). Phillips, Peter ; Storelvmo, Trude ; Leirvik, Thomas ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:6-32.

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2019Does electricity price matter for innovation in renewable energy technologies in China?. (2019). Lin, Boqiang ; Chen, Yufang. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:259-266.

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2019Renewable and non-renewable electricity consumption, environmental degradation and economic development: Evidence from Mediterranean countries. (2019). Zrelli, Maha Harbaoui ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519305166.

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2019Natural gas consumption and economic growth: Evidence from selected natural gas vehicle markets in Europe. (2019). Fadiran, Gideon ; Adebusuyi, Adebisi T. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:467-477.

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2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

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2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

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2019The controversy of the resource curse and the environment in the SDGs background: The African context. (2019). Tiba, Sofien ; Frikha, Mohamed. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:437-452.

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2019Corruption, natural resources and economic growth: Evidence from OIC countries. (2019). Hussain, Shahzad ; Erum, Naila . In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:18.

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2018Why Are Single-Sex Schools Successful?. (2018). Dustmann, Christian ; Won, DO ; Ku, Hyejin. In: Labour Economics. RePEc:eee:labeco:v:54:y:2018:i:c:p:79-99.

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2019Where does economic growth in the Middle Eastern and North African countries come from?. (2019). ben Ali, Mohamed Sami ; Acikgoz, Senay . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:172-183.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2019Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis. (2019). kahia, montassar ; Charfeddine, Lanouar. In: Renewable Energy. RePEc:eee:renene:v:139:y:2019:i:c:p:198-213.

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2019Asian financial market integration and the role of Chinese financial market. (2019). Lee, Byung-Joo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:490-499.

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2019Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

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2019Banking stability, natural disasters, and state fragility: Panel VAR evidence from developing countries. (2019). Albuquerque, Pedro ; Rajhi, Wassim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:430-443.

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2019What drives renewable energy production in MENA Region? Investigating the roles of political stability, governance and financial sector. (2019). Fateh, BELAID ; Elsayed, Ahmed H ; Belaid, Fateh. In: Working Papers. RePEc:erg:wpaper:1322.

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2019Central Bank credibility and inflation expectations: a microfounded forecasting approach. (2019). Soares, Ana Flavia ; Issler, Joo Victor. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:812.

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2019Microfounded forecasting. (2019). Gaglianone, Wagner ; Issler, Joo Victor. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:813.

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2018Publication Bias and the Cross-Section of Stock Returns. (2018). Zimmermann, Thomas ; Chen, Andrew Y. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-33.

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2018Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-36.

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2019Uniform Inference in Panel Autoregression. (2019). Phillips, Peter ; PEter, ; Chao, John C. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:45-:d:291103.

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2019The ARDL Method in the Energy-Growth Nexus Field; Best Implementation Strategies. (2019). Menegaki, Angeliki N. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:105-:d:277926.

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2020Effects of Climate and Land Use changes on Vegetation Dynamics in the Yangtze River Delta, China Based on Abrupt Change Analysis. (2020). Liu, Huiyu ; Wan, Lei ; Ren, Yujia ; Gong, Haibo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1955-:d:328147.

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2019Are larger labor market more resilient? Evidence of the French army restructuring on exit from unemployment. (2019). Vedrine, Lionel ; Sanch-Maritan, Mathieu. In: Working Papers. RePEc:hal:wpaper:hal-02332809.

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2019Peer Effects in Networks: a Survey. (2019). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: Working Papers. RePEc:hal:wpaper:halshs-02440709.

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2020Macroeconomic determinants of apartment prices in Swedish and German cities. (2020). Engerstam, Sviatlana. In: Working Paper Series. RePEc:hhs:kthrec:2020_002.

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2019On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors. (2019). Stauskas, Ovidijus. In: Working Papers. RePEc:hhs:lunewp:2019_002.

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2020Is External Debt Hampering Growth in the ECOWAS Region?. (2020). Nzue, Felix Fofana . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:4:p:54.

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2019Nonlinear factor models for network and panel data. (2019). Fernandez-Val, Ivan ; Chen, Mingli ; Weidner, Martin. In: CeMMAP working papers. RePEc:ifs:cemmap:18/19.

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2019Inference for heterogeneous effects using low-rank estimations. (2019). Chernozhukov, Victor ; Liao, Yuan ; Hansen, Christian. In: CeMMAP working papers. RePEc:ifs:cemmap:31/19.

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2020Peer Effects in Networks: A Survey. (2020). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: IZA Discussion Papers. RePEc:iza:izadps:dp12947.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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2020Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09912-z.

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2020Health expenditure, longevity, and child mortality: dynamic panel data approach with global data. (2020). Linden, Mikael ; Ray, Devdatta . In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:20:y:2020:i:1:d:10.1007_s10754-019-09272-z.

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2019Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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2019Exchange rate pass-through to import prices in Europe: A panel cointegration approach. (2019). Arsova, Antonia. In: Working Paper Series in Economics. RePEc:lue:wpaper:384.

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2019Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances. (2019). Baltagi, Badi ; Liu, Long ; Kao, Chihwa. In: Center for Policy Research Working Papers. RePEc:max:cprwps:213.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalya. In: Working Papers. RePEc:mnd:wpaper:1904.

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2019A Near Unit Root Test for High-Dimensional Nonstationary Time Series. (2019). GAO, Jiti ; Pan, Guangming ; Zhang, BO. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-10.

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2019Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness. (2019). GAO, Jiti ; Yang, Yanrong ; Liu, Fei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-24.

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2019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Sarafidis, Vasilis ; Cui, Guowei ; Yamagata, Takashi ; Norkute, Milda. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-32.

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2019Social Connectedness in Urban Areas. (2019). Stroebel, Johannes ; Kuchler, Theresa ; Farrell, Patrick ; Bailey, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26029.

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2019Network Data. (2019). Graham, Bryan. In: NBER Working Papers. RePEc:nbr:nberwo:26577.

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2020Regional Monetary Policies and the Great Depression. (2020). Weidenmier, Marc ; Cortes, Gustavo ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan. In: NBER Working Papers. RePEc:nbr:nberwo:26695.

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2019Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends. (2019). Marsh, Patrick. In: Discussion Papers. RePEc:not:notgts:19/03.

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

Works by Hyungsik Roger Moon:


YearTitleTypeCited
2014Estimation of an Education Production Function under Random Assignment with Selection In: American Economic Review.
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2014Estimation of an Education Production Function under Random Assignment with Selection.(2014) In: Working Paper.
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2019Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach In: Papers.
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2017Estimation of Graphical Models using the $L_{1,2}$ Norm In: Papers.
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2017Forecasting with Dynamic Panel Data Models In: Papers.
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2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
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2018Inference for VARs Identified with Sign Restrictions In: Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: CEPR Discussion Papers.
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2011Inference for VARs identified with sign restrictions.(2011) In: Working Papers.
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2011Inference for VARs Identified with Sign Restrictions.(2011) In: NBER Working Papers.
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2018Inference for VARs identified with sign restrictions.(2018) In: Quantitative Economics.
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2019Nuclear Norm Regularized Estimation of Panel Regression Models In: Papers.
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2019Nuclear norm regularized estimation of panel regression models.(2019) In: CeMMAP working papers.
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2018Estimation of High-Dimensional Seemingly Unrelated Regression Models In: Papers.
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2020Normal Approximation in Large Network Models In: Papers.
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2019A Uniform Bound of the Operator Norm of Random Element Matrices and Operator Norm Minimizing Estimation In: Papers.
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1999 Maximum Likelihood Estimation in Panels with Incidental Trends. In: Oxford Bulletin of Economics and Statistics.
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1999Maximum Likelihood Estimation in Panels with Incidental Trends.(1999) In: University of California at Santa Barbara, Economics Working Paper Series.
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1999Maximum Likelihood Estimation in Panels with Incidental Trends.(1999) In: Cowles Foundation Discussion Papers.
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1999Estimation of Autoregressive Roots near Unity using Panel Data In: University of California at Santa Barbara, Economics Working Paper Series.
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2000ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA.(2000) In: Econometric Theory.
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1999Estimation of Autoregressive Roots Near Unity Using Panel Data.(1999) In: Cowles Foundation Discussion Papers.
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1999How to Estimate Autoregressive Roots Near Unity In: University of California at Santa Barbara, Economics Working Paper Series.
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2001HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY.(2001) In: Econometric Theory.
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1998How to Estimate Autoregressive Roots Near Unity.(1998) In: Cowles Foundation Discussion Papers.
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2011Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel In: CIRANO Working Papers.
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2012Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel.(2012) In: Journal of Econometrics.
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2010Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel.(2010) In: Cahiers de recherche.
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2010Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel.(2010) In: Cahiers de recherche.
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2001Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions In: CEPR Discussion Papers.
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2006Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions.(2006) In: IEPR Working Papers.
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2002MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS In: Econometric Theory.
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2006REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL In: Econometric Theory.
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2004Reducing Bias of MLE in a Dynamic Panel Model.(2004) In: IEPR Working Papers.
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2005Reducing Bias of MLE in a Dynamic Panel Model.(2005) In: IEPR Working Papers.
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2006A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES In: Econometric Theory.
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2005A Study of a Semiparametric Binary Choice Model with Integrated Covariates.(2005) In: IEPR Working Papers.
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2006ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER In: Econometric Theory.
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2010PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA In: Econometric Theory.
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2014PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS In: Econometric Theory.
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2017DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS In: Econometric Theory.
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2014Dynamic linear panel regression models with interactive fixed effects.(2014) In: CeMMAP working papers.
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2013Dynamic linear panel regression models with interactive fixed effects.(2013) In: CeMMAP working papers.
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1999Nonstationary Panel Data Analysis: An Overview of Some Recent Developments In: Cowles Foundation Discussion Papers.
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2000Nonstationary panel data analysis: an overview of some recent developments.(2000) In: Econometric Reviews.
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1999Linear Regression Limit Theory for Nonstationary Panel Data In: Cowles Foundation Discussion Papers.
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1999Linear Regression Limit Theory for Nonstationary Panel Data.(1999) In: Econometrica.
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2000GMM Estimation of Autoregressive Roots Near Unity with Panel Data In: Cowles Foundation Discussion Papers.
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2003GMM Estimation of Autoregressive Roots Near Unity with Panel Data.(2003) In: Cowles Foundation Discussion Papers.
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2004GMM Estimation of Autoregressive Roots Near Unity with Panel Data.(2004) In: Econometrica.
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2000GMM Estimation of Autoregressive Roots Near Unity with Panel Data.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2003Incidental Trends and the Power of Panel Unit Root Tests In: Cowles Foundation Discussion Papers.
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2005Incidental Trends and the Power of Panel Unit Root Tests.(2005) In: IEPR Working Papers.
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2004Incidental Trends and the Power of Panel Unit Root Tests.(2004) In: Yale School of Management Working Papers.
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2007Incidental trends and the power of panel unit root tests.(2007) In: Journal of Econometrics.
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2013A predictability test for a small number of nested models In: Working Paper Series.
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2014A predictability test for a small number of nested models.(2014) In: Journal of Econometrics.
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2012Bayesian and Frequentist Inference in Partially Identified Models In: Econometrica.
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2009Bayesian and Frequentist Inference in Partially Identified Models.(2009) In: NBER Working Papers.
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2004Bayesian Inference for Econometric Models using Empirical Likelihood Functions In: Econometric Society 2004 North American Winter Meetings.
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2008Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects In: Econometrics Journal.
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2011Test of random versus fixed effects with small within variation In: Economics Letters.
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2012Analysis of interactive fixed effects dynamic linear panel regression with measurement error In: Economics Letters.
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2011Analysis of interactive fixed effects dynamic linear panel regression with measurement error.(2011) In: CeMMAP working papers.
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1999A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors In: Economics Letters.
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2002A note on the nonstationary binary choice logit model In: Economics Letters.
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2004Testing for a unit root in panels with dynamic factors In: Journal of Econometrics.
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2002Testing for a Unit Root in Panels with Dynamic Factors.(2002) In: Cahiers de recherche.
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2002TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS.(2002) In: Cahiers de recherche.
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2004Maximum score estimation of a nonstationary binary choice model In: Journal of Econometrics.
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2009Estimation with overidentifying inequality moment conditions In: Journal of Econometrics.
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2011The Hausman test and weak instruments In: Journal of Econometrics.
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2017Many IVs estimation of dynamic panel regression models with measurement error In: Journal of Econometrics.
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2018Estimation of random coefficients logit demand models with interactive fixed effects In: Journal of Econometrics.
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2012Estimation of random coefficients logit demand models with interactive fixed effects.(2012) In: CeMMAP working papers.
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2017Estimation of random coefficients logit demand models with interactive fixed effects.(2017) In: CeMMAP working papers.
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2014Estimation of random coefficients logit demand models with interactive fixed effects.(2014) In: CeMMAP working papers.
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2014Demand Estimation with High-Dimensional Product Characteristics In: Advances in Econometrics.
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2014Linear regression for panel with unknown number of factors as interactive fixed effects In: CeMMAP working papers.
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2013Linear regression for panel with unknown number of factors as interactive fixed effects.(2013) In: CeMMAP working papers.
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2015Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects.(2015) In: Econometrica.
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2019Forecasting with a Panel Tobit Model In: CAEPR Working Papers.
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2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
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2007An empirical analysis of nonstationarity in a panel of interest rates with factors In: Journal of Applied Econometrics.
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2019Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs In: Korean Economic Review.
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2000The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity. In: Cahiers de recherche.
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2000The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity..(2000) In: Cahiers de recherche.
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2017Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach In: NBER Working Papers.
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2019BLP-2LASSO for aggregate discrete choice models with rich covariates In: Econometrics Journal.
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2005An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors In: IEPR Working Papers.
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2005Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity In: Econometric Reviews.
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2017LM Test of Neglected Correlated Random Effects and Its Application In: Journal of Business & Economic Statistics.
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2014Point‐optimal panel unit root tests with serially correlated errors In: Econometrics Journal.
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2018Estimation of graphical models using the L1,2 norm In: Econometrics Journal.
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2020Sequentially Estimating the Structural Equation by Power Transformation In: Working papers.
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