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) |
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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 |
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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) |
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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 |
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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) |
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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) |
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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) |
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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) |
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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) |
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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) |
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