Similar Search Results

Estimation of high-dimensional seemingly unrelated regression models

Tan, Lidan; Chiong, Khai Xiang; Moon, Hyungsik Roger - In: Econometric reviews 40 (2021) 9, pp. 830-851

Persistent link: https://www.econbiz.de/10012624541

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

Nonstationary panel data analysis : an overview of some recent developments

Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometric reviews 19 (2000) 3, pp. 263-286

Persistent link: https://www.econbiz.de/10001508266

Linear regression limit theory for nonstationary panel data

Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1111

Persistent link: https://www.econbiz.de/10001405853

A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors

Moon, Hyungsik Roger - In: Economics letters 65 (1999) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10001406362

Linear regression limit theory for nonstationary panel data

Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999

Persistent link: https://www.econbiz.de/10001389313

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

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - In: Economics letters 117 (2012) 1, pp. 239-242

Persistent link: https://www.econbiz.de/10009697803

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - 2011

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method. -- dynamic panel ; interactive...

Persistent link: https://www.econbiz.de/10009419307

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