4 citations · 9 across the 7 of their papers we have counts for
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econ.EM2017
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…
econ.EM2017
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…