Hyungsik Roger Moon

CFDPs

CFPs

CFP 1487 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Parameters and Dynamic Panel Modeling," 111-148 (in Badi H. Baltagi ed. Handbook of Panel Data, Oxford University Press, 2015, Ch. 4)
CFP 1448 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Point-optimal Panel Unit Root Tests with Serially Correlated Errors," Econometrics Journal, (October 2014), 17(3): 338-372
CFP 1215 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "Incidental Trends and the Power of Panel Unit Root Tests," Journal of Econometrics, (December 2007), 141(2): 416-459 [See CFDP 1435]
CFP 1179 Hyungsik Roger Moon, Benoit Perron, Peter C. B. Phillips, "On the Breitung Test for Panel Unit Roots and Local Asymptotic Power," Econometric Theory, (December 2006), 22(6): 1179-1190
CFP 1085 Hyungsik Roger Moon, Peter C. B. Phillips, "GMM Estimation of Autoregressive Roots Near Units with Panel Data," 467-522 (Econometrica (March 2004) 72(2)) [See CFDP 1274]
CFP 1028 Peter C. B. Phillips, Hyungsik Roger Moon, Zhijie Xiao, "How to Estimate Autoregressive Roots Near Unity," Econometric Theory, (February 2001), 17(1): 29-59 [See CFDP 1191]
CFP 1018 Hyungsik Roger Moon, Peter C. B. Phillips, "Estimation of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, (January 2000), 16(6): 927-997 [See CFDP 1224]
CFP 1009 Peter C. B. Phillips, Hyungsik Roger Moon, "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Econometric Reviews, (January 2000), 19(3): 263-286 [See CFDP 1221]
CFP 999 Hyungsik Roger Moon, Peter C. B. Phillips, "Maximum Likelihood Estimation in Panels with Incidental Trends," Oxford Bulletin of Economics and Statistics, (November 1999), 61(S1): 711-747 [See CFDP 1246]
CFP 986 Peter C. B. Phillips, Hyungsik Roger Moon, "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, (September 1999), 67(5): 1057-1111 [See CFDP 1222]