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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

Robust two-pass cross-sectional regressions : a minimum distance approach

Ahn, Seung Chan; Gadarowski, Christopher; Perez, M. Fabricio - In: Journal of financial econometrics : official journal of … 10 (2012) 4, pp. 669-701

Persistent link: https://www.econbiz.de/10009671891

GMM Estimation of the Number of Latent Factors : With Application to International Stock Markets

Ahn, Seung Chan; Perez, M. Fabricio - 2011

We propose new generalized method of moments (GMM) estimators for the number of latent factors in linear factor models. The estimators are appropriate for data with a large (small) number of cross-sectional observations and a small (large) number of time series observations. The estimation...

Persistent link: https://www.econbiz.de/10014050472

The Lagrangean multiplier test for a model with two selectivity criteria

Ahn, Seung Chan - In: Economics letters 38 (1992) 1, pp. 9-15

Persistent link: https://www.econbiz.de/10001122996

Orthogonality tests in linear models

Ahn, Seung Chan - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 183-186

Persistent link: https://www.econbiz.de/10001223724

Three essays on share contracts, labor supply, and the estimation of models for dynamic panel data

Ahn, Seung Chan - 1990

Persistent link: https://www.econbiz.de/10000877000

A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests

Ahn, Seung Chan - In: Econometric reviews 14 (1995) 1, pp. 19-34

Persistent link: https://www.econbiz.de/10001177160

Efficient estimation of dynamic panel data models : alternative assumptions and simplified estimation

Ahn, Seung Chan - In: Journal of econometrics 76 (1997) 1, pp. 309-321

Persistent link: https://www.econbiz.de/10001211358

A reformulation of the Hausman test for regression models with pooled cross-section-time-series data

Ahn, Seung Chan - In: Journal of econometrics 71 (1996) 1, pp. 309-319

Persistent link: https://www.econbiz.de/10001194730

Large-N and large-T properties of panel data estimators and the Hausman test

Ahn, Seung Chan; Moon, Hyungsik Roger - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 219-258). 2014

Persistent link: https://www.econbiz.de/10011559021

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