ArXiv TLDR

Hyungsik Roger Moon

4 papers · Latest:

Econometrics

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

This paper analyzes and proposes the LS-MD method for dynamic linear panel regression with interactive fixed effects and measurement error.

2605.02311
Econometrics

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

This paper shows the limiting distribution of the LS estimator in panel regression with unknown factors is independent of the estimated factor count if not underestimated.

2605.00614
Econometrics

Dynamic Linear Panel Regression Models with Interactive Fixed Effects

This paper analyzes and bias-corrects LS estimators and test statistics for dynamic linear panel regression with interactive fixed effects.

2605.00612
Econometrics

Estimation of random coefficients logit demand models with interactive fixed effects

This paper extends the BLP demand model by incorporating interactive fixed effects to address endogeneity and persistence in market shares.

2605.00602

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