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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects

Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104

Persistent link: https://www.econbiz.de/10003648625

Reducing bias of MLE in a dynamic panel model

Hahn, Jinyong; Moon, Hyungsik Roger - In: Econometric theory 22 (2006) 3, pp. 499-512

Persistent link: https://www.econbiz.de/10003307493

An empirical analysis of nonstationarity in a panel of interest rates with factors

Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400

Persistent link: https://www.econbiz.de/10003455460

Panel data models with finite number of multiple equilibria

Hahn, Jinyong; Moon, Hyungsik Roger - In: Econometric theory 26 (2010) 3, pp. 863-881

Persistent link: https://www.econbiz.de/10003992439

Stationarity properties of individual series in a panel

Moon, Hyungsik Roger; Perron, Benoit - 2009

Persistent link: https://www.econbiz.de/10003997384

Incidential trends and the power of panel unit root tests

Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459

Persistent link: https://www.econbiz.de/10003571307

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2012

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discretechoice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10009521645

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - In: Economics letters 117 (2012) 1, pp. 239-242

Persistent link: https://www.econbiz.de/10009697803

Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel

Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 169 (2012) 1, pp. 29-33

Persistent link: https://www.econbiz.de/10009666772

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - 2011

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

Persistent link: https://www.econbiz.de/10009419307