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Bayesian and Frequentist Inference in Partially Identified Models
Moon, Hyungsik Roger; Schorfheide, Frank - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 755-783
Persistent link: https://www.econbiz.de/10009842986
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Estimation with overidentifying inequality moment conditions
Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 153 (2009) 2, pp. 136-154
Persistent link: https://www.econbiz.de/10008314440
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BAYESIAN AND FREQUENTIST INFERENCE IN PARTIALLY IDENTIFIED MODELS
Moon, Hyungsik Roger; Schorfheide, Frank - 2009
Persistent link: https://www.econbiz.de/10008249840
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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/10006972301
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Estimation with overidentifying inequality moment conditions
Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 153 (2009) 2, pp. 136-155
Persistent link: https://www.econbiz.de/10008883200
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INFERENCE FOR VARS IDENTIFIED WITH SIGN RESTRICTIONS
Roger Moon, Hyungsik; Schorfheide, Frank; Granziera, … - 2011
Persistent link: https://www.econbiz.de/10009263004
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It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices
Christensen, Timothy; Hurn, Stan; Lindsay, Kenneth - In: The energy journal 30 (2009) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10008166132
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Detecting common dynamics in transitory components
Christensen, Timothy; Hurn, Stan; Pagan, Adrian - In: Journal of time series econometrics 3 (2011) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010029877
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Linear Regression Limit Theory for Nonstationary Panel Data
Phillips, Peter C.B.; Moon, Hyungsik R. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1112
Persistent link: https://www.econbiz.de/10006784381
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Maximum Likelihood Estimation in Panels with Incidental Trends
Moon, Hyungsik R.; Phillips, Peter C.B. - In: Oxford bulletin of economics and statistics 61 (1999), pp. 711-748
Persistent link: https://www.econbiz.de/10006457796