Hyungsik Roger Moon

University of Southern California - Department of Economics

Professor of Economics

KAP 300

Los Angeles, CA 90089-0253

United States

USC Dornsife Institute for New Economic Thinking

3620 S. Vermont Avenue, KAP 364F

Los Angeles, CA 90089-0253

United States

SCHOLARLY PAPERS

38

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5,513

SSRN CITATIONS
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Top 4,318

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309

CROSSREF CITATIONS

120

Scholarly Papers (38)

BLP-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates

USC-INET Research Paper No. 15-27
Number of pages: 61 Posted: 16 Dec 2015
Ben Gillen, Ben Gillen, Sergio Montero, Hyungsik Roger Moon and Matthew Shum
California Institute of Technology - Division of the Humanities and Social SciencesClaremont Colleges, Claremont McKenna College, Robert Day School of Economics and Finance, Students, California Institute of Technology, University of Southern California - Department of Economics and California Institute of Technology
Downloads 190 (298,397)
Citation 2

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Demand estimation, Elections, Post-model selection inference, Lasso, Big data

BLP-LASSO for Aggregate Discrete Choice Models with Rich Covariates

Number of pages: 32 Posted: 10 Dec 2015 Last Revised: 15 Oct 2018
Ben Gillen, Ben Gillen, Sergio Montero, Hyungsik Roger Moon and Matthew Shum
California Institute of Technology - Division of the Humanities and Social SciencesClaremont Colleges, Claremont McKenna College, Robert Day School of Economics and Finance, Students, California Institute of Technology, University of Southern California - Department of Economics and California Institute of Technology
Downloads 158 (351,400)
Citation 4

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Random-coefficients logit model, High-dimensional regressors, LASSO, Elections, Machine Learning, Big data

2.

Large-N and Large-T Properties of Panel Data Estimators and The Hausman Test

Number of pages: 66 Posted: 20 Sep 2001
Seung C. Ahn and Hyungsik Roger Moon
Arizona State University (ASU) - Economics Department and University of Southern California - Department of Economics
Downloads 346 (165,140)
Citation 7

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3.
Downloads 341 (167,708)
Citation 55

Testing for a Unit Root in Panels with Dynamic Factors

Number of pages: 113 Posted: 26 May 2003
Hyungsik Roger Moon and Benoit Perron
University of Southern California - Department of Economics and University of Montreal - Department of Economics
Downloads 198 (287,318)
Citation 7

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Testing for a Unit Root in Panels with Dynamic Factors

Number of pages: 42 Posted: 30 Apr 2003
Hyungsik Roger Moon and Benoit Perron
University of Southern California - Department of Economics and University of Montreal - Department of Economics
Downloads 143 (381,524)
Citation 44

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Minimum Distance Estimation of Nonstationary Time Series Models

Number of pages: 32 Posted: 11 Feb 2002
Hyungsik Roger Moon and Frank Schorfheide
University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 186 (304,153)

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Minimum Distance Estimator, Nonlinear Parameter Restriction, Random Limit Weight Matrix

Minimum Distance Estimation of Nonstationary Time Series Models

Number of pages: 37 Posted: 02 May 2001
Hyungsik Roger Moon and Frank Schorfheide
University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 141 (385,900)
Citation 2

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Minimum Distance Estimator, Nonlinear Parameter Restriction, Random Limit Weight Matrix

5.

Forecasting with Dynamic Panel Data Models

PIER Working Paper No. 16022
Number of pages: 95 Posted: 23 Dec 2016
Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 321 (178,959)
Citation 1

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Bank Stress Tests, Empirical Bayes, Forecasting, Panel Data, Ratio Optimality, Tweedies Formula

6.

Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects

USC-INET Research Paper No. 17-10
Number of pages: 57 Posted: 31 Mar 2017
Hyungsik Roger Moon, Matthew Shum and Martin Weidner
University of Southern California - Department of Economics, California Institute of Technology and University of Oxford
Downloads 291 (198,376)
Citation 4

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Discrete-Choice Demand Model, Interactive Fixed Effects, Factor Analysis, Panel Data, Random Utility Model.

7.

Dynamic Linear Panel Regression Models with Interactive Fixed Effects

USC-INET Research Paper No. 15-02
Number of pages: 101 Posted: 11 Jan 2015
Hyungsik Roger Moon and Martin Weidner
University of Southern California - Department of Economics and University of Oxford
Downloads 273 (211,846)
Citation 11

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8.

Incidental Trends and the Power of Panel Unit Root Tests

Cowles Foundation Discussion Paper No. 1435, USC CLEO Research Paper No. C03-17, IEPR Working Paper No. 05-38
Number of pages: 64 Posted: 05 Sep 2003
Hyungsik Roger Moon, Benoit Perron and Peter C. B. Phillips
University of Southern California - Department of Economics, University of Montreal - Department of Economics and University of Auckland Business School
Downloads 215 (267,175)
Citation 17

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Asymptotic power envelope, common point, optimal test, heterogeneous alternatives, incidental trends, local to unity, power function, panel unit root test

9.

Long-Horizon Regressions When the Predictor is Slowly Varying

Number of pages: 52 Posted: 18 Jul 2004
Hyungsik Roger Moon, Antonio Rubia Serrano and Rossen I. Valkanov
University of Southern California - Department of Economics, University of Alicante, Department of Financial Economics and University of California, San Diego (UCSD) - Rady School of Management
Downloads 210 (273,074)
Citation 7

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Return predictability, long-horizon regressions, near unit root, local-to-zero variance

10.

Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach

USC-INET Research Paper No. 17-25
Number of pages: 76 Posted: 27 Sep 2017
Ida Johnsson and Hyungsik Roger Moon
University of Southern California, Department of Economics, Students and University of Southern California - Department of Economics
Downloads 202 (282,948)
Citation 12

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Peer Effects, Endogenous Network, Sieve Estimation, Control Function

11.

GMM Estimation of Autoregressive Roots Near Unity with Panel Data

Number of pages: 63 Posted: 21 Nov 2002
Hyungsik Roger Moon and Peter C. B. Phillips
University of Southern California - Department of Economics and University of Auckland Business School
Downloads 170 (329,966)
Citation 6

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Bias, Boundary Point Asymptotics, GMM Estimation, Local to Unity, Moment Conditions, Nuisance Parameters, Panel Data, Pooled Regression, Projected Score

12.

A Note on the Nonstationary Binary Choice Logit Model

Number of pages: 6 Posted: 11 Feb 2002
Emmanuel Guerre and Hyungsik Roger Moon
University of Paris VI Pierre et Marie Curie and University of Southern California - Department of Economics
Downloads 164 (340,351)

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Binary choice model, nonstationary covariates

13.

Many IVs Estimation of Dynamic Panel Regression Models with Measurement Error

USC-INET Research Paper No. 15-20
Number of pages: 61 Posted: 08 Aug 2015
Nayoung Lee, Hyungsik Roger Moon and Qiankun Zhou
Seoul National University, University of Southern California - Department of Economics and Binghamton University
Downloads 161 (345,818)
Citation 4

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Dynamic Panel Regression, Measurement Error, Many IVs, JIVE

14.

Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects

USC-INET Research Paper No. 15-03
Number of pages: 104 Posted: 11 Jan 2015
Hyungsik Roger Moon and Martin Weidner
University of Southern California - Department of Economics and University of Oxford
Downloads 151 (364,707)
Citation 46

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Panel data, interactive fixed effects, factor models, perturbation theory of linear operators, random matrix theory

15.

Forecasting with Dynamic Pane Data Models

USC-INET Research Paper No. 17-02
Number of pages: 95 Posted: 31 Jan 2017
Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 142 (383,156)

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Bank Stress Tests, Empirical Bayes, Forecasting, Panel Data, Ratio Optimality, Tweedies Formula

16.

Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs

USC-INET Research Paper No. 17-11
Number of pages: 56 Posted: 31 Mar 2017 Last Revised: 29 Aug 2019
Eleanor Jawon Choi, Hyungsik Roger Moon and Geert Ridder
Hanyang University, University of Southern California - Department of Economics and University of Southern California
Downloads 139 (389,573)
Citation 1

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Average Partial Effect, Within-District School Lotteries, Selection, Treatment Effect Heterogeneity, Education Production.

17.

Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach

USC-INET Research Paper No. 17-14
Number of pages: 50 Posted: 27 Apr 2017
Seungwoo Chin, Matthew E. Kahn and Hyungsik Roger Moon
Ministry of Economy and Finance, Sejong Government Complex, University of Southern California and University of Southern California - Department of Economics
Downloads 134 (400,998)

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Real Estate Pricing, Transit Investment, Seoul, Supervised Machine Learning

Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions

IEPR Working Paper No. 06.56
Number of pages: 54 Posted: 03 Jan 2007
Hyungsik Roger Moon and Frank Schorfheide
University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 110 (468,027)
Citation 6

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Empirical Likelihood Estimation, Generalized Method of Moments, Inequality Moment Conditions, Instrumental Variable Estimation, Monetary Policy Rules

Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions

CEPR Discussion Paper No. 5605
Number of pages: 54 Posted: 05 Jul 2006
Hyungsik Roger Moon and Frank Schorfheide
University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 20 (1,000,575)
Citation 5
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Empirical likelihood estimation, generalized method of movements, inequality moment conditions, instrumental variable estimation, monetary policy rules

19.

Maximum Score Estimation of a Nonstationary Binary Choice Model

Number of pages: 18 Posted: 21 Jul 2003
Hyungsik Roger Moon
University of Southern California - Department of Economics
Downloads 117 (444,497)
Citation 2

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Maximum Score Estimation, Binary Choice, Nonstationary Explanatory Variables

20.

Demand Estimation with High-Dimensional Product Characteristics

Advances in Econometrics, Volume 34, 301-323, 2014
Number of pages: 23 Posted: 09 Dec 2015
Ben Gillen, Ben Gillen, Matthew Shum and Hyungsik Roger Moon
California Institute of Technology - Division of the Humanities and Social SciencesClaremont Colleges, Claremont McKenna College, Robert Day School of Economics and Finance, Students, California Institute of Technology and University of Southern California - Department of Economics
Downloads 115 (450,262)
Citation 1

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21.

An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors

IEPR Working Paper No. 05.35
Number of pages: 50 Posted: 16 Nov 2005
Hyungsik Roger Moon and Benoit Perron
University of Southern California - Department of Economics and University of Montreal - Department of Economics
Downloads 113 (456,264)
Citation 10

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22.

Estimation of Graphical Models with Shape Restriction

USC-INET Research Paper No. 17-15
Number of pages: 19 Posted: 27 Apr 2017 Last Revised: 23 May 2017
Khai Chiong and Hyungsik Roger Moon
University of Texas at Dallas - Naveen Jindal School of Management and University of Southern California - Department of Economics
Downloads 104 (484,589)

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Gaussian Graphical Models; Glasso; Inverse Covariance Matrices; Lasso; Precision matrices; Sparsity.

23.

Appendix: Omitted Proofs of 'Testing for a Unit Root in Panels with Dynamic Factors'

Number of pages: 71 Posted: 29 Apr 2003
Hyungsik Roger Moon and Benoit Perron
University of Southern California - Department of Economics and University of Montreal - Department of Economics
Downloads 103 (487,889)
Citation 7

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24.

Specification Tests of Overidentifying Restrictions for Minimum Distance Estimation

Ewha Journal of Social Sciences, Vol. 29, No. 1, 2013
Number of pages: 12 Posted: 23 Mar 2015
Nayoung Lee and Hyungsik Roger Moon
The Chinese University of Hong Kong (CUHK) - Department of Economics and University of Southern California - Department of Economics
Downloads 94 (518,314)

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Minimum Distance, Overidentifying Restrictions, Specification Tests, J-Test, Newey’s Test, Simulation Test, Bootstrap Test

25.

Normal Approximation in Large Network Models

Number of pages: 69 Posted: 03 Jun 2019 Last Revised: 01 Mar 2021
Michael P. Leung and Hyungsik Roger Moon
University of Southern California - Department of Economics and University of Southern California - Department of Economics
Downloads 91 (529,081)
Citation 2

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social networks, strategic interactions, weak dependence, network formation

26.

Reducing Bias of Mle in a Dynamic Panel Model

IEPR Working Paper No. 05.36
Number of pages: 16 Posted: 25 Jan 2005
Jinyong Hahn and Hyungsik Roger Moon
University of California, Los Angeles and University of Southern California - Department of Economics
Downloads 88 (540,333)

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27.
Downloads 85 (552,113)
Citation 16

Inference for VARs Identified with Sign Restrictions

FRB of Philadelphia Working Paper No. 11-20
Number of pages: 68 Posted: 08 Jun 2011
Hyungsik Roger Moon, Frank Schorfheide, Eleonora Granziera and Mihye Lee
University of Southern California - Department of Economics, University of Pennsylvania - Department of Economics, Norges Bank and University of Southern California - Department of Economics
Downloads 47 (762,666)

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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

Inference for Vars Identified with Sign Restrictions

NBER Working Paper No. w17140
Number of pages: 50 Posted: 20 Jun 2011 Last Revised: 03 May 2023
Hyungsik Roger Moon, Frank Schorfheide, Eleonora Granziera and Mihye Lee
University of Southern California - Department of Economics, University of Pennsylvania - Department of Economics, Norges Bank and University of Southern California - Department of Economics
Downloads 35 (855,304)
Citation 11

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Inference for Vars Identified with Sign Restrictions

CEPR Discussion Paper No. DP8432
Number of pages: 69 Posted: 16 Jun 2011
Eleonora Granziera, Mihye Lee, Hyungsik Roger Moon and Frank Schorfheide
Norges Bank, University of Southern California - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 3 (1,184,042)
Citation 5
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Bayesian Inference, Frequentist Inference, Partially Identified Models, Sign Restrictions, Structural VARs

28.

Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel

CIRANO - Scientific Publications No. 2011s-17
Posted: 15 Feb 2011
Hyungsik Roger Moon and Benoit Perron
University of Southern California - Department of Economics and University of Montreal - Department of Economics
Downloads 82 (564,119)
Citation 3

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False discovery rate, multiple testing, unit root tests, panel data

29.

Robust Forecasting

PIER Working Paper No. 20-038
Number of pages: 60 Posted: 01 Dec 2020
Timothy Christensen, Hyungsik Roger Moon and Frank Schorfheide
New York University (NYU) - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 76 (589,496)
Citation 2

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Statistical Decision Theory, Dynamic Discrete Choice, Forecasting, Identification, Minimax Loss, Minimax Regret, Panel Data Models, Robustness, Structural Breaks

A Predictability Test for a Small Number of Nested Models

Number of pages: 32 Posted: 28 Mar 2012 Last Revised: 27 Oct 2016
Eleonora Granziera, Kirstin Hubrich and Hyungsik Roger Moon
Norges Bank, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 43 (799,302)
Citation 2

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Out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap

A Predictability Test for a Small Number of Nested Models

ECB Working Paper No. 1580
Number of pages: 36 Posted: 12 Sep 2013
Eleonora Granziera, Kirstin Hubrich and Hyungsik Roger Moon
Norges Bank, Board of Governors of the Federal Reserve System and University of Southern California - Department of Economics
Downloads 33 (872,825)

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out-of sample, point-forecast evaluation, multi-model comparison, predictive ability, direct multi-step forecasts, fixed regressors bootstrap

31.

LM Test of Neglected Correlated Random Effects and Its Application

USC-INET Research Paper No. 15-11
Number of pages: 33 Posted: 05 Mar 2015
Jinyong Hahn, Hyungsik Roger Moon and Connan Andrew Snider
University of California, Los Angeles, University of Southern California - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 69 (621,623)
Citation 1

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LM Test, Test of Overdispersion, Conditional Moment Restriction, Correlated Random Effects, Multiple Equilibria, Max-Min Optimality

32.

A Study of a Semiparametric Binary Choice Model with Integrated Covariates

IEPR Working Paper No. 05.37
Number of pages: 18 Posted: 16 Nov 2005
Emmanuel Guerre and Hyungsik Roger Moon
University of Paris VI Pierre et Marie Curie and University of Southern California - Department of Economics
Downloads 69 (621,623)
Citation 1

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33.

Heterogeneous Income Profiles Model with Fixed Effects: Incorporating Health Shocks as an Application

USC-INET Research Paper No. 15-22
Number of pages: 37 Posted: 08 Aug 2015
Nayoung Lee and Hyungsik Roger Moon
The Chinese University of Hong Kong (CUHK) - Department of Economics and University of Southern California - Department of Economics
Downloads 58 (678,420)

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C33, D31, I10, J31

34.

Bayesian and Frequentist Inference in Partially Identified Models

NBER Working Paper No. w14882
Number of pages: 36 Posted: 20 Apr 2009 Last Revised: 01 Sep 2022
Hyungsik Roger Moon and Frank Schorfheide
University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 42 (779,350)
Citation 17

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35.

Forecasting with a Panel Tobit Model

Number of pages: 58 Posted: 03 Jan 2020
Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 38 (808,847)

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Bayesian Inference, Density Forecasts, Interval Forecasts, Loan Charge-Offs, Panel Data, Point Forecasts, Set Forecasts, Tobit Model

36.

Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach

NBER Working Paper No. w23326
Number of pages: 49 Posted: 17 Apr 2017 Last Revised: 27 Mar 2023
Seungwoo Chin, Matthew E. Kahn and Hyungsik Roger Moon
Ministry of Economy and Finance, Sejong Government Complex, University of Southern California and University of Southern California - Department of Economics
Downloads 28 (891,752)

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37.

Panel Forecasts of Country-Level Covid-19 Infectionsliu

CEPR Discussion Paper No. DP14790
Number of pages: 29 Posted: 28 May 2020
Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
Indiana University Bloomington - Department of Economics, University of Southern California - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 0 (1,167,366)
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Bayesian inference, COVID-19, Density forecasts, interval forecasts, panel data models, random effects, SIR model

38.

Maximum Likelihood Estimation in Panels with Incidental Trends

Working Paper No. 1246
Posted: 01 May 2000
Peter C. B. Phillips and Hyungsik Roger Moon
University of Auckland Business School and University of Southern California - Department of Economics

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