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:

 

*    Point Optimal Panel Unit Root Tests with Serially Correlated Errors

with Benoit Perron and Peter C. B. Phillips, forthcoming in Econometrics Journal, 2014.

 

*    A Predictability Test for a Small Number of Nested Models

with Eleonora Granziera and Kirstin Hubrich, Journal of Econometrics, 182, 174-185, 2014

Omitted Appendix

 

*    Incidental Parameters and Dynamic Panel Modeling

with Benoit Perron and Peter C. B. Phillips,  forthcoming in Handbook of Panel Data, 2014

 

*    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)

 

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

with Martin Weidner (December, 2013)

 

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

with Martin Weidner (Revised, October, 2013), Omitted Technical Appendix

 

*     Inference for VARs Identified with Sign Restrictions,

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

 

 

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