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:

 

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

with Martin Weidner, forthcoming in Econometrica, 2015, Omitted Technical Appendix

 

     Dynamic Linear Panel Regression Models with Interactive Fixed Effects,

with Martin Weidner (Revised, December 2014), Omitted Technical Appendix

 

     Incidental Parameters and Dynamic Panel Modeling

with Benoit Perron and Peter C. B. Phillips, Oxford Handbook of Panel Data, 2015

 

     LM Test of Neglected Correlated Random Effects and Its Application

with Jinyong Hahn and Connan Snider (2014)

 

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

with Matt Shum and Martin Weidner (Revised, April 2014)

 

     Inference for VARs Identified with Sign Restrictions,

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

 

 

Description: Description: Description: Description: Description: Description: Description: Description: Description: free hit counter