Hyungsik Roger Moon

Professor of Economics
Hyungsik Roger Moon
Email moonr@usc.edu Office KAP 310B Office Phone (213) 740-2109

Research & Practice Areas

Econometrics Theory, Applied Econometrics applications to labor, Public, IO, macro/finance, and urban economics.

Education

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

    • 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
  • Summary Statement of Research Interests

    Professor Moon’s main research areas are econometrics theory and applied econometrics.

  • Contracts and Grants Awarded

    • Forecasting with Dynamic Panel Data Models, (NSF), Hyungsik Roger Moon, $180,675, 08/25/2016 – 07/20/2020
    • Asymptotic Analysis of Panel Regression Models with Unobserved Interactive Individual Effects, Hyungsik Roger Moon, $68,000, 2009-2010
  • Book Chapters

    • Moon, H., Perron, B., Phillips, P. (2015). Incidental Parameters and Dynamic Panel Modeling. Handbook of Panel Data
    • Moon, H., Perron, B. (2008). Seemingly Unrelated Regressions. The New Palgrave Dictionary of Economics, 2ed./Palgrave McMillan.

    Journal Article

    • Jo, J., Gao, Z., Jung, I., Song, S., Ridder, G., Moon, H. (2023). Copula Graphic Estimation of the Survival Function with Dependent Censoring and Its Application to Analysis of Pancreatic Cancer Clinical Trial. Statistical Methods in Medical Research. Vol. 32, pp. 944-962.
    • Liu, L., Moon, H., Schorfheide, F. (2023). Forecasting with a Panel Tobit Model. Quantative Economics. Vol. 14, pp. 117-159.
    • Franguridi, G., Moon, H. (2022). A Uniform Bound of the Operator Norm of Sub-Gaussian Random Matrices and Its Applications. Econometric Theory. Vol. 38, pp. 1073-1091.
    • Choi, J., Choi, J., Moon, H. (2022). Sequentially Estimating the Structural Equation by Power Transformation. Econometric Theory.
    • Lee, N., Moon, H. (2021). Mimimum Distance Estimation of Heterogeneous Income Profile Model with Fixed Effects. Oxford Bulletin of Economics and Statistics. Vol. 83, pp. 1377-1407.
    • Tan, L., Khai, C., Moon, H. (2021). Estimation of High-Dimensional Seemingly Unrelated Regression Models. Econometric Reviews. Vol. 40, pp. 830-851.
    • Johnsson, I., Moon, H. (2021). Estimation of Peer Effects in Endogeneous Social Networks: Control Function Approach. Review of Economics and Statistics. Vol. 103, pp. 328-345.
    • Franguridi, G., Moon, H. (2021). A Uniform Bound of the Operator Norm of Sub-Gaussian Random Matrices and Its Applications. Econometrics Theory.
    • Liu, L., Moon, H., Schorfheide, F. (2021). Panel Forecasts of Country-Level Covid-19 Infections. Journal of Econometrics. Vol. 220, pp. 2-22.
    • Chin, S., Kahn, M., Moon, H. (2020). Estimating the Gains from New Rail Transit Investment: A Machine Leaning Tree Approach. Real Estate Economics. Vol. 48, pp. 886-914.
    • Moon, H., Schorfheide, F., Liu, L. (2020). Forecasting with Dynamic Panel Models. Econometrica. Vol. 88, pp. 171-201.
    • Gillen, B., Montero, S., Moon, H., Shum, M. (2019). BLP-2Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates. Econometrics Journal.
    • Choi, E. J., Moon, H., Ridder, G. (2019). Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs. Korean Economic Review. Vol. 35, pp. 275-306.
    • Granziera, E., Moon, H., Schorfheide, F. (2018). Inference for VARs Identified with Sign Restrictions. Quantitative Economics. Vol. 9, pp. 1087-1121.
    • Chiong, K., Moon, H. (2018). Estimation of Graphical Models with the L12 Norm. Econometric Journal. Vol. 21, pp. 247-263.
    • Moon, H., Shum, M., Weidner, M. (2018). Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects. Journal of Econometrics. Vol. 206, pp. 613-644.
    • Lee, N., Moon, H., Zhou, Q. (2017). Many IVs Estimation of Dynamic Panel Regression Models with Measurement Error. Journal of Econometrics. Vol. 200, pp. 251-259.
    • Hahn, J., Moon, H., Snider, C. (2017). LM Test of Neglected Correlated Random Effects and Its Application. Journal of Business and Statistics. Vol. 35, pp. 359-370.
    • Moon, H., Weidner, M. (2017). Dynamic Linear Panel Regression Models with Interactive Fixed Effects. Econometric Theory. Vol. 33, pp. 158-195.
    • Moon, H., Weidner, M. (2015). Linear Regression for Panel with Unknown Number of Factors as Interactive. Econometrica. Vol. 83, pp. 1543-1579.
    • Moon, H., Perron, B., Phillips, P. C. (2014). Point Optimal Panel Unit Root Test with Serially Correlated Errors. Econometrics Journal. Vol. 17, pp. 338-372.
    • Granziera, E., Hubrich, K., Moon, H. (2014). Predictability Tests for a Small Number of Nested Models. Journal of Econometrics. Vol. 182, pp. 174-185.
    • Choi, E. J., Moon, H., Ridder, G. (2014). Estimation of Education Production Function Under Random Assignment with Selection. American Economic Reviews: Papers and Proceedings. Vol. 104, pp. 206-211.
    • Moon, H., Perron, B. (2014). Contributions of Peter C.B. Phillips to Panel Data Analysis. Econometric Theory. Vol. 30 (882-893)
    • Lee, N., Moon, H., Weidner, M. (2012). Asymptotics of Interactive Fixed Effects Dynamic Linear Panel Regressions with Measurement Errors. Economics Letters. Vol. 117, pp. 239-242.
    • Moon, H., Schorfheide, F. (2012). Bayesian and Frequentist Inference in Partially Identified Models. Econometrica.
    • Moon, H., Perron, B. (2012). Beyond Panel Unit Root Tests. Journal of Econometrics.
    • Hahn, J., Ham, J., Moon, H. (2011). Test of Random vs Fixed Effects with Samll Within Variation. Economics Letters.
    • 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.
    • Moon, H., Perron, B., Phillips, P. C. (2006). On the Breitung Test for Panel Unit Roots and Local Asymptotic Power. Econometric Theory/Cambridge University Press. Vol. 22, pp. 1179-1190.
    • 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.
    • Fellow of Econometric Society, Fall 2023
    • Fellow of Journal of Econometrics, Spring 2019
    • RK Cho Economics Award, Spring 2018
    • Maekyung/KAEA Economist Award , Spring 2012
    • Econometric Theory Multa Scripsit Award, 2006-2007
    • The Korea-America Economic Association Young Scholar Award, Spring 2005
  • Administrative Appointments

    • Director of Graduate Studies of Economics Ph.D. Program, 01/2018 – 07/2021
    • Associate Director, USC Dornsife INET, 01/2015 – 07/2017
  • Editorships and Editorial Boards

    • Associate Editor, Journal of Business and Economic Statistics, 09/2022 –
    • Editor, Ewha Journal of Social Science, 2012 –
    • Associate Editor, Econometric Theory, 2003 –
    • Associate Editor, Journal of Econometrics, 01/2008 – 12/2010