Seung C. Ahn
Seung C. Ahn
Department of Economics, Arizona State University
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Efficient estimation of models for dynamic panel data
SC Ahn, P Schmidt
Journal of Econometrics 68 (1), 5-27, 1995
Eigenvalue ratio test for the number of factors
SC Ahn, AR Horenstein
Econometrica 81 (3), 1203-1227, 2013
GMM estimation of linear panel data models with time-varying individual effects
SC Ahn, YH Lee, P Schmidt
Journal of econometrics 101 (2), 219-255, 2001
Panel data models with multiple time-varying individual effects
SC Ahn, YH Lee, P Schmidt
Journal of econometrics 174 (1), 1-14, 2013
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
SC Ahn, P Schmidt
Journal of Econometrics 76 (1), 309-321, 1997
Estimation of long-run inefficiency levels: a dynamic frontier approach
SC Ahn, RC Sickles
Econometric Reviews 19 (4), 461-492, 2000
Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance
SC Ahn, C Gadarowski
Journal of Empirical Finance 11 (1), 109-132, 2004
Efficient estimation of panel data models with strictly exogenous explanatory variables
KS Im, SC Ahn, P Schmidt, JM Wooldridge
Journal of Econometrics 93 (1), 177-201, 1999
A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
SC Ahn, S Low
Journal of Econometrics 71 (1-2), 309-319, 1996
Estimation of linear panel data models using GMM
SC Ahn, P Schmidt
Generalized methods of moments estimation”, Cambridge, 1999
Large-N and large-T properties of panel data estimators and the Hausman test
SC Ahn, HR Moon
Festschrift in Honor of Peter Schmidt, 219-258, 2014
Life-cycle demand for major league baseball
SC Ahn, YH Lee
International Journal of Sport Finance 2 (2), 79-93, 2007
Major League Baseball attendance: Long-term analysis using factor models
SC Ahn, YH Lee
Journal of Sports Economics 15 (5), 451-477, 2014
Beta matrix and common factors in stock returns
SC Ahn, AR Horenstein, N Wang
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, 2017
Two-pass cross-sectional regression of factor pricing models: Minimum distance approach
SC Ahn, C Gadarowski
Available at SSRN 191970, 1999
GMM estimation of the number of latent factors: With application to international stock markets
SC Ahn, MF Perez
Journal of Empirical Finance 17 (4), 783-802, 2010
Orthogonality tests in linear models
SC Ahn
Oxford Bulletin of Economics and Statistics 59 (1), 183-186, 1997
Likelihood based inference for dynamic panel data models
SC Ahn, GM Thomas
Unpublished manuscript, 2006
Effort, technology and the efficiency of agricultural cooperatives
SC Ahn, JC Brada, JA Méndez
The journal of development studies 48 (11), 1601-1616, 2012
Exchange rates and FOMC days
SC Ahn, M Melvin
Journal of Money, Credit and Banking 39 (5), 1245-1266, 2007
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