Seung Ahn

Professor

  • 968 Citations
  • 12 h-Index
1992 …2018

Research output per year

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Research Output

  • 968 Citations
  • 12 h-Index
  • 25 Article
  • 2 Comment/debate
  • 1 Review article
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Article
2018

Is there a missing factor? A canonical correlation approach to factor models

Ahn, S., Dieckmann, S. & Perez, M. F., Jan 1 2018, (Accepted/In press) In : Review of Financial Economics.

Research output: Contribution to journalArticle

2017

Life-cycle consumption, precautionary saving, and risk sharing: An integrated analysis using household panel data

Ahn, S., Kim, H. Y. & Kang, T. H., Jun 1 2017, In : B.E. Journal of Macroeconomics. 17, 2, 20160082.

Research output: Contribution to journalArticle

2016
3 Scopus citations
2014

Beauty and productivity: The case of the ladies professional golf association

Ahn, S. & Lee, Y. H., Jan 1 2014, In : Contemporary Economic Policy. 32, 1, p. 155-168 14 p.

Research output: Contribution to journalArticle

4 Scopus citations

Major league baseball attendance: Long-term analysis using factor models

Ahn, S. & Lee, Y. H., Jan 1 2014, In : Journal of Sports Economics. 15, 5, p. 451-477 27 p.

Research output: Contribution to journalArticle

8 Scopus citations
2013

Eigenvalue ratio test for the number of factors

Ahn, S. & Horenstein, A. R., May 1 2013, In : Econometrica. 81, 3, p. 1203-1227 25 p.

Research output: Contribution to journalArticle

153 Scopus citations

Panel data models with multiple time-varying individual effects

Ahn, S., Lee, Y. H. & Schmidt, P., May 2013, In : Journal of Econometrics. 174, 1, p. 1-14 14 p.

Research output: Contribution to journalArticle

57 Scopus citations

Two-pass estimation of risk premiums with multicollinear and near-invariant betas

Ahn, S., Perez, M. F. & Gadarowski, C., Jan 1 2013, In : Journal of Empirical Finance. 20, 1, p. 1-17 17 p.

Research output: Contribution to journalArticle

4 Scopus citations
2012

Effort, Technology and the Efficiency of Agricultural Cooperatives

Ahn, S., Brada, J. C. & Mendez, J., Nov 1 2012, In : Journal of Development Studies. 48, 11, p. 1601-1616 16 p.

Research output: Contribution to journalArticle

7 Scopus citations

Robust two-pass cross-sectional regressions: A minimum distance approach

Ahn, S., Gadarowski, C. & Fabricio Perez, M., Sep 1 2012, In : Journal of Financial Econometrics. 10, 4, p. 669-701 33 p., nbs006.

Research output: Contribution to journalArticle

2 Scopus citations
2010

GMM estimation of the number of latent factors: With application to international stock markets

Ahn, S. & Perez, M. F., Sep 1 2010, In : Journal of Empirical Finance. 17, 4, p. 783-802 20 p.

Research output: Contribution to journalArticle

4 Scopus citations
2007

Exchange rates and FOMC days

Ahn, S. & Melvin, M., Aug 1 2007, In : Journal of Money, Credit and Banking. 39, 5, p. 1245-1266 22 p.

Research output: Contribution to journalArticle

6 Scopus citations

Stochastic frontier models with multiple time-varying individual effects

Ahn, S., Lee, Y. H. & Schmidt, P., Feb 1 2007, In : Journal of Productivity Analysis. 27, 1, p. 1-12 12 p.

Research output: Contribution to journalArticle

26 Scopus citations
2004

Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance

Ahn, S. & Gadarowski, C., Jan 1 2004, In : Journal of Empirical Finance. 11, 1, p. 109-132 24 p.

Research output: Contribution to journalArticle

25 Scopus citations
2001

GMM estimation of linear panel data models with time-varying individual effects

Ahn, S., Lee, Y. H. & Schmidt, P., Apr 1 2001, In : Journal of Econometrics. 101, 2, p. 219-255 37 p.

Research output: Contribution to journalArticle

89 Scopus citations
2000

Estimation of long-run inefficiency levels: A dynamic frontier approach

Ahn, S. C., Good, D. H. & Sickles, R. C., Jan 1 2000, In : Econometric Reviews. 19, 4, p. 461-492 32 p.

Research output: Contribution to journalArticle

45 Scopus citations
1999

Efficient estimation of panel data models with strictly exogenous explanatory variables

Im, K. S., Ahn, S., Schmidt, P. & Wooldridge, J. M., Nov 1 1999, In : Journal of Econometrics. 93, 1, p. 177-201 25 p.

Research output: Contribution to journalArticle

26 Scopus citations
1997

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation

Ahn, S. & Schmidt, P., Jan 1 1997, In : Journal of Econometrics. 76, 1-2, p. 309-321 13 p.

Research output: Contribution to journalArticle

45 Scopus citations

Orthogonality tests in linear models

Ahn, S., Feb 1 1997, In : Oxford Bulletin of Economics and Statistics. 59, 1, p. 184-186 3 p.

Research output: Contribution to journalArticle

3 Scopus citations
1996

A reformulation of the Hausman test for regression models with pooled cross-section-time-series data

Ahn, S. & Low, S., Jan 1 1996, In : Journal of Econometrics. 71, 1-2, p. 309-319 11 p.

Research output: Contribution to journalArticle

12 Scopus citations

Optimal labour contracts and involuntary unemployment under costly and imperfect monitoring

Ahn, S. & Faith, R. L., Nov 1996, In : Economica. 63, 252, p. 569-588 20 p.

Research output: Contribution to journalArticle

1 Scopus citations
1995

A separability result for gmim estimation, with applications to gls prediction and conditional moment tests

Ahn, S. & Schmidt, P., Jan 1 1995, In : Econometric Reviews. 14, 1, p. 19-34 16 p.

Research output: Contribution to journalArticle

17 Scopus citations

Efficient estimation of models for dynamic panel data

Ahn, S. & Schmidt, P., Jul 1995, In : Journal of Econometrics. 68, 1, p. 5-27 23 p.

Research output: Contribution to journalArticle

396 Scopus citations
1992

Comment

Schmidt, P., Ahn, S. & Wyhowski, D., Jan 1992, In : Journal of Business and Economic Statistics. 10, 1, p. 10-14 5 p.

Research output: Contribution to journalArticle

27 Scopus citations

The Lagrangean multiplier test for a model with two selectivity criteria

Ahn, S., Jan 1992, In : Economics Letters. 38, 1, p. 9-15 7 p.

Research output: Contribution to journalArticle

4 Scopus citations