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Demand estimation with high-dimensional product characteristics
Gillen, Benjamin J.; Shum, Matthew; Moon, Hyungsik Roger - In: Bayesian model comparison, (pp. 301-323). 2014
Persistent link: https://www.econbiz.de/10010465200
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Estimation of an education production function under random assignment with selection
Choi, Eleanor Jawon; Moon, Hyungsik Roger; Ridder, Geert - In: The American economic review 104 (2014) 5, pp. 206-211
Persistent link: https://www.econbiz.de/10010390359
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Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - 2014
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true number of factors in the data we establish the limiting...
Persistent link: https://www.econbiz.de/10010392909
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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 122 (2004) 1, pp. 81-126
Persistent link: https://www.econbiz.de/10002136502
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Minimum distance estimation of nonstationary time series models
Moon, Hyungsik Roger; Schorfheide, Frank - In: Econometric theory 18 (2002) 6, pp. 1385-1407
Persistent link: https://www.econbiz.de/10001716909
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A note on the nonstationary binary choice logit model
Guerre, Emmanuel; Moon, Hyungsik Roger - In: Economics letters 76 (2002) 2, pp. 267-271
Persistent link: https://www.econbiz.de/10001690462
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Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352
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The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - 2000
Persistent link: https://www.econbiz.de/10001504780
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A predictability test for a small number of nested models
Granziera, Eleonora; Hubrich, Kirstin; Moon, Hyungsik Roger - In: Journal of econometrics 182 (2014) 1, pp. 174-185
Persistent link: https://www.econbiz.de/10010497092