USC.edu
HYUNGSIK ROGER MOON

Research

General Econometrics Subjects

  • A Uniform Bound of the Operator Norm of Random Element Matrices and Operator Norm Minimizing Estimation (arXiv)
  • Estimation of High-Dimensional Seemingly Unrelated Regression Models (arXiv) with Lidan Tan, and Khai Chiong (2019)
  • Forecasting with Dynamic Panel Models (USC INET Working Paper, arXiv), with Laura Liu and Frank Schorfheide (2019), forthcoming in Econometrica.
  • Bayesian and Frequentist Inference in Partially Identified Models (with Frank Schorfheide) (2012) Econometrica, 80, 755-782.
  • Estimation with Overidentifying Inequality Moment Conditions (with Frank Schorfheide) (2009) Journal of Econometrics, 153, 136-154.

Network

Statistical Learning

  • Estimation of Graphical Models with Shape Restrictions (USC INET Working Paper arXiv), with Khai Chiong (2017), Econometrics Journal (2018)
  • Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach (USC INET Working Paper, NBER Working Paper) with Seungwoo Chin and Matthew Kahn (2017)
  • BLP2-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates, with Ben Gillen, Sergio Montero, and Matt Shum (2019), Econometrics Journal
  • Demand Estimation with High-Dimensional Product Characteristics (with Ben Gillen and Matt Shum), (2014) Advances in Econometrics, ed. I. Jeliazkov and D. Poirier, Vol 34.

Large (N,T) Panel Data

  • Nuclear Norm Regularized Estimation of Panel Regression Models (arXiv) with Martin Weidner(2019)
  • Many IVs Estimation of Dynamic Panel Regression Models with Measurement Error (with Nayoung Lee and Qiankun Zhou), (2017), Journal of Econometrics, 200, 251-259.
  • Dynamic Linear Panel Regression Models with Interactive Fixed Effects (with Martin Weidner), (2017), Econometric Theory, 33, 158-195
  • Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects, with Martin Weidner, (2015), Econometrica, 83, 1543-1579, Omitted Technical Appendix
  • Point Optimal Panel Unit Root Tests with Serially Correlated Errors (with Benoit Perron and Peter C. B. Phillips) (2014), Econometrics Journal, 17, 338-372.
  • Incidental Parameters and Dynamic Panel Modeling (with Benoit Perron and Peter C. B. Phillips) (2014), Oxford Handbook of Panel Data.
  • Contributions of Peter C.B. Phillips to Panel Data Analysis (with Benoit Perron), (2014) Econometric Theory, 30, 882-893.
  • Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test (with Seungchan Ahn) (2013), Festschrift in honor of Peter Schmidt, ed. W. Horrace.
  • Analysis of Interactive Fixed Effects Dynamic Linear Regression with Measurement Error (with Nayoung Lee and Martin Weidner), (2012), Economics Letters, 117, 239-242.
  • Beyond Panel Unit Root Tests: Using Multiple Testing to Determine Nonstationarity Proporties of Individual Series (with Benoit Perron), (2012) Journal of Econometrics, 169, 29-33.
  • Asymptotic Local Power of Pooled t – ratio Tests for Unit Roots in Panels with Fixed Effects (with Benoit Perron), (2008) Econometrics Journal,11, 80-104.
  • Incidental Trends and the Power of Panel Unit Root Test (Benoit Perron and Peter C. B. Phillips) (2007) Journal of Econometrics, 141, 416-459, Omitted Technical Appendix
  • An Empirical Analysis on Nonstationarity in Panels of Interest Rates with Factors (with Benoit Perron) (2007) Journal of Applied Econometrics, 22, 383-400.
  • On the Breitung Test for Panel Unit Roots and Local Asymptotic Power (with Benoit Perron and Peter C. B. Phillips) (2006) Econometric Theory, 22, 1179-1190.
  • Testing for a Unit Root in Panels with Dynamic Factors (with Benoit Perron) (2004) Journal of Econometrics, 122, 81-126.
  • GMM Estimation of Autoregressive Roots Near Unity with Panel Data (with Peter C. B. Phillips (2004) Econometrica, 72, 467-522.
  • How to Estimate Autoregressive Roots Near Unity (with Peter C. B. Phillips and and Zhijie Xiao) (2001) Econometric Theory , 17, 29 – 69.
  • Estimation of Autoregressive Roots near Unity using Panel Data (with Peter C. B. Phillips and ) (2000) Econometric Theory, 16, 927 – 997.
  • Nonstationary Panel Data Analysis: An Overview of Some Recent Developments (with Peter C. B. Phillips ) (2000) Econometric Reviews, 19, 263 – 286.
  • Linear Regression Limit Theory for Nonstationary Panel Data (with Peter C. B. Phillips), (1999) Econometrica, 67, 1057-1111.
  • Maximum Likelihood Estimation in Panels with Incidental Trends (with Peter C. B. Phillips ) (1999) Oxford Bulletin of Economics and Statistics, 61, 771-748.

Time Series

  • Inference for VARs Identified with Sign Restrictions (Paper & Matlab Programs, arXiv) with Frank Schorfheide, Eleonora Granziera (2018), Quantitative Economics
  • A Predictability Test for a Small Number of Nested Models (with Eleonora Granziera and Kirstin Hubrich) (2014) Journal of Econometrics, 182, 174-185.
  • A Study of a Semiparametric Binary Choice Model with Integrated Covariates (with Emmanuel Guerre) (2006) Econometric Theory, 22, 721-742.
  • Efficient Estimation of the SUR Cointegration Regression Model and Testing for Purchasing Power Parity (with Benoit Perron) (2004) Econometric Reviews, 23, 293-323.
  • Maximum Score Estimation of Nonstationary Binary Choice Model (2004) Journal of Econometrics, 122, 385-403.
  • Minimum Distance Estimator of Nonstationary Time Series Models (with Frank Schorfheide) (2002) Econometric Theory, 18, 1385 – 1407.
  • A Note on the Nonstationary Binary Choice Logit Model (with Emmanuel Guerre) (2002) Economics Letters, 76, 267-271.
  • A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors (1999) Economics Letters, 65, 25-31.

Microeconometrics

  • Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach (USC INET Working Paper, arXiv), with Ida Johnsson (2019), Review of Economics and Statistics
  • LM Test of Neglected Correlated Random Effects and Its Application (with Jinyong Hahn and Connan Snider) (2017), Journal of Business and Economic Statistics
  • Test of Random vs Fixed Effects with Small Within Variation (with Jinyong Hahn and John Ham) (2011) Economics Letters, 112, 293-297.
  • Hausman Test and Weak Instruments (with Jinyong Hahn and John Ham) (2010) Journal of Econometrics, 160, 289-299, Omitted Technical Appendix
  • Panel Data Models with Finite Number of Multiple Equilibria (with Jinyong Hahn), (2010) Econometric Theory, 26, 863-881
  • Reducing Bias of MLE in a Dynamic Panel Model (with Jinyong Hahn), (2006) Econometric Theory, 22, 499-512.

Applied Microeconomics

  • Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach (USC INET Working Paper, NBER Working Paper) with Seungwoo Chin and Matthew Kahn
  • Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs (with Eleanor Jawon Choi and Geert Ridder), (2019) Korean Economic Review
  • Minimum Distance Estimation of Heterogeneous Income Profile Model with Fixed Effects (with Nayoung Lee).
  • Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects (with Matt Shum and Martin Weidner), (2018) Journal of Econometrics
  • Demand Estimation with High-Dimensional Product Characteristics (with Ben Gillen and Matt Shum), Advances in Econometrics, ed. I. Jeliazkov and D. Poirier, Vol 34, 2014,
  • Estimation of an Education Production Function Under Random Assignment with Selection (with Eleanor Jawon Choi and Geert Ridder) (2014), American Economic Review: Papers and Proceedings, 104(5), 206-211.
  • Recent Development in Econometrics for Demand Analysis (with Jinyong Hahn and Kyooil Kim) (2012), Festschrift in honor of H.K. Pyo.

Others

  • BLP2-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates (with Ben Gillen, Sergio Montero, and Matt Shum) (2019), Econometrics Journal.

Contact

Hyungsik Roger Moon

Professor, Department of Economics

KAP 310B
Department of Economics, USC
Los Angeles, CA 90089

(213) 740 – 2109