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Hyungsik Roger Moon

Professor of Economics

Contact Information
E-mail: moonr@usc.edu
Phone: (213) 740-2109
Office: KAP 310B

LINKS
Curriculum Vitae
Personal Website
 

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

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  
 
 
Faculty may update their profile by visiting https://mydornsife.usc.edu.