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GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
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Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan - In: Journal of econometrics 185 (2015) 2, pp. 542-544
Persistent link: https://www.econbiz.de/10011348941
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Estimation of long-run inefficiency levels : a dynamic frontier approach
Ahn, Seung Chan; Good, David H.; Sickles, Robin C. - In: Econometric reviews 19 (2000) 4, pp. 461-492
Persistent link: https://www.econbiz.de/10001521435
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Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables
Ahn, Seung Chan; Schmidt, Peter - In: Analysis of panels and limited dependent variable …, (pp. 171-198). 1999
Persistent link: https://www.econbiz.de/10001445111
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GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
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Small sample properties of the GMM specification test based on the Hansen - Jagannathan distance
Ahn, Seung Chan; Gadarowski, Christopher - In: Journal of empirical finance 11 (2004) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10001881010
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Panel data models with multiple time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 174 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
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Estimation of linear panel data models using GMM
Ahn, Seung Chan; Schmidt, Peter - In: Generalized method of moments estimation, (pp. 211-247). 1999
Persistent link: https://www.econbiz.de/10001437746
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Stochastic frontier models with multiple time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of productivity analysis 27 (2007) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003494902
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Likelihood-based inference for dynamic panel data models
Ahn, Seung Chan; Thomas, Gareth M. - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2859-2909
Persistent link: https://www.econbiz.de/10014329016