Faculty

Education

• B.A. Economics, Seoul National University, 1/1989
• M.A. Economics, Yale University, 1/1995
• Ph.D. Economics, Yale University, 1/1998



Academic Appointment, Affiliation, and Employment History

• Professor, University of Southern California, 02/01/2008-  
• Associate Professor, University of Southern California, 07/01/2004-01/31/2008  
• Assistant Professor, University of Southern California, 07/01/2000-06/30/2004  
• Assistant Professor, University of California, Santa Barbara, 07/01/1998-06/01/2000  



Description of Research

Summary Statement of Research Interests

Professor Moon's main research areas are econometrics theory, applied econometrics, empirical finance and empirical international finance.

Funded Research

Contracts and Grants Awarded

• Asymptotic Analysis of Panel Regression Models with Unobserved Interactive Individual Effects , Hyungsik Roger Moon, $68,000, 2009-2010   



Publications




Book Chapter

• Moon, H., Perron, B. (2008). Seemingly Unrelated Regressions. The New Palgrave Dictionary of Economics, 2ed./Palgrave McMillan.



Journal Article

• Moon, H., Schorfheide, F. (2011). Bayesian and Frequentist Inference in Partially Identified Models. Econometrica.
• Moon, H., Perron, B. (2011). Beyond Panel Unit Root Tests. Journal of Econometrics.
• Hahn, J., Ham, J., Moon, H. (2011). Hausman Test with Weak Instrumental Variables. Journal of Econometrics.
• Hahn, J., Moon, H. (2010). Panel Data Models with Finite Number of Equilbria. Econometric Theory. Vol. 26, pp. 863-881.
• Moon, H., Schorfheide, F. (2009). Estimation of Overidentifying Inequality Moment Conditions. Journal of Econometrics/Elsevier. Vol. 153, pp. 136-154.
• Moon, H., Perron, B., Phillips, P. C. (2007). Incidental Trends and the Power of Panel Unit Root Tests. Journal of Econometrics/Elsevier. Vol. 141, pp. 416-459.
• Moon, H., Perron, B. (2007). An Empirical Analysis on Nonstationarity in Panels of Interest Rates with Factors. Journal of Applied Econometrics. Vol. 22, pp. 383-400.
• Guerre, E., Moon, H. (2006). A Study of a Semiparametric Binary Choice Model with Integrated Covariates. Econometric Theory/Cambridge University Press. Vol. 22, pp. pp721-742.
• Hahn, J., Moon, H. (2006). Reducing Bias of MLE in a Dynamic Panel Model. Econometric Theory/Cambridge University Press. Vol. 22, pp. pp499-512.
• Moon, H. (2004). Maximum Score Estimation of Nonstationary Binary Choice Model. Journal of Econometrics/Elsevier. Vol. vol 122, pp. pp. 385-403.
• Moon, H., Perron, B. (2004). Testing for a Unit Root in Panels with Dynamic Factors. Journal of Econometrics/Elsevier. Vol. vol 122, pp. p.81-126.
• Moon, H., Phillips, P. C. (2004). GMM Estimation of Autoregressive Roots Near Unity with Panel Data. Econometrica/Blackwell. Vol. vol 72, pp. pp. 467 - 522.
• Moon, H., Schorfheide, F. (2002). Minimum Distance Estimator of Nonstationary Time Series Models. Econometric Theory/Cambridge University Press. Vol. v.18, pp. p.1385-1407.
• Phillips, P. C., Moon, H. (1999). Linear Regression Limit Theory for Nonstationary Panel Data. Econometrica/Blackwell. Vol. vol 67, pp. pp1057-1111.
• Moon, H., Phillips, P. C. (1999). Maximum Likelihood Estimation in Panels with Incidental Trends. Oxford Bulletin of Economics and Statistics/Blackwell. Vol. v.61, pp. p. 771-748.




Honors and Awards

• Maekyung/KAEA Economist Award , Spring 2012   
• Econometric Theory Multa Scripsit Award, 2006-2007   
• The Korea-America Economic Association Young Scholar Award, Spring 2005   



Service to the Profession




Editorships and Editorial Boards

• Associate Editor, Econometric Theory, 2003-  
• Associate Editor, Journal of Econometrics, 01/2008-12/2010  



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