HYUNGSIK
ROGER MOON
Professor
(Econometric Theory, Applied Econometrics)
KAP 330C
Tel: 213-740-2108, Fax: 213-740-8543
Email: moonr@usc.edu
VITAE: CV
TEACHING: Econ
614, Econ 511
ECONOMETRICS SEMINAR:
RESEARCH: Hyungsik Roger Moon, IDEAS
RECENT RESEARCH PAPERS:
"Analysis
of Interactive Fixed Effects Dynamic Linear Regression With Measurement
Error"
with Nayoung Lee
and Martin Weidner (December,
2011), Cemmap Working Paper CWP37/11
"A Predictability Test
for a Small Number of Nested Models"
with Eleonora Granziera and Kirstin Hubrich (September, 2011)
"Bayesian
and Frequentist Inference in Partially Identified
Models",
with Frank Schorfheide forthcoming in Econometrica
(Formerly circulated with title “A Bayesian Look at Partially Identified
Models”)
“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
"Test of Random vs Fixed Effects with Small within Variation"
(2011),
with Jinyong
Hahn and John Ham, forthcoming in
Economics Letters
"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)
"Estimation of
Random Coefficients Logit Demand Models with
Interactive Fixed Effects",
with Matt Shum and Martin Weidner (May 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