Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix MS Kim, Y Sun Journal of Econometrics 160 (2), 349-371, 2011 | 78 | 2011 |
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects MS Kim, Y Sun Journal of Econometrics 177 (1), 85-108, 2013 | 47 | 2013 |
Asymptotic F-Test in a GMM Framework with Cross-Sectional Dependence Y Sun, MS Kim Review of Economics and Statistics 97 (1), 210-223, 2015 | 34 | 2015 |
Simple and powerful GMM over-identification tests with accurate size Y Sun, MS Kim Journal of Econometrics 166 (2), 267-281, 2012 | 34 | 2012 |
Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models MS Kim, Y Sun Econometric Theory 32 (6), 1523-1568, 2016 | 25 | 2016 |
Bootstrap inference under cross‐sectional dependence TG Conley, S Gonçalves, MS Kim, B Perron Quantitative Economics 14 (2), 511-569, 2023 | 10 | 2023 |
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data MS Kim, Y Sun, J Yang Journal of Econometrics 197 (2), 298-322, 2017 | 6 | 2017 |
Gambler's Ruin in Many Dimensions and Optimal Strategy in Repeated Multi-player Games with Application to Poker MS Kim University of California, Los Angeles, 2005 | 5 | 2005 |
Robust inference for diffusion-index forecasts with cross-sectionally dependent data MS Kim Journal of Business & Economic Statistics 40 (3), 1153-1167, 2022 | 3 | 2022 |
Improved inference for interactive fixed effects model under cross-sectional dependence Z Gong, MS Kim Empirical Economics, 1-34, 2024 | 1 | 2024 |
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects Z Gong, MS Kim Journal of Business & Economic Statistics, 1-12, 2024 | 1 | 2024 |
Mahalanobis Metric Based Clustering for Fixed Effects Model C Kao, MS Kim, Z Zhang Sankhya B 83, 493-506, 2021 | 1 | 2021 |
How Powerful Was the National Policy? The Lesson of the Cotton Mills MNA Hinton, T Barbiero, MS Kim Review of Economic Analysis 6 (1), 53-67, 2014 | 1 | 2014 |