Seung Ahn

Professor

  • 738 Citations
  • 10 h-Index
1992 …2018
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Research Output 1992 2018

  • 738 Citations
  • 10 h-Index
  • 26 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

Factors
Canonical correlation
Common factors
Macroeconomic variables
Usefulness
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

Integrated model
Household
Life-cycle consumption
Integrated
Panel data
2016
2 Citations
Education
Income
Penalty
Quantile regression
Youth labour market
2015
2 Citations

Comment on 'IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis

Ahn, S., Apr 1 2015, In : Journal of Econometrics. 185, 2, p. 542-544 3 p.

Research output: Contribution to journalArticle

Instrumental Variables
Identification Problem
Identification (control systems)
Model
Factors
2014
3 Citations

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

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

Research output: Contribution to journalArticle

professional association
beauty
productivity
worker
premium
5 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

Attendance
Major League Baseball
Common factors
Stadium
Outcome uncertainty
2013
95 Citations

Eigenvalue ratio test for the number of factors

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

Research output: Contribution to journalArticle

Factors
Estimator
Eigenvalues
Simulation
41 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

Panel Data
Data Model
Data structures
Time-varying
Method of moments
3 Citations

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

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

Research output: Contribution to journalArticle

Multicollinearity
Risk premium
Invariance
Estimator
Price risk
2012
4 Citations

Effort, Technology and the Efficiency of Agricultural Cooperatives

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

Research output: Contribution to journalArticle

agricultural cooperative
farm
efficiency
agriculture
El Salvador
2 Citations

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

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

Research output: Contribution to journalArticle

Autocorrelation
Cross-sectional regression
Minimum distance
Heteroskedasticity
Estimator
2010
GMM estimation
Latent factors
International stock markets
3 Citations

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

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

Research output: Contribution to journalArticle

Latent factors
Factors
International stock markets
Generalized method of moments
Estimator
2007
6 Citations

Exchange rates and FOMC days

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

Research output: Contribution to journalArticle

Informed trading
Exchange rates
Public information
Policy learning
Exchange rate determination
24 Citations

Stochastic frontier models with multiple time-varying individual effects

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

Research output: Contribution to journalArticle

firm
farm
efficiency
ranking
flexibility
2004
23 Citations

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

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

Research output: Contribution to journalArticle

Generalized method of moments
Specification test
Small sample properties
P value
Finance
2001
78 Citations

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

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

Research output: Contribution to journalArticle

Panel Data
Data Model
Time-varying
Estimator
Generalized Method of Moments
1999
23 Citations

Efficient estimation of panel data models with strictly exogenous explanatory variables

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

Research output: Contribution to journalArticle

Efficient Estimation
Panel Data
Data Model
Strictly
Moment Conditions
1997
41 Citations

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

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

Research output: Contribution to journalArticle

Efficient Estimation
Panel Data
Data Model
Moment Conditions
Alternatives
2 Citations

Orthogonality tests in linear models

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

Research output: Contribution to journalArticle

linear model
Orthogonality
Linear Model
Wald Statistic
Regression
1996
10 Citations

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

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

Research output: Contribution to journalArticle

Time Series Data
Reformulation
Regression Model
Cross section
Alternatives
1 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

Labor contracts
Wages
Monitoring
Involuntary unemployment
Imperfect monitoring
1995
15 Citations

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

Moment conditions
Separability
Prediction
Conditional moments
Generalized method of moments
327 Citations

Efficient estimation of models for dynamic panel data

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

Research output: Contribution to journalArticle

Moment Conditions
Efficient Estimation
Panel Data
Dynamic models
Dynamic Model
1992
24 Citations

Comment

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

Research output: Contribution to journalArticle

4 Citations

The Lagrangean multiplier test for a model with two selectivity criteria

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

Research output: Contribution to journalArticle

Statistics
Multiplier
Selectivity
Selection bias