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

25

i10 index

2223

Citations

RESEARCH PRODUCTION:

38

Articles

58

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 96
   Journals where Hyungsik Roger Moon has often published
   Relations with other researchers
   Recent citing documents: 213.    Total self citations: 28 (1.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo129
   Updated: 2021-11-28    RAS profile: 2020-02-25    
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Relations with other researchers


Works with:

Schorfheide, Frank (8)

Liu, Laura (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 (102)

Pesaran, M (63)

Kao, Chihwa (42)

Phillips, Peter (39)

Chudik, Alexander (36)

Rault, Christophe (34)

Fernandez-Val, Ivan (32)

Weidner, Martin (30)

Su, Liangjun (27)

Yamagata, Takashi (26)

Afonso, Antonio (25)

Cites to:

Phillips, Peter (51)

Andrews, Donald (17)

Bai, Jushan (11)

Park, Joon (10)

Newey, Whitney (10)

Schorfheide, Frank (9)

Imbens, Guido (9)

Pesaran, M (9)

Ahn, Seung (8)

Arellano, Manuel (8)

Hausman, Jerry (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
Econometrics Journal2
Econometrica2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies9
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Papers / arXiv.org8
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 (2021 and 2020)


YearTitle of citing document
2020Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?. (2020). Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: CREATES Research Papers. RePEc:aah:create:2020-15.

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2021Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?. (2021). Ng, Serena ; Ma, Sai ; Ludvigson, Sydney C. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:4:p:369-410.

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2021.

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2021.

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2020Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). Gulati, Ashok ; Saini, Shweta ; Kornher, Lukas ; von Braun, Joachim. In: Discussion Papers. RePEc:ags:ubzefd:307268.

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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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2021Microchip bags and waste sorting. (2021). Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:449.

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2021Matrix Completion Methods for Causal Panel Data Models. (2018). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:1710.10251.

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2021Density 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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2021Identification 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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2020Binary 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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2021Bias and Consistency in Three-way Gravity Models. (2019). Zylkin, Thomas ; Weidner, Martin. In: Papers. RePEc:arx:papers:1909.01327.

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

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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.

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2021Regularized Quantile Regression with Interactive Fixed Effects. (2019). Feng, Junlong. In: Papers. RePEc:arx:papers:1911.00166.

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2021Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521.

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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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2020Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data. (2020). Fern, Iv'An ; Bottai, Matteo ; Frumento, Paolo. In: Papers. RePEc:arx:papers:2006.00160.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2020Inference for Moment Inequalities: A Constrained Moment Selection Procedure. (2020). Walker, Christopher D ; Tabri, Rami V. In: Papers. RePEc:arx:papers:2008.09021.

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2020Spillovers of Program Benefits with Mismeasured Networks. (2020). Zhang, Lina. In: Papers. RePEc:arx:papers:2009.09614.

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2021Low-Rank Approximations of Nonseparable Panel Models. (2020). Weidner, Martin ; Fern, Iv'An ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2010.12439.

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2020Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153.

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2020A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models. (2020). Garcia-Jimeno, Camilo ; Ditraglia, Francis J. In: Papers. RePEc:arx:papers:2011.07276.

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2021Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network. (2020). Wang, Guanyi ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2012.04055.

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2021Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2021Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model. (2021). Mao, Yufeng ; Peng, Bin ; Yang, Yanrong ; Silvapulle, Mervyn. In: Papers. RePEc:arx:papers:2101.06805.

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2021Teams: Heterogeneity, Sorting, and Complementarity. (2021). Bonhomme, Stephane. In: Papers. RePEc:arx:papers:2102.01802.

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

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2021Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions. (2021). Siflinger, Bettina ; Janys, Lena. In: Papers. RePEc:arx:papers:2103.12159.

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2021Learning Treatment Effects in Panels with General Intervention Patterns. (2021). Peng, Tianyi ; Li, Andrew A ; Farias, Vivek F. In: Papers. RePEc:arx:papers:2106.02780.

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2021Panel Data with Unknown Clusters. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2106.05503.

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

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2021Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676.

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

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

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

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2021Panel Unit Root Tests with Structural Breaks. (2021). Tzavalis, Elias ; Karavias, Yiannis ; Chen, Pengyu. In: Discussion Papers. RePEc:bir:birmec:21-12.

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2021Les Déterminants des Prêts Non Performants du Système Bancaire de lUMOA. (2021). Sanou, Erdjouman Jean ; Tinta, Abdoulganiour Almame. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:276-287.

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2021The share of the global energy mix: Signs of convergence?. (2021). Ghoshray, Atanu ; Malki, Issam. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50.

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2020On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors. (2020). Stauskas, Ovidijus. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:6:p:892-898.

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2020Rank‐based Tests for Cross‐sectional Dependence in Large (N, T) Fixed Effects Panel Data Models. (2020). Liu, Binghui ; Ding, Yanling ; Feng, Long. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1198-1216.

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2020Identifying productivity when it is a factor of production. (2020). Flynn, Zach. In: RAND Journal of Economics. RePEc:bla:randje:v:51:y:2020:i:2:p:496-530.

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2020The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology. (2020). Eberhardt, Markus ; Teal, Francis. In: Review of Income and Wealth. RePEc:bla:revinw:v:66:y:2020:i:2:p:334-360.

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2021Disentangling the source of non-stationarity in a panel of seasonal data. (2021). Shih-Hsun, Hsu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:18:n:4.

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2020Carbon pricing and the elasticity of CO2 emissions. (2020). Dolphin, G ; Rafaty, R ; Pretis, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20116.

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2020Estimation of the Kronecker Covariance Model by Quadratic Form. (2020). Tang, H ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2050.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021Does Energy Diversification Cause an Economic Slowdown? Evidence from a Newly Constructed Energy Diversification Index. (2021). Paramati, Sudharshan Reddy ; Gözgör, Giray. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9247.

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2020High Dimensional Quantile Factor Analysis. (2020). Sagner, Andres. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:886.

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2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Sarafidis, Vasilis ; Yamagata, Takashi ; Norkute, Milda ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1101.

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2021Corruption and distortion of public expenditures: Evidence from Africa. (2021). OMGBA, Luc ; Sedgo, Harouna. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-7.

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2020Renewable energy consumption, financial development and economic growth: Evidence from panel data for the Middle East and North African countries. (2020). Aimer, Nagmi Moftah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00439.

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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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2020A Multivariate Analysis between Renewable Energy, Carbon Emission and Economic Growth: New Evidences from Selected Middle East and North Africa Countries. (2020). Ikpuri, Promise Oghenevwede ; Maku, Owen Affor. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-58.

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2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

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2021An algorithm for non-parametric estimation in state–space models. (2021). Ailliot, Pierre ; Trang, Thi Tuyet ; Monbet, Valerie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301535.

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2021Projection-based inference with particle swarm optimization. (2021). Lin, Zhenjiang ; Khalaf, Lynda. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000737.

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2021The horseshoe prior for time-varying parameter VARs and Monetary Policy. (2021). Pruser, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001238.

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2020Financial frictions and the futures pricing puzzle. (2020). Taamouti, Abderrahim ; ap Gwilym, Rhys ; Rahman, Hamid ; el Alaoui, Abdelkader O ; Ebrahim, Shahid M. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:358-371.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Fixed effects spatial panel data models with time-varying spatial dependence. (2020). Qu, XI ; Guo, Juncong. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303220.

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2020Estimating the cumulative rate of SARS-CoV-2 infection. (2020). van Hasselt, Martijn ; Bollinger, Christopher R. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304122.

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2021Backward mean transformation in unit root panel data models. (2021). Poldermans, Rutger W ; Juodis, Artras. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000574.

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2021Convergence rate of estimators of clustered panel models with misclassification. (2021). Okui, Ryo ; Dzemski, Andreas. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s016517652100121x.

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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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2020Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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2020The uniform validity of impulse response inference in autoregressions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:450-472.

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2020Identification and estimation in panel models with overspecified number of groups. (2020). Zhou, Qiankun ; Zhang, Yong Hui ; Shang, Zuofeng ; Liu, Ruiqi. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:574-590.

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2020Asymptotic theory for near integrated processes driven by tempered linear processes. (2020). Phillips, Peter ; Sabzikar, Farzad ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:192-202.

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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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2020Estimation of a multiplicative correlation structure in the large dimensional case. (2020). Hafner, Christian ; Linton, Oliver B ; Tang, Haihan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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2020On the unbiased asymptotic normality of quantile regression with fixed effects. (2020). Volgushev, Stanislav ; Galvao, Antonio F. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:178-215.

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2020Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels. (2020). Saunders, Charles J ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:419-434.

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2020Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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2021Panel forecasts of country-level Covid-19 infections. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:2-22.

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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.

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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.

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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.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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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.

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2021Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables. (2021). Qu, Xi ; Yang, Chao ; Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:180-197.

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2021Nonstationary panel models with latent group structures and cross-section dependence. (2021). Su, Liangjun ; Phillips, Peter ; PEter, ; Jin, Sainan ; Huang, Wenxin. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:198-222.

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2021Frequentist properties of Bayesian inequality tests. (2021). Kaplan, David ; Zhuo, Longhao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:312-336.

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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.

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2021The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:569-590.

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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.

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2021(Machine) learning parameter regions. (2021). Nesbit, James ; Montiel, Jose Luis. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:716-744.

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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.

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2021Limit theorems for network dependent random variables. (2021). Marmer, Vadim ; Kojevnikov, Denis ; Song, Kyungchul. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:882-908.

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2021Inference without smoothing for large panels with cross-sectional and temporal dependence. (2021). Schafgans, Marcia ; Hidalgo, Javier. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:125-160.

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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.

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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.

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2020Nonlinear relationship between economic growth and nuances of globalisation with income stratification: Roles of financial development and governance. (2020). Sohag, Kazi ; Hammudeh, Shawkat ; Said, Jamaliah ; Husain, Humaira. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300686.

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2020Consumption-based carbon emissions and trade nexus: Evidence from nine oil exporting countries. (2020). Shahbaz, Muhammad ; Jinyu, Liu ; Ali, Muhsin ; Khan, Zeeshan ; Siqun, Yang. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301468.

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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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2021Normal Approximation in Large Network Models In: Papers.
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2021A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications In: Papers.
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1999Maximum Likelihood Estimation in Panels with Incidental Trends 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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2007Incidental trends and the power of panel unit root tests.(2007) In: Journal of Econometrics.
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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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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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