HYUNGSIK
ROGER MOON
Professor
(Econometric Theory, Applied Econometrics)
KAP 330C
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)
"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)
“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