Narrow search
Showing 1 - 10 of 19
Cover Image
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
Cover Image
Estimation of autoregressive roots near unity using panel data
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Econometric theory 16 (2000) 6, pp. 927-997
Persistent link: https://www.econbiz.de/10001548351
Cover Image
How to estimate autoregressive roots near unity
Phillips, Peter C. B.; Moon, Hyungsik Roger; Xiao, Zhijie - In: Econometric theory 17 (2001) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
Cover Image
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
Cover Image
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
Cover Image
A study of a semiparametric binary choice model with integrated covariates
Guerre, Emmanuel; Moon, Hyungsik Roger - In: Econometric theory 22 (2006) 4, pp. 721-742
Persistent link: https://www.econbiz.de/10003351880
Cover Image
On the Breitung test for panel unit roots and local asymptotic power
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10003396976
Cover Image
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
Cover Image
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
Cover Image
A uniform bound on the operator norm of sub-Gaussian random matrices and its applications
Franguridi, Grigory; Moon, Hyungsik Roger - In: Econometric theory 38 (2022) 6, pp. 1073-1091
Persistent link: https://www.econbiz.de/10013539190