HYUNGSIK ROGER MOON

Professor
(Econometric Theory, Applied Econometrics)

Tydings Hall 3145

Department of Economics

University of Maryland

College Park, MD 20742
Tel: 301-405-3493, Fax: 301-405-3542
Email: hyungsikmoon@gmail.com

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CV RESEARCH

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WORKING PAPERS:

"Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects",

with Matt Shum and Martin Weidner (Revised, March 2012)

"Analysis of Interactive Fixed Effects Dynamic Linear Regression With Measurement Error"

with Nayoung Lee and Martin Weidner (Revised, March, 2012)

Omitted Appendix

"A Predictability Test for a Small Number of Nested Models"

with Eleonora Granziera and Kirstin Hubrich (September, 2011)

Omitted Appendix

"Inference for VARs Identified with Sign Restrictions",

with Frank Schorfheide, Eleonora Granziera, Mihye Lee (June, 2011), NBER Working Paper 17140,

Omitted Technical Appendix, Guass Programs

"Dynamic Linear Panel Regression Models with Interactive Fixed Effects",

with Martin Weidner (July, 2010),

Omitted Technical Appendix

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

with Martin Weidner (June, 2010)