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Details about Hyungsik Roger Moon

E-mail:
Homepage:http://www-rcf.usc.edu/~moonr
Workplace:Department of Economics, University of Southern California, (more information at EDIRC)
Institute for New Economic Thinking (INET), Department of Economics, University of Southern California, (more information at EDIRC)

Access statistics for papers by Hyungsik Roger Moon.

Last updated 2020-02-25. Update your information in the RePEc Author Service.

Short-id: pmo129


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Working Papers

2023

  1. Normal Approximation in Large Network Models
    Papers, arXiv.org Downloads View citations (10)
  2. Nuclear Norm Regularized Estimation of Panel Regression Models
    Papers, arXiv.org Downloads View citations (12)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (16)

2021

  1. A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
    Papers, arXiv.org Downloads

2020

  1. Sequentially Estimating the Structural Equation by Power Transformation
    Working papers, Yonsei University, Yonsei Economics Research Institute Downloads

2019

  1. Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach
    Papers, arXiv.org Downloads View citations (14)
  2. Forecasting with a Panel Tobit Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2019) Downloads View citations (12)

2018

  1. Estimation of High-Dimensional Seemingly Unrelated Regression Models
    Papers, arXiv.org Downloads
  2. Forecasting with Dynamic Panel Data Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) Downloads View citations (3)
    Papers, arXiv.org (2017) Downloads View citations (5)

    See also Journal Article Forecasting With Dynamic Panel Data Models, Econometrica, Econometric Society (2020) Downloads View citations (18) (2020)
  3. Inference for VARs Identified with Sign Restrictions
    Papers, arXiv.org Downloads View citations (44)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (32)

    See also Journal Article Inference for VARs identified with sign restrictions, Quantitative Economics, Econometric Society (2018) Downloads View citations (34) (2018)

2017

  1. Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Estimation of Graphical Models using the $L_{1,2}$ Norm
    Papers, arXiv.org Downloads
  3. Estimation of random coefficients logit demand models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (12)

    See also Journal Article Estimation of random coefficients logit demand models with interactive fixed effects, Journal of Econometrics, Elsevier (2018) Downloads View citations (14) (2018)

2014

  1. Dynamic linear panel regression models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (54)

    See also Journal Article DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Econometric Theory, Cambridge University Press (2017) Downloads View citations (93) (2017)
  2. Estimation of an Education Production Function under Random Assignment with Selection
    Working Paper, USC Lusk Center for Real Estate Downloads View citations (9)
    See also Journal Article Estimation of an Education Production Function under Random Assignment with Selection, American Economic Review, American Economic Association (2014) Downloads View citations (9) (2014)
  3. Linear regression for panel with unknown number of factors as interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (31)

    See also Journal Article Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects, Econometrica, Econometric Society (2015) Downloads View citations (177) (2015)

2013

  1. A predictability test for a small number of nested models
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article A predictability test for a small number of nested models, Journal of Econometrics, Elsevier (2014) Downloads View citations (9) (2014)

2011

  1. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    See also Journal Article Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Economics Letters, Elsevier (2012) Downloads View citations (19) (2012)
  2. Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
    CIRANO Working Papers, CIRANO Downloads
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2010) Downloads View citations (3)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2010) Downloads View citations (3)

    See also Journal Article Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel, Journal of Econometrics, Elsevier (2012) Downloads View citations (29) (2012)

2009

  1. Bayesian and Frequentist Inference in Partially Identified Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article Bayesian and Frequentist Inference in Partially Identified Models, Econometrica, Econometric Society (2012) Downloads View citations (110) (2012)

2006

  1. Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2006) View citations (11)

2005

  1. A Study of a Semiparametric Binary Choice Model with Integrated Covariates
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    See also Journal Article A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES, Econometric Theory, Cambridge University Press (2006) Downloads View citations (5) (2006)
  2. An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (5)
  3. Incidental Trends and the Power of Panel Unit Root Tests
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (2)
    Also in Yale School of Management Working Papers, Yale School of Management (2004) Downloads View citations (2)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (18)

    See also Journal Article Incidental trends and the power of panel unit root tests, Journal of Econometrics, Elsevier (2007) Downloads View citations (56) (2007)
  4. Reducing Bias of MLE in a Dynamic Panel Model
    IEPR Working Papers, Institute of Economic Policy Research (IEPR)
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (3)

    See also Journal Article REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL, Econometric Theory, Cambridge University Press (2006) Downloads View citations (48) (2006)

2004

  1. Bayesian Inference for Econometric Models using Empirical Likelihood Functions
    Econometric Society 2004 North American Winter Meetings, Econometric Society Downloads

2003

  1. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (15)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000) Downloads View citations (16)

    See also Journal Article GMM Estimation of Autoregressive Roots Near Unity with Panel Data, Econometrica, Econometric Society (2004) Downloads View citations (22) (2004)

2002

  1. TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ Downloads View citations (10)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (2002) Downloads View citations (43)

    See also Journal Article Testing for a unit root in panels with dynamic factors, Journal of Econometrics, Elsevier (2004) Downloads View citations (578) (2004)

2001

  1. Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads View citations (6)

2000

  1. The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads View citations (7)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (2000) View citations (4)

1999

  1. Estimation of Autoregressive Roots Near Unity Using Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (14)
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) Downloads View citations (4)

    See also Journal Article ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA, Econometric Theory, Cambridge University Press (2000) Downloads View citations (42) (2000)
  2. How to Estimate Autoregressive Roots Near Unity
    University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1998) Downloads View citations (9)

    See also Journal Article HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY, Econometric Theory, Cambridge University Press (2001) Downloads View citations (29) (2001)
  3. Linear Regression Limit Theory for Nonstationary Panel Data
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (815)
    See also Journal Article Linear Regression Limit Theory for Nonstationary Panel Data, Econometrica, Econometric Society (1999) View citations (832) (1999)
  4. Maximum Likelihood Estimation in Panels with Incidental Trends
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (25)
    Also in University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara (1999) Downloads View citations (25)
  5. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (49)
    See also Journal Article Nonstationary panel data analysis: an overview of some recent developments, Econometric Reviews, Taylor & Francis Journals (2000) Downloads View citations (163) (2000)

Journal Articles

2020

  1. Forecasting With Dynamic Panel Data Models
    Econometrica, 2020, 88, (1), 171-201 Downloads View citations (18)
    See also Working Paper Forecasting with Dynamic Panel Data Models, NBER Working Papers (2018) Downloads View citations (4) (2018)

2019

  1. BLP-2LASSO for aggregate discrete choice models with rich covariates
    The Econometrics Journal, 2019, 22, (3), 262-281 Downloads View citations (5)
  2. Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs
    Korean Economic Review, 2019, 35, 275-306 Downloads

2018

  1. Estimation of graphical models using the L1,2 norm
    Econometrics Journal, 2018, 21, (3), 247-263 Downloads
  2. Estimation of random coefficients logit demand models with interactive fixed effects
    Journal of Econometrics, 2018, 206, (2), 613-644 Downloads View citations (14)
    See also Working Paper Estimation of random coefficients logit demand models with interactive fixed effects, CeMMAP working papers (2017) Downloads View citations (2) (2017)
  3. Inference for VARs identified with sign restrictions
    Quantitative Economics, 2018, 9, (3), 1087-1121 Downloads View citations (34)
    See also Working Paper Inference for VARs Identified with Sign Restrictions, Papers (2018) Downloads View citations (44) (2018)

2017

  1. DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
    Econometric Theory, 2017, 33, (1), 158-195 Downloads View citations (93)
    See also Working Paper Dynamic linear panel regression models with interactive fixed effects, CeMMAP working papers (2014) Downloads View citations (5) (2014)
  2. LM Test of Neglected Correlated Random Effects and Its Application
    Journal of Business & Economic Statistics, 2017, 35, (3), 359-370 Downloads View citations (1)
  3. Many IVs estimation of dynamic panel regression models with measurement error
    Journal of Econometrics, 2017, 200, (2), 251-259 Downloads View citations (20)

2015

  1. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
    Econometrica, 2015, 83, (4), 1543-1579 Downloads View citations (177)
    See also Working Paper Linear regression for panel with unknown number of factors as interactive fixed effects, CeMMAP working papers (2014) Downloads (2014)

2014

  1. A predictability test for a small number of nested models
    Journal of Econometrics, 2014, 182, (1), 174-185 Downloads View citations (9)
    See also Working Paper A predictability test for a small number of nested models, Working Paper Series (2013) Downloads View citations (2) (2013)
  2. Estimation of an Education Production Function under Random Assignment with Selection
    American Economic Review, 2014, 104, (5), 206-11 Downloads View citations (9)
    See also Working Paper Estimation of an Education Production Function under Random Assignment with Selection, Working Paper (2014) Downloads View citations (9) (2014)
  3. PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS
    Econometric Theory, 2014, 30, (4), 882-893 Downloads
  4. Point‐optimal panel unit root tests with serially correlated errors
    Econometrics Journal, 2014, 17, (3), 338-372 Downloads View citations (4)

2012

  1. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
    Economics Letters, 2012, 117, (1), 239-242 Downloads View citations (19)
    See also Working Paper Analysis of interactive fixed effects dynamic linear panel regression with measurement error, CeMMAP working papers (2011) Downloads View citations (6) (2011)
  2. Bayesian and Frequentist Inference in Partially Identified Models
    Econometrica, 2012, 80, (2), 755-782 Downloads View citations (110)
    See also Working Paper Bayesian and Frequentist Inference in Partially Identified Models, NBER Working Papers (2009) Downloads View citations (16) (2009)
  3. Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
    Journal of Econometrics, 2012, 169, (1), 29-33 Downloads View citations (29)
    See also Working Paper Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel, CIRANO Working Papers (2011) Downloads (2011)

2011

  1. Test of random versus fixed effects with small within variation
    Economics Letters, 2011, 112, (3), 293-297 Downloads View citations (3)
  2. The Hausman test and weak instruments
    Journal of Econometrics, 2011, 160, (2), 289-299 Downloads View citations (36)

2010

  1. PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
    Econometric Theory, 2010, 26, (3), 863-881 Downloads View citations (37)

2009

  1. Estimation with overidentifying inequality moment conditions
    Journal of Econometrics, 2009, 153, (2), 136-154 Downloads View citations (51)

2008

  1. Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
    Econometrics Journal, 2008, 11, (1), 80-104 View citations (25)

2007

  1. An empirical analysis of nonstationarity in a panel of interest rates with factors
    Journal of Applied Econometrics, 2007, 22, (2), 383-400 Downloads View citations (39)
  2. Incidental trends and the power of panel unit root tests
    Journal of Econometrics, 2007, 141, (2), 416-459 Downloads View citations (56)
    See also Working Paper Incidental Trends and the Power of Panel Unit Root Tests, IEPR Working Papers (2005) View citations (2) (2005)

2006

  1. A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
    Econometric Theory, 2006, 22, (4), 721-742 Downloads View citations (5)
    See also Working Paper A Study of a Semiparametric Binary Choice Model with Integrated Covariates, IEPR Working Papers (2005) (2005)
  2. ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
    Econometric Theory, 2006, 22, (6), 1179-1190 Downloads View citations (12)
  3. REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
    Econometric Theory, 2006, 22, (3), 499-512 Downloads View citations (48)
    See also Working Paper Reducing Bias of MLE in a Dynamic Panel Model, IEPR Working Papers (2005) (2005)

2005

  1. Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
    Econometric Reviews, 2005, 23, (4), 293-323 Downloads View citations (8)

2004

  1. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
    Econometrica, 2004, 72, (2), 467-522 Downloads View citations (22)
    See also Working Paper GMM Estimation of Autoregressive Roots Near Unity with Panel Data, Cowles Foundation Discussion Papers (2003) Downloads View citations (1) (2003)
  2. Maximum score estimation of a nonstationary binary choice model
    Journal of Econometrics, 2004, 122, (2), 385-403 Downloads View citations (10)
  3. Testing for a unit root in panels with dynamic factors
    Journal of Econometrics, 2004, 122, (1), 81-126 Downloads View citations (578)
    See also Working Paper TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS, Cahiers de recherche (2002) Downloads View citations (10) (2002)

2002

  1. A note on the nonstationary binary choice logit model
    Economics Letters, 2002, 76, (2), 267-271 Downloads View citations (3)
  2. MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
    Econometric Theory, 2002, 18, (6), 1385-1407 Downloads View citations (8)

2001

  1. HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
    Econometric Theory, 2001, 17, (1), 29-69 Downloads View citations (29)
    See also Working Paper How to Estimate Autoregressive Roots Near Unity, University of California at Santa Barbara, Economics Working Paper Series (1999) Downloads (1999)

2000

  1. ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
    Econometric Theory, 2000, 16, (6), 927-997 Downloads View citations (42)
    See also Working Paper Estimation of Autoregressive Roots Near Unity Using Panel Data, Cowles Foundation Discussion Papers (1999) Downloads View citations (14) (1999)
  2. Nonstationary panel data analysis: an overview of some recent developments
    Econometric Reviews, 2000, 19, (3), 263-286 Downloads View citations (163)
    See also Working Paper Nonstationary Panel Data Analysis: An Overview of Some Recent Developments, Cowles Foundation Discussion Papers (1999) Downloads View citations (49) (1999)

1999

  1. A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
    Economics Letters, 1999, 65, (1), 25-31 Downloads View citations (22)
  2. Linear Regression Limit Theory for Nonstationary Panel Data
    Econometrica, 1999, 67, (5), 1057-1112 View citations (832)
    See also Working Paper Linear Regression Limit Theory for Nonstationary Panel Data, Cowles Foundation Discussion Papers (1999) Downloads View citations (815) (1999)

Chapters

2014

  1. Demand Estimation with High-Dimensional Product Characteristics
    A chapter in Bayesian Model Comparison, 2014, vol. 34, pp 301-323 Downloads View citations (4)
 
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