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Hyungsik Roger Moon


Professor of Economics

Contact Information
Office: KAP 330C
Phone: (213)740-2108
E-mail: moonr@usc.edu

LINKS
Curriculum Vitae
Personal Website
 

Education

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

Academic Appointment, Affiliation, and Employment History

  • Professor, University of Southern California, 2/1/2008-  
  • Associate Professor, University of Southern California, 7/1/2004-1/31/2008  
  • Assistant Professor, University of Southern California, 7/1/2000-6/30/2004  
  • Assistant Professor, University of California, Santa Barbara, 7/1/1998-6/1/2000  

Description of Research

Summary Statement of Research Interests
Professor Moon's main research areas are econometrics theory, applied econometrics, empirical finance and empirical international finance.

Publications

Book Chapter
  • Moon, H., Perron, B. (2007). Seemingly Unrelated Regressions. The New Palgrave Dictionary of Economics, 2ed./Palgrave McMillan.
Journal Article
  • 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.
  • 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.

Honors and Awards

  • Econometric Theory Multa Scripsit Award, 2006-2007   
  • The Korea-America Economic Association Young Scholar Award, Spring 2005   

Service to the Profession

Editorships and Editorial Boards
  • Associate Editor, Journal of Econometrics, 2008-  
  • Associate Editor, Econometric Theory, 2003-  

Department Info
Kaprielian Hall 300
(213) 740-8335
FAX: (213) 740-8543