← All authors Hyungsik Roger Moon University of Southern California (from arXiv:2502.02734, 2025) · ORCID · OpenAlex
57 papers in scope · 51 published · 11 on the econ.EM arXiv · 4,509 citations · h-index 23 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Laura Liu Frank Schorfheide Shuyang Sheng Eric Auerbach Shanjukta Nath Keith Warren Subhadeep Paul Grigory Franguridi Michael P. Leung Santiago Montoya-Blandón Boyuan Zhang Martin Weidner Liangjun Su Jörg Stoye Stefan Sperlich Mingli Chen Duong Trinh Ida Johnsson Toru Kitagawa Xiaoting Sun Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (15 of 57)
published 2026 · Journal of Econometrics · 47 citations · first circulated 2018
working paper 2025 · arXiv
published 2025 · Econometric Reviews · 1 citations · first circulated 2024
with Zhan Gao
working paper 2025 · arXiv
Test of neglected heterogeneity in dyadic models
published 2024 · Journal of Econometrics
working paper 2023 · arXiv
Copula graphic estimation of the survival function with dependent censoring and its application to analysis of pancreatic cancer clinical trial
published 2023 · Statistical Methods in Medical Research · 4 citations
published 2023 · Quantitative Economics · 13 citations · first circulated 2019
SEQUENTIALLY ESTIMATING THE STRUCTURAL EQUATION BY POWER TRANSFORMATION
published 2022 · Econometric Theory
with Jaedo Choi, Jin Seo Cho
working paper 2022 · arXiv · 3 citations
published 2021 · Econometric Reviews · 1 citations
Special Issue “Celebrated Econometricians: Peter Phillips”
published 2021 · Econometrics
Heterogeneous Income Profiles Model with Fixed Effects: Incorporating Labour Income Shocks*
published 2021 · Oxford Bulletin of Economics and Statistics · first circulated 2014
with Nayoung Lee
published 2021 · Econometric Theory · first circulated 2019
working paper 2020 · arXiv · 3 citations
Panel forecasts of country-level Covid-19 infections
published 2020 · Journal of Econometrics · 53 citations
published 2020 · Econometrica · 62 citations · first circulated 2016
published 2019 · The Review of Economics and Statistics · 24 citations · first circulated 2017
BLP-2LASSO for aggregate discrete choice models with rich covariates
published 2019 · Econometrics Journal · 14 citations
with Benjamin J. Gillen, Sergio Montero, Matthew Shum
published 2019 · The Review of Economic Studies · 6 citations
Estimation of random coefficients logit demand models with interactive fixed effects
published 2018 · Journal of Econometrics · 27 citations · first circulated 2017
Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach
published 2018 · Real Estate Economics · 18 citations · first circulated 2017
with Seungwoo Chin, Matthew E. Kahn
published 2018 · Quantitative Economics · 17 citations · first circulated 2011
Estimation of graphical models using the L1,2 norm
published 2017 · Econometrics Journal · 5 citations
working paper 2017 · arXiv
Many IVs estimation of dynamic panel regression models with measurement error
published 2017 · Journal of Econometrics · 15 citations · first circulated 2015
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
published 2015 · Econometric Theory · 192 citations · first circulated 2014
LM Test of Neglected Correlated Random Effects and Its Application
published 2015 · Journal of Business and Economic Statistics · 8 citations
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
published 2015 · Econometrica · 302 citations · first circulated 2013
Estimation of an Education Production Function under Random Assignment with Selection
published 2014 · American Economic Review · 18 citations
A predictability test for a small number of nested models
published 2014 · Journal of Econometrics · 7 citations · first circulated 2012
with Eleonora Granziera, Kirstin Hubrich
Point-optimal panel unit root tests with serially correlated errors
published 2014 · Econometrics Journal · 17 citations
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS
published 2014 · Econometric Theory
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
published 2012 · Economics Letters · 20 citations
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
published 2012 · Journal of Econometrics · 81 citations · first circulated 2010
Test of random versus fixed effects with small within variation
published 2011 · Economics Letters · 24 citations
The Hausman test and weak instruments
published 2010 · Journal of Econometrics · 107 citations
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
published 2009 · Econometric Theory · 57 citations
Estimation with overidentifying inequality moment conditions
published 2009 · Journal of Econometrics · 66 citations · first circulated 2006
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
published 2008 · Econometrics Journal · 50 citations
An empirical analysis of nonstationarity in a panel of interest rates with factors
published 2007 · Journal of Applied Econometrics · 55 citations · first circulated 2005
Incidental trends and the power of panel unit root tests
published 2006 · Journal of Econometrics · 111 citations · first circulated 2005
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
published 2006 · Econometric Theory · 26 citations
with Bernard Perron, P. C. B. Phillips
A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
published 2006 · Econometric Theory · 13 citations · first circulated 2005
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
published 2006 · Econometric Theory · 10 citations · first circulated 2005
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
published 2005 · Econometric Reviews · 65 citations
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
published 2004 · Econometrica · 16 citations
Testing for a unit root in panels with dynamic factors
published 2004 · Journal of Econometrics · 933 citations · first circulated 2003
Maximum score estimation of a nonstationary binary choice model
published 2004 · Journal of Econometrics · 19 citations · first circulated 2003
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
published 2002 · Econometric Theory · 16 citations · first circulated 2001
A note on the nonstationary binary choice logit model
published 2002 · Economics Letters · 9 citations
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
published 2001 · Econometric Theory · 50 citations · first circulated 1999
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
published 2000 · Econometric Theory · 17 citations
Nonstationary panel data analysis: an overview of some recent developments
published 2000 · Econometric Reviews · 403 citations · first circulated 1999
Maximum Likelihood Estimation in Panels with Incidental Trends
published 1999 · Oxford Bulletin of Economics and Statistics · 27 citations
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
published 1999 · Economics Letters · 46 citations
Linear Regression Limit Theory for Nonstationary Panel Data
published 1999 · Econometrica · 1431 citations
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