Hyungsik Roger Moon : Citation Profile

Are you Hyungsik Roger Moon?

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

21

H index

32

i10 index

2868

Citations

RESEARCH PRODUCTION:

38

Articles

58

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 114
   Journals where Hyungsik Roger Moon has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 35 (1.21 %)

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   Permalink: http://citec.repec.org/pmo129
   Updated: 2023-11-04    RAS profile: 2020-02-25    
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Relations with other researchers

Works with:

Schorfheide, Frank (6)

Liu, Laura (4)

Weidner, Martin (3)

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 (119)

Pesaran, Mohammad (73)

Phillips, Peter (47)

Kao, Chihwa (45)

Rault, Christophe (39)

Weidner, Martin (37)

Chudik, Alexander (37)

Fernandez-Val, Ivan (37)

Su, Liangjun (35)

GAO, Jiti (34)

Sarafidis, Vasilis (29)

Cites to:

Phillips, Peter (55)

Andrews, Donald (21)

Newey, Whitney (15)

Schorfheide, Frank (15)

Bai, Jushan (14)

Arellano, Manuel (14)

Imbens, Guido (13)

Ahn, Seung (12)

Pesaran, Mohammad (10)

Park, Joon (10)

Stock, James (10)

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
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
NBER Working Papers / National Bureau of Economic Research, Inc5
University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Hyungsik Roger Moon (2023 and 2022)

YearTitle of citing document
2022Full Modified Ordinary Least Square Analysis of the Relationship between New Technologies of Information, Financial Development and Growth in WAEMU Zone. (2022). Guy, Drama Bdi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:39-49.

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2022Matrix 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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2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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

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2023Spillovers of Program Benefits with Mismeasured Networks. (2020). Zhang, Lina. In: Papers. RePEc:arx:papers:2009.09614.

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

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2022Mental 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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2023Learning 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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2022Panel Data with Unknown Clusters. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2106.05503.

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

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2022Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676.

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

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2022Forecasting with a Panel Tobit Model. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Papers. RePEc:arx:papers:2110.14117.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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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.

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2023Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2022Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects. (2022). Li, Xingyu ; Zhou, Qiankun ; Shen, Yan. In: Papers. RePEc:arx:papers:2202.12078.

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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.

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2023Inference in Linear Dyadic Data Models with Network Spillovers. (2022). Canen, Nathan ; Sugiura, KO. In: Papers. RePEc:arx:papers:2203.03497.

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2022Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models. (2022). Mugnier, Martin. In: Papers. RePEc:arx:papers:2203.08879.

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2023Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2023Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Approximating Choice Data by Discrete Choice Models. (2022). Saito, Kota ; Narita, Yusuke ; Chang, Haoge. In: Papers. RePEc:arx:papers:2205.01882.

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2022CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Linton, Oliver ; Walsh, Christopher ; Vogt, Michael. In: Papers. RePEc:arx:papers:2206.12152.

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2023Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2022A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793.

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

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2022Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

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2022Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Strategyproof Decision-Making in Panel Data Settings and Beyond. (2022). Wu, Zhiwei Steven ; Podimata, Chara ; Agarwal, Anish ; Harris, Keegan. In: Papers. RePEc:arx:papers:2211.14236.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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

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2023Difference-in-Differences via Common Correlated Effects. (2023). Westerlund, Joakim ; Butts, Kyle ; Brown, Nicholas. In: Papers. RePEc:arx:papers:2301.11358.

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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.

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

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2023Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

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2023Social Interactions with Endogenous Group Formation. (2023). Sun, Xiaoting ; Sheng, Shuyang. In: Papers. RePEc:arx:papers:2306.01544.

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2023Adaptive Principal Component Regression with Applications to Panel Data. (2023). Wu, Zhiwei Steven ; Whitehouse, Justin ; Harris, Keegan ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357.

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2023Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls. (2023). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2307.15313.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Sarpietro, Silvia ; Lee, Sokbae ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

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2023Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2022). Zanetti, Francesco ; Mavroeidis, Sophocles ; Li, Shangshang ; Ikeda, Daisuke. In: BCAM Working Papers. RePEc:bbk:bbkcam:2205.

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2022Windfall Income Shocks with Finite Planning Horizons. (2022). Boutros, Michael. In: Staff Working Papers. RePEc:bca:bocawp:22-40.

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2022Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2022The Dynamics of Structural Transformation in Australia, 1960–2020. (2022). Martin, Vance L ; Chindamo, Philip. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:296-315.

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2022The Fragility of Market Risk Insurance. (2022). Yogo, Motohiro. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:815-862.

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2022The factor analytical approach in trending near unit root panels. (2022). Westerlund, Joakim ; Stauskas, Ovidijus ; Norkut, Milda. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:501-508.

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2023Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583.

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2022Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20.

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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.

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2023Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2022Lending ears to unheard voices: An empirical analysis of user?generated content on social media. (2022). Kumar, Subodha ; Aggarwal, Shikha ; Gour, Alekh. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:6:p:2457-2476.

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2023The capitalization of metro rail access in urban housing markets. (2023). Stephens, Heather M ; Keeler, Zachary T. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:686-720.

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2022Structural change and trade openness in sub?Saharan African countries. (2022). Renard, Maryfranoise ; Lin, Justin Yifu ; Kaba, Kabinet. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2101-2134.

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2022Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171.

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2022CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Walsh, C ; Vogt, M ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2242.

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2023Reflections on Testing for Unit Roots in Heterogeneous Panels. (2023). Shin, Y ; Pesaran, M H ; Im, K S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2310.

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2022.

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2022New Results and a Model of Scale Effects on Growth. (2022). Pourpourides, Panayiotis ; Luintel, Kul. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/19.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023Reflections on “Testing for Unit Roots in Heterogeneous Panels”. (2023). Shin, Yongcheol ; Pesaran, Hashem M ; So, Kyung. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10228.

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2022Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2022). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Discussion Papers. RePEc:cfm:wpaper:2218.

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2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

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2022Reviewing the Trade Openness, Domestic Investment, and Economic Growth Nexus: Contemporary Policy Implications for the MENA Region. (2022). Canitez, Murat ; Ay, Ahmet ; Khatir, Abdul Qahar ; Onifade, Stephen Taiwo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020556.

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2022Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models. (2022). Mugnier, Martin. In: Working Papers. RePEc:crs:wpaper:2022-07.

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2022A Panel Clustering Approach to Analyzing Bubble Behavior. (2022). Yu, Jun ; Liu, Yanbo. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2323.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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2022Determinants of Carbon Dioxide Emissions: New Empirical Evidence from MENA Countries. (2022). Almohaimeed, Ahmed ; Harrathi, Nizar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-59.

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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.

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2022The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects. (2022). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Silviano Alejandro. In: Working Papers. RePEc:eec:wpaper:2212.

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2022Covid-19 vaccines, rules, deaths, and tourism recovery. (2022). Yan, Eric ; Okafor, Luke. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000755.

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2022Environmental implications of economic complexity and its role in determining how renewable energies affect CO2 emissions. (2022). Heshmati, Almas ; Khodaei, Mehdi ; Khezri, Mohsen. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pb:s0306261921012587.

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2022Energy intensity and foreign direct investment nexus: Advanced panel data analysis. (2022). Lobanov, Mikhail M ; Petrovi, Predrag. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922001350.

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2022The eco-innovative technologies, human capital, and energy pricing: Evidence of sustainable energy transition in developed economies. (2022). TAGHIZADEH-HESARY, Farhad ; Alharthi, Majed ; Zhang, Yang ; Abbas, Qaiser ; Ali, Syed Ahtsham. In: Applied Energy. RePEc:eee:appene:v:325:y:2022:i:c:s0306261922010194.

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2022Statistical file-matching of non-Gaussian data: A game theoretic approach. (2022). McLachlan, Geoffrey J ; Pyne, Saumyadipta ; Ahfock, Daniel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002218.

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2022Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2022Capital flows liberalisation and macroprudential policies: The effects on credit cycles in emerging economies. (2022). Nedeljkovic, Milan ; Lazarevic, Jelisaveta ; Kuzman, Tanja . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:602-619.

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2022Modelling persistent stationary processes in continuous time. (2022). Jeong, Minsoo. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000220.

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2022Consistency without compactness of the parameter space in spatial econometrics. (2022). Lee, Lung-Fei ; Xu, Xingbai ; Liu, Tuo. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004675.

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2022Estimating multinomial choice models with unobserved choice sets. (2022). Lu, Zhentong. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:368-398.

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2022Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence. (2022). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:114-133.

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2022Functional coefficient panel modeling with communal smoothing covariates. (2022). Wang, Ying ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:371-407.

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2022Robust Bayesian inference in proxy SVARs. (2022). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:107-126.

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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.

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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.

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2022Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity. (2022). Ando, Tomohiro ; Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:20-38.

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2022Posterior-based Wald-type statistics for hypothesis testing. (2022). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong ; Liu, Xiaobin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:83-113.

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2022SVARs with occasionally-binding constraints. (2022). Villalvazo, Sergio ; Schorfheide, Frank ; Mlikota, Marko ; Aruoba, Boraan S. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:477-499.

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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.
[Full Text][Citation analysis]		paper97
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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2023Nuclear 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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2023Normal 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.
[Full Text][Citation analysis]		article132
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.
[Full Text][Citation analysis]		paper191
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.
[Full Text][Citation analysis]		paper32
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.
[Full Text][Citation analysis]		article118
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: The 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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