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Estimation of random coefficients logit demand models with interactive fixed effects
Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - In: Journal of econometrics 206 (2018) 2, pp. 613-644
Persistent link: https://www.econbiz.de/10012110420
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Estimation of random coefficients logit demand models with interactive fixed effects
Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2017 - This version: February 15, 2017
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice 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/10011603891
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Dynamic linear panel regression models with interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - In: Econometric theory 33 (2017) 1, pp. 158-195
Persistent link: https://www.econbiz.de/10011665278
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Peter C. B. Phillips's contributions to panel data methods
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric theory 30 (2014) 4, pp. 882-893
Persistent link: https://www.econbiz.de/10010502139
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Dynamic linear panel regression models with interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - 2014
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged …
Persistent link: https://www.econbiz.de/10010458628
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Forecasting with a panel Tobit model
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2019 - This version: December 10, 2019
Persistent link: https://www.econbiz.de/10012223913
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Panel forecasts of country-level Covid-19 infections
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2020
Persistent link: https://www.econbiz.de/10012239137
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Panel forecasts of country-level COVID-19 infections
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2020
Persistent link: https://www.econbiz.de/10012226166
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Forecasting with dynamic panel data models
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011705384
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Many IVs estimation of dynamic panel regression models with measurement error
Lee, Nayoung; Moon, Hyungsik Roger; Zhou, Qiankun - In: Journal of econometrics 200 (2017) 2, pp. 251-259
Persistent link: https://www.econbiz.de/10011917232