HYUNGSIK
ROGER MOON
Professor
(Econometrics)
KAP 310B
Los Angeles, CA 90089
Tel: 213-740-2109, Fax: 213-740-8543
Email: moonr@usc.edu
VITAE RESEARCH ECONOMETRICS SEMINAR
WORKING PAPERS:
A Predictability Test
for a Small Number of Nested Models
with Eleonora Granziera and
Kirstin Hubrich, forthcoming
in Journal of Econometrics (April,
2013)
Incidental
Parameters and Dynamic Panel Modeling
with Benoit Perron and Peter C. B. Phillips (April,
2013)
“Inference for VARs
Identified with Sign Restrictions,”
with Frank Schorfheide and
Eleonora Granziera (Revised, January
2013)
"Estimation of
Random Coefficients Logit Demand Models with
Interactive Fixed Effects",
with Matt Shum and Martin Weidner (Revised, March 2012)
"Point Optimal Panel Unit Root
Tests with Serially Correlated Errors"
with Benoit Perron and Peter C. B. Phillips,
(February, 2012)
"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)