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User profiles for author:"Hyungsik Moon"

Hyungsik Roger Moon

USC & U. of Maryland
Verified email at usc.edu
Cited by 1740

Linear regression limit theory for nonstationary panel data

[PDF] from yale.edu
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PCB Phillips… - Econometrica, 1999 - Wiley Online Library
Page 1. Ž . Econometrica, Vol. 67, No. 5 September, 1999 , 10571111 LINEAR
REGRESSION LIMIT THEORY FOR NONSTATIONARY PANEL DATA1 BY PETER
CB PHILLIPS AND HYUNGSIK R. MOON 2 This paper develops ...
Cited by 656 - Related articles - Library Search - BL Direct - All 22 versions

Testing for a unit root in panels with dynamic factors

[PDF] from umontreal.ca
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HR Moon… - Journal of econometrics, 2004 - Elsevier
Cited by 403 - Related articles - All 35 versions

Nonstationary panel data analysis: An overview of some recent developments

[PDF] from yale.edu
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PCB Phillips… - Econometric Reviews, 2000 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 19(3), 263-286 (2000) Nonstationary Panel
Data Analysis: An Overview of Some Recent Developments* Peter CB Phillips
Cowles Foundation for Research in Economics Yale University ...
Cited by 139 - Related articles - Library Search - BL Direct - All 13 versions

Incidental trends and the power of panel unit root tests

[PDF] from cirano.qc.ca
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HR Moon, B Perron… - Journal of Econometrics, 2007 - Elsevier
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Estimation of autoregressive roots near unity using panel data

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HR Moon… - Econometric Theory, 2000 - Cambridge Univ Press
Page 1. ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
HYUNGSIK R. MOON University of California, Santa Barbara and University of Southern California
PETER CB PHILLIPS Yale University, University of Auckland, and University of York ...
Cited by 41 - Related articles - Library Search - BL Direct - All 36 versions

[BOOK] Nonstationary panel data analysis: An overview of some recent developments

[PDF] from psu.edu
PCB Phillips, HR Moon… - 1999 - Citeseer
Page 1. COWLES FOUNDATION FOR RESEARCH IN ECONOMICS AT YALE
UNIVERSITY Box 2125, Yale Station New Haven, Connecticut 06520 COWLES
FOUNDATION DISCUSSION PAPER NO. 1221 Note: Cowles Foundation ...
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How to estimate autoregressive roots near unity

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PCB Phillips, HR Moon… - Econometric Theory, 2001 - Cambridge Univ Press
Page 1. HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY PETER CB PHILLIPS
Yale University, University of Auckland, and University of York HYUNGSIK ROGER MOON
University of Southern California ZHIJIE XIAO University of Illinois at Urbana-Champaign ...
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GMM estimation of autoregressive roots near unity with panel data

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HR Moon… - Econometrica, 2004 - Wiley Online Library
Page 1. Econometrica, Vol. 72, No. 2 (March, 2004), 467–522 GMM ESTIMATION OF
AUTOREGRESSIVE ROOTS NEAR UNITY WITH PANEL DATA BY HYUNGSIK ROGER
MOON AND PETER CB PHILLIPS1 This paper investigates ...
Cited by 27 - Related articles - Library Search - BL Direct - All 34 versions

Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity

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HR Moon… - Econometric Reviews, 2005 - Taylor & Francis
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A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors

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HR Moon - Economics Letters, 1999 - Elsevier
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Maximum likelihood estimation in panels with incidental trends

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HR Moon… - Oxford Bulletin of Economics and …, 1999 - Wiley Online Library
Page 1. MAXIMUM LIKELIHOOD ESTIMATION IN PANELS WITH INCIDENTAL
TRENDSà Hyungsik R. Moon and Peter CB Phillipsà I. INTRODUCTION In recent
non-stationary time series applications, it has been extremely ...
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Reducing bias of MLE in a dynamic panel model

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J Hahn… - Econometric Theory, 2006 - Cambridge Univ Press
Page 1. REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL JINYONG HAHN
UCLA HYUNGSIK ROGER MOON University of Southern California This paper
investigates a simple dynamic linear panel regression model ...
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The Hausman test and weak instruments

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J Hahn, JC Ham… - Journal of Econometrics, 2011 - Elsevier
Cited by 19 - Related articles - All 13 versions

An empirical analysis of nonstationarity in a panel of interest rates with factors

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HR Moon… - Journal of Applied Econometrics, 2007 - Wiley Online Library
Skip to Main Content. ...
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Estimation with overidentifying inequality moment conditions

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HR Moon… - Journal of Econometrics, 2009 - Elsevier
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects

HR Moon… - … manuscript, University of Southern …, 2004 - en.scientificcommons.org
Cited by 11 - Related articles - Cached - All 2 versions

The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.

[PDF] from umontreal.ca
HR Moon… - 2000 - papyrus.bib.umontreal.ca
Page 1. CAHIER 2000-03 THE SEEMINGLY UNRELATED DYNAMIC
COINTEGRATION REGRESSION MODEL AND TESTING FOR PURCHASING POWER
PARITY Hyungsik Roger MOON1 and Benoit PERRON2 1 Department ...
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Boosting your instruments: estimation with overidentifying inequality moment conditions

[PDF] from usc.edu
H Moon… - 2006 - papers.ssrn.com
Abstract: This paper derives limit distributions of empirical likelihood estimators for models in
which inequality moment conditions provide overidentifying information. We show that the
use of this information leads to a reduction of the asymptotic mean-squared estimation ...
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Minimum distance estimation of nonstationary time series models

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HR Moon… - Econometric Theory, 2002 - Cambridge Univ Press
Page 1. MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
HYUNGSIK ROGER MOON University of Southern California FRANK SCHORFHEIDE University
of Pennsylvania This paper analyzes the limit distribution of minimum distance ~MD! ...
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Inference for VARs identified with sign restrictions

[PDF] from philadelphiafed.org
HR Moon, F Schorfheide, E Granziera… - 2011 - nber.org
Page 1. NBER WORKING PAPER SERIES INFERENCE FOR VARS IDENTIFIED WITH
SIGN RESTRICTIONS Hyungsik Roger Moon Frank Schorfheide Eleonora Granziera Mihye
Lee Working Paper 17140 http://www.nber.org/papers/w17140 ...
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An empirical analysis of nonstationarity in panels of exchange rates and interest rates with factors

[PDF] from usc.edu
H Moon… - IEPR Working Paper No. 05.35, 2005 - papers.ssrn.com
Abstract: This paper studies nonstationarities in panels of exchange rates and interest rates.
For this, we survey developments in the analysis of nonstationary panels with cross-
sectional dependence modeled as a factor model. We focus on panel unit root tests and ...
Cited by 8 - Related articles - All 12 versions

Maximum score estimation of a nonstationary binary choice model

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HR Moon - Journal of econometrics, 2004 - Elsevier
Cited by 6 - Related articles - All 18 versions

A note on the nonstationary binary choice logit model

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E Guerre… - Economics Letters, 2002 - Elsevier
Cited by 6 - Related articles - All 8 versions

[PDF] Linear Regression Limit Theory for Nonstationary Oanel Data

[PDF] from yale.edu
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HR Moon… - Econometrics, 1999 - cowles.econ.yale.edu
Page 1. COWLES FOUNDATION FOR RESEARCH IN ECONOMICS AT YALE
UNIVERSITY Box 2125, Yale Station New Haven, Connecticut 06520 COWLES
FOUNDATION DISCUSSION PAPER NO. 1222 Note: Cowles Foundation ...
Cited by 5 - Related articles - View as HTML - All 10 versions

Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel

[PDF] from umontreal.ca
HR Moon… - Journal of Econometrics, 2012 - Elsevier
Most panel unit root tests are designed to test the joint null hypothesis of a unit root
for each individual series in a panel. After a rejection, it will often.
Cited by 5 - Related articles - Get it from MIT Libraries - Library Search - All 26 versions

[PDF] Seemingly unrelated regressions

[PDF] from umontreal.ca
HR Moon… - The New Palgrave Dictionary of …, 2006 - mapageweb.umontreal.ca
Page 1. Seemingly Unrelated Regressions Hyungsik Roger Moon Department of Economics
University of Southern California moonr@usc.edu Benoit Perron Département de sciences
économiques, CIREQ, and CIRANO Université de Montréal benoit.perron@umontreal.ca ...
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[PDF] Asymptotic analysis of the quasi-MLE of panel regression models with interactive fixed effects

[PDF] from smu.edu.sg
HR Moon… - Department of Economics, UCS, 2008 - economics.smu.edu.sg
Page 1. Asymptotic Analysis of the quasi-MLE of Panel Regression Models with Interactive Fixed
Effects Hyungsik Roger Moon Department of Economics University of Southern California Martin
Weidner Department of Economics University of Southern California March 2008 ...
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[PDF] Empirical likelihood estimation with inequality moment constraints

[PDF] from princeton.edu
HR Moon… - 2005 - princeton.edu
Page 1. Empirical Likelihood Estimation with Inequality Moment Constraints Hyungsik
Roger Moon University of Southern California Frank Schorfheide∗ University of
Pennsylvania May 19, 2005 Abstract This paper extends ...
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A Study of a Semiparametric Binary Choice Model with Integrated Covariates

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E Guerre… - Econometric Theory, 2006 - Cambridge Univ Press
Page 1. A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH
INTEGRATED COVARIATES EMMANUEL GUERRE LSTA Université Paris 6 and
CREST HYUNGSIK ROGER MOON University of Southern California ...
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[CITATION] ÅNonstationary Panel Data Analysis: An Overview of Some Recent Development

PCB Phillips… - 1999 - G mimeo, Department of Economics, …
Cited by 2 - Related articles

[CITATION] Asymptotic Local Power of a Test for Unit Roots in Panels with Fixed Effects

HR Moon… - 2003 - Mimeo
Cited by 2 - Related articles

[PDF] Appendix: omitted proofs of “Testing for a unit root in panels with dynamic factors”

[PDF] from usc.edu
HR Moon… - CLEO Discussion Papers, University of …, 2003 - www-rcf.usc.edu
Page 1. Appendix: Omitted Proofs of “Testing for A Unit Root in Panels with Dynamic
Factors∗” Hyungsik Roger Moon† Department of Economics University of Southern
California & Benoit Perron‡ Département de sciences ...
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[PDF] Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects

[PDF] from caltech.edu
HR Moon, M Shum… - October, 2010 - mh-hss-p1.caltech.edu
Page 1. DIVISION OF THE HUMANITIES AND SOCIAL SCIENCES CALIFORNIA INSTITUTE
OF TECHNOLOGY PASADENA, CALIFORNIA 91125 ESTIMATION OF RANDOM COEFFICIENTS
LOGIT DEMAND MODELS WITH INTERACTIVE FIXED EFFECTS ...
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[PDF] Hausman Test and Weak Instruments: Online Appendix

[PDF] from usc.edu
J Hahn, J Ham… - available at: www-rcf. usc. edu/~ …, 2010 - www-bcf.usc.edu
Page 1. The Hausman Test and Weak Instruments: Online Appendix Jinyong Hahn, John C. Ham,
& Hyungsik Roger Moon Page 2. A Practical Issues of Implementation: /, We will assume that
all the variables are in fact residuals obtained from regressing the original variables ...
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[PDF] Test of random vs fixed effects with small within variation

[PDF] from usc.edu
J Hahn, J Ham… - 2010 - www-bcf.usc.edu
Page 1. Test of Random vs Fixed Effects with Small Within Variation Jinyong Hahn
UCLA John Ham Maryland Hyungsik Rorger Moon USC September 3, 2009 Abstract
Comparisons of within and between estimators using the ...
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[PDF] Panel Evidence on Unit Roots in Exchange Rates and Interest Rates with Cross-Sectional Dependence

[PDF] from yorku.ca
HR Moon… - manuscript, USC, 2003 - econ.yorku.ca
Page 1. Panel Evidence on Unit Roots in Exchange Rates and Interest Rates with
Cross-sectional Dependence ∗ Hyungsik Roger Moon† Department of Economics
University of Southern California & Benoit Perron‡ Département ...
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Inference for VARs Identified with Sign Restrictions

E Granziera, M Lee, H Moon… - CEPR Discussion Paper …, 2011 - papers.ssrn.com
Abstract: There is a fast growing literature that partially identifies structural vector
autoregressions (SVARs) by imposing sign restrictions on the responses of a subset of the
endogenous variables to a particular structural shock (sign-restricted SVARs). To date, the ...
Cited by 1 - Related articles - All 4 versions

[PDF] Note on Omitted Proofs for IIncidental Trends and the Power of Panel Unit Root TestsJ

[PDF] from usc.edu
HR Moon, B Perron… - 2006 - www-rcf.usc.edu
Page 1. Note on Omitted Proofs for IIncidental Trends and the Power of Panel Unit Root
TestsJ Hyungsik Roger Moon Department of Economics University of Southern California
Benoit Perron Département de sciences économiques ...
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Bayesian Inference for Econometric Models using Empirical Likelihood Functions

F Schorfheide… - Econometric Society 2004 North …, 2004 - ideas.repec.org
Downloadable! Estimators based on moment conditions of the form E[g(X,t)], where t is a
finite-dimensional parameter vector of interest, are a popular tool in applied econometrics. Unlike
likelihood-based estimators, moment-based estimators do not require the researcher to specify ...
Cached - All 4 versions

[PDF] Analysis of interactive fixed effects dynamic linear panel regression with measurement error

[PDF] from cuhk.edu.hk
N Lee, HR Moon… - CeMMAP working papers, 2011 - ihome.cuhk.edu.hk
Page 1. Analysis of interactive fixed effects dynamic linear panel regression with measurement
error Nayoung Lee Hyungsik Roger Moon Martin Weidner The Institute for Fiscal Studies
Department of Economics, UCL cemmap working paper CWP37/11 Page 2. ...
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[PDF] Not for Publication Appendix for:^ A Predictability Test for a Small Number of Nested Models_

[PDF] from usc.edu
E Granziera, K Hubrich… - www-rcf.usc.edu
Page 1. Not for Publication Appendix for: ^A Predictability Test for a Small Number of Nested
Models_ by Eleonora Granziera, Kirstin Hubrich, Hyungsik Roger Moon 1 Invariance of the
Ranking of the MSPE Differences wrt the Clark and West Adjustment ...
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[PDF] CENTER FOR LAW, ECONOMICS AND ORGANIZATION RESEARCH PAPER SERIES

[PDF] from usc.edu
HR Moon… - 2002 - mylaw2.usc.edu
Page 1. GMM Estimation of Autoregressive Roots Near Unity with Panel Data Hyungsik Roger
Moon and Peter CB Phillips USC Center for Law, Economics & Organization Research Paper
No. C02-27 CENTER FOR LAW, ECONOMICS AND ORGANIZATION ...
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[PDF] CENTER FOR LAW, ECONOMICS AND ORGANIZATION RESEARCH PAPER SERIES

[PDF] from usc.edu
HR Moon, B Perron… - 2003 - weblaw.usc.edu
Page 1. Incidental Trends and the Power of Panel Unit Root Tests Hyungsik Roger Moon, Benoit
Perron, Peter CB Phillips USC Center for Law, Economics & Organization Research Paper No.
C03-17 CENTER FOR LAW, ECONOMICS AND ORGANIZATION ...
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[PDF] Point Optimal Panel Unit Root Tests with Serially Correlated Errors

[PDF] from usc.edu
HR Moon, B Perron… - 2012 - www-rcf.usc.edu
Page 1. Point Optimal Panel Unit Root Tests with Serially Correlated Errors"3
Hyungsik Roger Moon University of Maryland & University of Southern California
Benoit Perron CIREQ, CIRANO, Université de Montréal Peter CB ...
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[PDF] Factor Analysis on US Housing Price Indexes

[PDF] from usc.edu
Y Wu, HR Moon… - 2011 - www-scf.usc.edu
Page 1. Factor Analysis on US Housing Price Indexes Yanyu Wu Hyungsik Roger Moon Yongheng
Deng Feb. 2011 Abstract This paper aims to identify common factors underlying fluctuations in
the Metropolitan Statistical Area (MSA)-level Housing Price Indexes (HPIs). ...
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[CITATION] Editors: TAKESHI AMEMIYA A. RONALD GALLANT JOHN F. GEWEKE

C HSIAO, P ROBINSON, A ZELLNER… - Journal of …, 2008 - North Holland Pub. Co.
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DP5605 Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions

HR Moon… - 2006 - cepr.org
DP5605 Boosting Your Instruments: Estimation with
Overidentifying Inequality Moment Conditions. Author(s ...
Cached - All 3 versions

Test of random versus fixed effects with small within variation

Full text - MIT Libraries
J Hahn, J Ham… - Economics Letters, 2011 - ideas.repec.org
Downloadable (with restrictions)! Comparisons of within and between estimators using the
conventional Hausman test may be subject to statistical problems if the within variation is not
sufficiently large. Adopting an alternative asymptotic approximation, we propose a modification ...
Cached - All 3 versions

[PDF] A predictability test for a small number of nested models.

[PDF] from eea-esem.com
E Granziera, K Hubrich… - 2011 - eea-esem.com
Page 1. A Predictability Test for a Small Number of Nested Models. Eleonora Granziera,
Kirstin Hubrich, Roger H. Moon February 13, 2011 Abstract In this paper we introduce
tests of Likelihood Ratio types for one sided multivariate hypoth( ...
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[PDF] Likelihood Expansion for Panel Regression Models with Factors Supplementary Material (Not for Publication)

[PDF] from usc.edu
HR Moon… - 2009 - www-bcf.usc.edu
Page 1. Likelihood Expansion for Panel Regression Models with Factors
Supplementary Material (Not for Publication) Hyungsik Roger Moon∗ Martin Weidner∗
May 2009 Abstract This is a supplementary material that contains ...
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Panel Data Models with Finite Number of Multiple Equilibria

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J Hahn… - Econometric Theory, 2010 - Cambridge Univ Press
Page 1. Econometric Theory, 26, 2010, 863–881. doi:10.1017/S0266466609990132
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
JINYONG HAHN UCLA HYUNGSIK ROGER MOON USC We ...
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DP8432 Inference for VARs Identified with Sign Restrictions

E Granziera, M Lee, HR Moon… - 2011 - cepr.org
DP8432 Inference for VARs Identified with Sign Restrictions. ...
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[PDF] An Empirical Analysis of Housing Price Dynamics with Factors

[PDF] from usc.edu
Full text - MIT Libraries
Y Deng, HR Moon… - November, 2008 - usc.edu
Page 1. An Empirical Analysis of Housing Price Dynamics with Factors Yongheng Deng Hyungsik
Roger Moon Yanyu Wu November 16, 2008 Abstract The US housing price indexes are subject
to measurement problems that severely impair their ability to capture the true risk. ...
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[PDF] Analysis of Interactive Fixed Effects Dynamic Linear Panel Regression with Measurement Error

[PDF] from cuhk.edu.hk
HR Moon… - 2012 - ihome.cuhk.edu.hk
Page 1. Analysis of Interactive Fixed Effects Dynamic Linear Panel Regression with
Measurement Error" Nayoung Lee( CUHK Hyungsik Roger Moon USC & U of Maryland
Martin Weidner UCL and CeMMAP March 10, 2012 Abstract ...
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[PDF] Estimation with Overidentifying Inequality Moment Conditions–Technical Appendix

[PDF] from upenn.edu
HR Moon… - 2008 - porter.ssc.upenn.edu
Page 1. Estimation with Overidentifying Inequality Moment Conditions – Technical Appendix
Hyungsik Roger Moon University of Southern California Frank Schorfheide∗ University of
Pennsylvania, CEPR and NBER August 27, 2008 (Not intended to appear in print) ...
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[PDF] Quasi Likelihood Expansion for Panel Regression Models with Factors and its Applications

[PDF] from iza.org
HR Moon… - iza.org
Page 1. Quasi Likelihood Expansion for Panel Regression Models with Factors and its
Applications ∗ Hyungsik Roger Moon Department of Economics University of Southern California
Martin Weidner Department of Economics University of Southern California ...
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[PDF] Empirical Likelihood Estimation based on Inequality Moment Constraints

[PDF] from ucr.edu
HR Moon… - 2004 - economics.ucr.edu
Page 1. Empirical Likelihood Estimation based on Inequality Moment Constraints
Hyungsik Roger Moon University of Southern California Frank Schorfheide∗ University
of Pennsylvania April 9, 2004 Abstract This paper extends ...
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[CITATION] Nonstationary Econometrics with Panel Data

HR Moon - 1998 - en.scientificcommons.org
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[CITATION] Testing for a Unit Root in Panels with Dynamic Factors

B Perron, HR Moon… - 2002 - Centre interuniversitaire de …
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