HYUNGSIK ROGER MOON

Professor
(Econometric Theory, Applied Econometrics)

 

KAP 330C

Department of Economics, USC

Los Angeles, CA 90089
Tel: 213-740-2108, Fax: 213-740-8543
Email: moonr@usc.edu


VITAE       RESEARCH        ECONOMETRICS SEMINAR


WORKING PAPERS:

 

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

with Matt Shum and Martin Weidner (Revised, March 2012)

 

*    "Analysis of Interactive Fixed Effects Dynamic Linear Regression With Measurement Error"

with Nayoung Lee and Martin Weidner (Revised, March, 2012)

Omitted Appendix

 

*    "Point Optimal Panel Unit Root Tests with Serially Correlated Errors"

with Benoit Perron and Peter C. B. Phillips, (February, 2012)

 

*      "A Predictability Test for a Small Number of Nested Models"

with Eleonora Granziera and Kirstin Hubrich (September, 2011)

Omitted Appendix

 

*    Inference for VARs Identified with Sign Restrictions,”

with Frank Schorfheide, Eleonora Granziera, Mihye Lee (June, 2011), NBER Working Paper 17140,

Omitted Technical Appendix, Guass Programs

 

*    "Dynamic Linear Panel Regression Models with Interactive Fixed Effects",

with Martin Weidner (July, 2010), Omitted Technical Appendix

 

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

with Martin Weidner (June, 2010)

 

*    Hausman Test and Weak Instruments,

 with Jinyong Hahn and John Ham (2010), Journal of Econometrics, Vol 160, Issue 2, 289-299, Omitted Technical Appendix

 

*    Estimation with Overidentifying Inequality Moment Conditions (2009), Journal of Econometrics, Vol 153, Issue 2, 136-154,

with Frank Schorfheide, Omitted Technical Appendix

 

*    Incidental Trends and the Power of Panel Unit Root Test (2007), Journal of Econometrics, Vol 141, Issue 2, 416-459,

with Benoit Perron and Peter C. B. Phillips, Omitted Technical Appendix

 

 

 

 

 

 

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