304 citations · 329 across the 3 of their papers we have counts for
6 papers
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
Hyungsik Roger Moon, Martin Weidner
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the…
Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed ef…
Robust Forecasting
Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distribu…
Normal Approximation in Large Network Models
Michael P. Leung, Hyungsik Roger Moon
We prove a central limit theorem for network formation models with strategic interactions and homophilous agents. Since data often consists of observations on a single large networ…
Forecasting with Dynamic Panel Data Models
Laura Liu, Hyungsik Roger Moon, Frank Schorfheide
This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's for…
Inference for VARs Identified with Sign Restrictions
Eleonora Granziera, Hyungsik Roger Moon, Frank Schorfheide
There is a fast growing literature that set-identifies structural vector autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the endogenous variab…