HYUNGSIK ROGER MOON

Professor
(Econometrics)

 

KAP 310B

Department of Economics, USC

Los Angeles, CA 90089
Tel: 213-740-2109, Fax: 213-740-8543
Email: moonr@usc.edu


VITAE RESEARCH ECONOMETRICS SEMINAR


WORKING PAPERS:

 

Forecasting with Dynamic Panel Data Models,

with Laura Liu and Frank Schorfheide

 

BLP-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates,

with Ben Gillen, Sergio Montero, and Matt Shum.

 

Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects,

with Matt Shum and Martin Weidner (Revised, September 2015)

 

Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects,

with Martin Weidner, Econometrica, 2015, Omitted Technical Appendix

 

  Dynamic Linear Panel Regression Models with Interactive Fixed Effects,

with Martin Weidner (Forthcoming in Econometric Theory 2015), Omitted Technical Appendix

 

LM Test of Neglected Correlated Random Effects and Its Application

with Jinyong Hahn and Connan Snider (Forthcoming in Journal of Business and Statistics 2015)

 

Inference for VARs Identified with Sign Restrictions,

with Frank Schorfheide and Eleonora Granziera (Revised, January 2013)

 

 

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