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


 

Recent Working Papers

 

       Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach

(arXiv) with Ida Johnsson

 

       Estimation of High-Dimensional Seemingly Unrelated Regression Models

(arXiv) with Lidan Tan, and Khai Chiong

 

       Nuclear Norm Regularized Estimation of Panel Regression Models

(arXiv) with Martin Weidner.

 

       Forecasting with Dynamic Panel Data Models

(USC INET Working Paper, arXiv, Replication files download) with Laura Liu and Frank Schorfheide

       Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach

(USC INET Working Paper, NBER Working Paper) with Seungwoo Chin and Matthew Kahn

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

(Working Paper), with Ben Gillen, Sergio Montero, and Matt Shum

 

       Inference for VARs Identified with Sign Restrictions

(Paper & Matlab Programs, arXiv), with Frank Schorfheide and Eleonora Granziera (Revised, September 2017)

Supplementary Appendices

       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, Econometric Theory, 2017,

Omitted Technical Appendix

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