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Information about:
Hyungsik Roger Moon

Personal Details | Affiliation | Works
This is information that was supplied by Hyungsik Moon in registering through RePEc. If you are Hyungsik Roger Moon , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Hyungsik
Middle Name: Roger
Last Name: Moon
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RePEc Short-ID: pmo129

Email:
Homepage: http://www-rcf.usc.edu/~moonr
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Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Emmanuel Guerre & Hyungsik Roger Moon, 2005. "A Study of a Semiparametric Binary Choice Model with Integrated Covariates," IEPR Working Papers 05.37, Institute of Economic Policy Research (IEPR). [Downloadable!]
    Published as:

  3. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]

  4. Jinyong Hahn & Hyungsik Roger Moon, 2004. "Reducing Bias of MLE in a Dynamic Panel Model," IEPR Working Papers 04.5, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  5. Frank Schorfheide & Hyungsik Roger Moon, 2004. "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings 284, Econometric Society. [Downloadable!]

  6. Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004. "Incidental Trends and the Power of Panel Unit Root Tests," Yale School of Management Working Papers ysm414, Yale School of Management. [Downloadable!]
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  7. MOON, Hyungsik Roger & PERRON, Benoit., 2002. "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche 2002-18, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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  8. Seung Chan Ahn & Hyungsik Roger Moon, 2001. "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 A6-2, International Conferences on Panel Data. [Downloadable!]

  9. Moon, H.R. & Perron, P., 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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  10. Hyungsik Roger Moon, 2000. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society. [Downloadable!]
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  11. Hyungsik R. Moon & Peter C.B. Phillips, . "Estimation of Autoregressive Roots Near Unity Using Panel Data," University of California Santa Barbara - Department of Economics 1-99, California Santa Barbara - Department of Economics. [Downloadable!]
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  12. Peter C.B. Phillips & Hyungsik R. Moon, . "Linear Regression Limit Theory for Nonstationary Panel Data," University of California Santa Barbara - Department of Economics 18-98, California Santa Barbara - Department of Economics.
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  13. Hyungsik R. Moon, . "A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors," University of California Santa Barbara - Department of Economics 24-98, California Santa Barbara - Department of Economics.
    Published as:

  14. RePEc:cdl:ucsbec:1084 is not listed on IDEAS

  15. Peter C.B. Phillips & Hyungsik R. Moon, . "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," University of California Santa Barbara - Department of Economics 17-98, California Santa Barbara - Department of Economics.
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  16. RePEc:cdl:ucsbec:1087 is not listed on IDEAS

  17. Hyungsik R. Moon & Peter C.B. Phillips, . "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California Santa Barbara - Department of Economics 6-99, California Santa Barbara - Department of Economics. [Downloadable!]
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  18. Peter C.B. Phillips & Hyungsik Roger Moon & Zhijie Xiao, . "How to Estimate Autoregressive Roots Near Unity," University of California Santa Barbara - Department of Economics 9-99, California Santa Barbara - Department of Economics. [Downloadable!]
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  19. RePEc:cdl:ucsbec:1079 is not listed on IDEAS

Articles

  1. Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400. [Downloadable!]

  2. Moon, H.R. & Perron, B. & Phillips, P.C.B., 2006. "On The Breitung Test For Panel Unit Roots And Local Asymptotic Power," Econometric Theory, Cambridge University Press, vol. 22(06), pages 1179-1190, November. [Downloadable!]

  3. Guerre, Emmanuel & Moon, Hyungsik Roger, 2006. "A Study Of A Semiparametric Binary Choice Model With Integrated Covariates," Econometric Theory, Cambridge University Press, vol. 22(04), pages 721-742, May. [Downloadable!]
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  4. Hahn, Jinyong & Moon, Hyungsik Roger, 2006. "Reducing Bias Of Mle In A Dynamic Panel Model," Econometric Theory, Cambridge University Press, vol. 22(03), pages 499-512, March. [Downloadable!]
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  5. Moon, H.R.Hyungsik Roger & Perron, Benoit, 2004. "Testing for a unit root in panels with dynamic factors," Journal of Econometrics, Elsevier, vol. 122(1), pages 81-126, September. [Downloadable!] (restricted)
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  6. Hyungsik Roger Moon & Peter C. B. Phillips, 2004. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03. [Downloadable!] (restricted)
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  7. Moon, Hyungsik Roger, 2004. "Maximum score estimation of a nonstationary binary choice model," Journal of Econometrics, Elsevier, vol. 122(2), pages 385-403, October. [Downloadable!] (restricted)

  8. Moon, Hyungsik Roger & Schorfheide, Frank, 2002. "Minimum Distance Estimation Of Nonstationary Time Series Models," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1385-1407, September. [Downloadable!]

  9. Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July. [Downloadable!] (restricted)

  10. Phillips, Peter C.B. & Moon, Hyungsik Roger & Xiao, Zhijie, 2001. "How To Estimate Autoregressive Roots Near Unity," Econometric Theory, Cambridge University Press, vol. 17(01), pages 29-69, February. [Downloadable!]
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  11. Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor and Francis Journals, vol. 19(3), pages 263-286. [Downloadable!] (restricted)
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  12. Moon, Hyungsik R. & Phillips, Peter C.B., 2000. "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, vol. 16(06), pages 927-997, December. [Downloadable!]
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  13. Moon, Hyungsik R & Phillips, Peter C B, 1999. " Maximum Likelihood Estimation in Panels with Incidental Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I. [Downloadable!] (restricted)
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  14. Moon, Hyungsik R., 1999. "A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors," Economics Letters, Elsevier, vol. 65(1), pages 25-31, October. [Downloadable!] (restricted)
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  15. Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
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NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DCM: Discrete Choice Models (1) 2005-11-19
  2. NEP-ECM: Econometrics (9) 2002-07-10 2003-02-10 2003-06-09 2003-10-12 2004-12-02 2005-04-03 2005-11-19 2006-04-08 2007-01-23 Author is listed
  3. NEP-ETS: Econometric Time Series (8) 2002-07-04 2003-02-03 2003-06-04 2003-10-12 2004-07-18 2004-12-02 2005-04-03 2005-11-19 Author is listed
  4. NEP-IFN: International Finance (1) 2005-11-19
  5. NEP-MAC: Macroeconomics (1) 2006-04-08
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This page was last updated on 2008-8-6.

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