EIGENVALUE RATIO TEST FOR THE NUMBER OF FACTORS von Ahn, Seung C., Horenstein, Alex R.

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Panel data models with multiple time-varying individual effects von Ahn, Seung C., Lee, Young H., Schmidt, Peter

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THE INCOME PENALTY OF VERTICAL AND HORIZONTAL EDUCATION-JOB MISMATCHES IN THE KOREAN YOUTH LABOR MARKET: A QUANTILE REGRESSION APPROACH von Kim, Hong-Kyun, Ahn, Seung C., Kim, Jihye

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Likelihood-based inference for dynamic panel data models von Ahn, Seung C., Thomas, Gareth M.

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Beta Matrix and Common Factors in Stock Returns von Ahn, Seung C., Horenstein, Alex R., Wang, Na

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Effort, Technology and the Efficiency of Agricultural Cooperatives von Ahn, Seung C., Brada, Josef C., Méndez, José A.

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Comment on ‘IV estimation of panels with factor residuals’ by D. Robertson and V. Sarafidis von Ahn, Seung C.

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Is there a missing factor? A canonical correlation approach to factor models von Ahn, Seung C., Dieckmann, Stephan, Perez, M. Fabricio

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Life-cycle consumption, precautionary saving, and risk sharing: an integrated analysis using household panel data von Ahn, Seung C., Kim, H. Youn, Kang, Tong Hee

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Major League Baseball Attendance: Long-Term Analysis Using Factor Models von Ahn, Seung C., Lee, Young H.

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Efficient estimation of models for dynamic panel data von Ahn, Seung C., Schmidt, Peter

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Erratum to: Life-cycle consumption, precautionary saving, and risk sharing: an integrated analysis using household panel data von Ahn, Seung C., Kim, H. Youn, Kang, Tong Hee

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Two-pass estimation of risk premiums with multicollinear and near-invariant betas von Ahn, Seung C., Perez, M. Fabricio, Gadarowski, Christopher

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Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation von Ahn, Seung C., Schmidt, Peter

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Stochastic frontier models with multiple time-varying individual effects von Ahn, Seung C., Lee, Young H., Schmidt, Peter

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GMM estimation of the number of latent factors: With application to international stock markets von Ahn, Seung C., Perez, M. Fabricio

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Corrigendum to “GMM estimation of the number of latent factors: With application to international stock markets” [J Empir Financ. 17 (2010) 783–802] von Ahn, Seung C., Perez, M. Fabricio

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Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach von Ahn, S. C., Gadarowski, C., Perez, M. F.

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Small sample properties of the GMM specification test based on the Hansen–Jagannathan distance von Ahn, Seung C., Gadarowski, Christopher

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Estimation of long-run inefficiency levels: a dynamic frontier approach von Ahn, Seung C., Sickles, Robin C.

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