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Moon, Hyungsik Roger

Author ID: moon.hyungsik-roger Recent zbMATH articles by "Moon, Hyungsik Roger"
Published as: Moon, Hyungsik Roger; Moon, Hyungsik R.; Moon, H. R.
Homepage: https://dornsife.usc.edu/hyungsik-roger-moon/
External Links: MGP
Documents Indexed: 39 Publications since 1999
Co-Authors: 19 Co-Authors with 37 Joint Publications
296 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 636 times in 444 Documents Cited by Year
Linear regression limit theory for nonstationary panel data. Zbl 1056.62532
Phillips, Peter C. B.; Moon, Hyungsik R.
158
1999
Testing for a unit root in panels with dynamic factors. Zbl 1282.62201
Moon, Hyungsik Roger; Perron, Benoit
87
2004
Linear regression for panel with unknown number of factors as interactive fixed effects. Zbl 1410.62126
Moon, Hyungsik Roger; Weidner, Martin
54
2015
Dynamic linear panel regression models with interactive fixed effects. Zbl 1441.62816
Moon, Hyungsik Roger; Weidner, Martin
41
2017
Bayesian and frequentist inference in partially identified models. Zbl 1274.91340
Moon, Hyungsik Roger; Schorfheide, Frank
36
2012
Incidental trends and the power of panel unit root tests. Zbl 1418.62293
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B.
34
2007
Estimation of autoregressive roots near unity using panel data. Zbl 1179.62126
Moon, Hyungsik R.; Phillips, Peter C. B.
26
2000
Nonstationary panel data analysis: An overview of some recent developments. Zbl 0953.62126
Phillips, Peter C. B.; Moon, Hyungsik R.
18
2000
Asymptotic local power of pooled \(t\)-ratio tests for unit roots in panels with fixed effects. Zbl 1135.91413
Moon, Hyungsik Roger; Perron, Benoit
17
2008
GMM estimation of autoregressive roots near unity with panel data. Zbl 1131.62319
Moon, Hyungsik Roger; Phillips, Peter C. B.
14
2004
Panel data models with finite number of multiple equilibria. Zbl 1193.91082
Hahn, Jinyong; Moon, Hyungsik Roger
13
2010
Reducing bias of MLE in a dynamic panel model. Zbl 1125.62128
Hahn, Jinyong; Moon, Hyungsik Roger
13
2006
How to estimate autoregressive roots near unity. Zbl 0997.62071
Phillips, Peter C. B.; Moon, Hyungsik Roger; Xiao, Zhijie
11
2001
A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. Zbl 1051.62524
Moon, Hyungsik R.
10
1999
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity. Zbl 1062.62253
Moon, Hyungsik Roger; Perron, Benoit
10
2004
Estimation with overidentifying inequality moment conditions. Zbl 1431.62126
Moon, Hyungsik Roger; Schorfheide, Frank
10
2009
The Hausman test and weak instruments. Zbl 1441.62714
Hahn, Jinyong; Ham, John C.; Moon, Hyungsik Roger
10
2011
Analysis of interactive fixed effects dynamic linear panel regression with measurement error. Zbl 1255.62366
Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin
9
2012
Inference for VARs identified with sign restrictions. Zbl 1412.62118
Granziera, Eleonora; Moon, Hyungsik Roger; Schorfheide, Frank
9
2018
Estimation of random coefficients logit demand models with interactive fixed effects. Zbl 1452.62951
Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin
9
2018
On the Breitung test for panel unit roots and local asymptotic power. Zbl 1170.62413
Moon, H. R.; Perron, B.; Phillips, P. C. B.
7
2006
Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel. Zbl 1443.62231
Moon, H. R.; Perron, B.
6
2012
Many IVs estimation of dynamic panel regression models with measurement error. Zbl 1388.62369
Lee, Nayoung; Moon, Hyungsik Roger; Zhou, Qiankun
6
2017
A note on the nonstationary binary choice logit model. Zbl 1031.91026
Guerre, Emmanuel; Moon, Hyungsik Roger
5
2002
Maximum score estimation of a nonstationary binary choice model. Zbl 1328.62216
Moon, Hyungsik Roger
5
2004
Minimum distance estimation of nonstationary time series models. Zbl 1023.62089
Moon, Hyungsik Roger; Schorfheide, Frank
4
2002
Panel forecasts of country-level Covid-19 infections. Zbl 1464.62458
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank
4
2021
A study of a semiparametric binary choice model with integrated covariates. Zbl 1125.62025
Guerre, Emmanuel; Moon, Hyungsik Roger
3
2006
Forecasting with dynamic panel data models. Zbl 1467.62176
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank
3
2020
A predictability test for a small number of nested models. Zbl 1311.62111
Granziera, Eleonora; Hubrich, Kirstin; Moon, Hyungsik Roger
1
2014
Test of random versus fixed effects with small within variation. Zbl 1271.62147
Hahn, Jinyong; Ham, John; Moon, Hyungsik Roger
1
2011
Estimation of high-dimensional seemingly unrelated regression models. Zbl 1491.62041
Tan, Lidan; Chiong, Khai Xiang; Moon, Hyungsik Roger
1
2021
Estimation of graphical models using the \(L_{1, 2}\) norm. Zbl 07547393
Chiong, Khai Xiang; Moon, Hyungsik Roger
1
2018
Panel forecasts of country-level Covid-19 infections. Zbl 1464.62458
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank
4
2021
Estimation of high-dimensional seemingly unrelated regression models. Zbl 1491.62041
Tan, Lidan; Chiong, Khai Xiang; Moon, Hyungsik Roger
1
2021
Forecasting with dynamic panel data models. Zbl 1467.62176
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank
3
2020
Inference for VARs identified with sign restrictions. Zbl 1412.62118
Granziera, Eleonora; Moon, Hyungsik Roger; Schorfheide, Frank
9
2018
Estimation of random coefficients logit demand models with interactive fixed effects. Zbl 1452.62951
Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin
9
2018
Estimation of graphical models using the \(L_{1, 2}\) norm. Zbl 07547393
Chiong, Khai Xiang; Moon, Hyungsik Roger
1
2018
Dynamic linear panel regression models with interactive fixed effects. Zbl 1441.62816
Moon, Hyungsik Roger; Weidner, Martin
41
2017
Many IVs estimation of dynamic panel regression models with measurement error. Zbl 1388.62369
Lee, Nayoung; Moon, Hyungsik Roger; Zhou, Qiankun
6
2017
Linear regression for panel with unknown number of factors as interactive fixed effects. Zbl 1410.62126
Moon, Hyungsik Roger; Weidner, Martin
54
2015
A predictability test for a small number of nested models. Zbl 1311.62111
Granziera, Eleonora; Hubrich, Kirstin; Moon, Hyungsik Roger
1
2014
Bayesian and frequentist inference in partially identified models. Zbl 1274.91340
Moon, Hyungsik Roger; Schorfheide, Frank
36
2012
Analysis of interactive fixed effects dynamic linear panel regression with measurement error. Zbl 1255.62366
Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin
9
2012
Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel. Zbl 1443.62231
Moon, H. R.; Perron, B.
6
2012
The Hausman test and weak instruments. Zbl 1441.62714
Hahn, Jinyong; Ham, John C.; Moon, Hyungsik Roger
10
2011
Test of random versus fixed effects with small within variation. Zbl 1271.62147
Hahn, Jinyong; Ham, John; Moon, Hyungsik Roger
1
2011
Panel data models with finite number of multiple equilibria. Zbl 1193.91082
Hahn, Jinyong; Moon, Hyungsik Roger
13
2010
Estimation with overidentifying inequality moment conditions. Zbl 1431.62126
Moon, Hyungsik Roger; Schorfheide, Frank
10
2009
Asymptotic local power of pooled \(t\)-ratio tests for unit roots in panels with fixed effects. Zbl 1135.91413
Moon, Hyungsik Roger; Perron, Benoit
17
2008
Incidental trends and the power of panel unit root tests. Zbl 1418.62293
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B.
34
2007
Reducing bias of MLE in a dynamic panel model. Zbl 1125.62128
Hahn, Jinyong; Moon, Hyungsik Roger
13
2006
On the Breitung test for panel unit roots and local asymptotic power. Zbl 1170.62413
Moon, H. R.; Perron, B.; Phillips, P. C. B.
7
2006
A study of a semiparametric binary choice model with integrated covariates. Zbl 1125.62025
Guerre, Emmanuel; Moon, Hyungsik Roger
3
2006
Testing for a unit root in panels with dynamic factors. Zbl 1282.62201
Moon, Hyungsik Roger; Perron, Benoit
87
2004
GMM estimation of autoregressive roots near unity with panel data. Zbl 1131.62319
Moon, Hyungsik Roger; Phillips, Peter C. B.
14
2004
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity. Zbl 1062.62253
Moon, Hyungsik Roger; Perron, Benoit
10
2004
Maximum score estimation of a nonstationary binary choice model. Zbl 1328.62216
Moon, Hyungsik Roger
5
2004
A note on the nonstationary binary choice logit model. Zbl 1031.91026
Guerre, Emmanuel; Moon, Hyungsik Roger
5
2002
Minimum distance estimation of nonstationary time series models. Zbl 1023.62089
Moon, Hyungsik Roger; Schorfheide, Frank
4
2002
How to estimate autoregressive roots near unity. Zbl 0997.62071
Phillips, Peter C. B.; Moon, Hyungsik Roger; Xiao, Zhijie
11
2001
Estimation of autoregressive roots near unity using panel data. Zbl 1179.62126
Moon, Hyungsik R.; Phillips, Peter C. B.
26
2000
Nonstationary panel data analysis: An overview of some recent developments. Zbl 0953.62126
Phillips, Peter C. B.; Moon, Hyungsik R.
18
2000
Linear regression limit theory for nonstationary panel data. Zbl 1056.62532
Phillips, Peter C. B.; Moon, Hyungsik R.
158
1999
A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. Zbl 1051.62524
Moon, Hyungsik R.
10
1999
all top 5

Cited by 559 Authors

21 Westerlund, Joakim
18 Moon, Hyungsik Roger
18 Phillips, Peter Charles Bonest
17 Su, Liangjun
16 Shin, Dongwan
12 Kao, Chihwa
9 Hsiao, Cheng
9 Okui, Ryo
9 Pesaran, M. Hashem
8 Bai, Jushan
8 Baltagi, Badi H.
8 Gao, Jiti
7 Herwartz, Helmut
7 Lee, Lung-Fei
7 Linton, Oliver Bruce
7 Perron, Benoit
7 Sarafidis, Vasilis
7 Trapani, Lorenzo
6 Jin, Sainan
6 Li, Kunpeng
6 Liao, Yuan
6 Tzavalis, Elias
6 Wagner, Martin Franz-Xaver
6 Weidner, Martin P.
6 Yamagata, Takashi
5 Breitung, Jorg
5 Hanck, Christoph
5 Zhou, Qiankun
4 Arashi, Mohammad
4 Fernández-Val, Iván
4 Hadri, Kaddour
4 Hayakawa, Kazuhiko
4 Juodis, Artūras
4 Karavias, Yiannis
4 Larsson, Rolf
4 Li, Degui
4 Miao, Ke
4 Oh, Man-Suk
4 Smeekes, Stephan
4 Wang, Wendun
4 Yu, Jihai
3 Ando, Tomohiro
3 Armstrong, Timothy B.
3 Becheri, I. Gaia
3 Bollinger, Christopher R.
3 Carrion-i-Silvestre, Josep Lluís
3 Chang, Yoosoon
3 Chen, Jia
3 Chu, Chia-Shang James
3 Chudik, Alexander
3 Demetrescu, Matei
3 Drost, Feike C.
3 Fan, Jianqing
3 Hahn, Jinyong
3 Han, Chirok
3 Hidalgo, Javier
3 Inoue, Atsushi
3 Liu, Long
3 Lu, Xun
3 Ng, Serena
3 Norkutė, Milda
3 Palm, Franz C.
3 Robertson, Donald
3 Robinson, Peter Michael
3 Roozbeh, Mahdi
3 Schorfheide, Frank
3 Shintani, Mototsugu
3 Solberger, Martin
3 Sul, Donggyu
3 Urbain, Jean-Pierre
3 Urga, Giovanni
3 van den Akker, Ramon
3 van Hasselt, Martijn
3 Velasco, Carlos
3 Wansbeek, Tom J.
3 Zhang, Yonghui
2 Abdel-Aziz, Alaa A.
2 Afify, Hossameldin A.
2 Ahfock, Daniel C.
2 Chambers, Marcus J.
2 Costantini, Mauro
2 Cui, Guowei
2 Das, Samarjit
2 de Jong, Robert M.
2 Dhaene, Geert
2 Doko Tchatoka, Firmin
2 Fan, Yanqin
2 Feng, Qu
2 Feng, Sanying
2 Fuertes, Ana-María
2 Galvao, Antonio F. jun.
2 Ghysels, Eric
2 Gonçalves, Sílvia
2 Guggenberger, Patrik
2 Gustafson, Paul
2 Gutierrez, Luciano
2 Hafner, Christian Matthias
2 Hlouskova, Jaroslava
2 Horváth, Lajos
2 Hu, Yingyao
...and 459 more Authors
all top 5

Cited in 62 Serials

164 Journal of Econometrics
46 Econometric Theory
41 Econometric Reviews
29 Economics Letters
16 The Econometrics Journal
14 Computational Statistics and Data Analysis
10 Journal of Time Series Analysis
8 Journal of the American Statistical Association
7 Journal of Economic Dynamics & Control
5 The Annals of Statistics
5 Journal of Statistical Planning and Inference
5 Communications in Statistics. Theory and Methods
5 Journal of Applied Statistics
5 Quantitative Economics
4 Statistics
4 Communications in Statistics. Simulation and Computation
4 Statistical Papers
4 AStA. Advances in Statistical Analysis
4 Journal of Econometric Methods
3 Journal of Multivariate Analysis
3 Statistics & Probability Letters
3 Computational Statistics
3 Studies in Nonlinear Dynamics and Econometrics
3 Electronic Journal of Statistics
3 Bulletin of Economic Research
2 The Canadian Journal of Statistics
2 Metrika
2 Statistica Neerlandica
2 Test
2 Open Economies Review
2 Advances and Applications in Statistics
2 Journal of Probability and Statistics
1 Advances in Applied Probability
1 The American Statistician
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Applied Mathematics and Computation
1 Automatica
1 Biometrics
1 International Economic Review
1 Journal of Computational and Applied Mathematics
1 Mathematics and Computers in Simulation
1 Operations Research
1 Statistical Science
1 International Journal of Approximate Reasoning
1 Stochastic Processes and their Applications
1 Applied Mathematics. Series B (English Edition)
1 Applied and Computational Harmonic Analysis
1 Statistica Sinica
1 Bernoulli
1 Mathematical Problems in Engineering
1 Soft Computing
1 Macroeconomic Dynamics
1 Journal of Economic Growth
1 Communications in Nonlinear Science and Numerical Simulation
1 Quantitative Finance
1 Statistical Methods and Applications
1 Journal of Statistical Theory and Practice
1 International Journal of Stochastic Analysis
1 Statistics and Computing
1 Bayesian Analysis
1 Journal of Time Series Econometrics

Citations by Year