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Hyungsik Roger Moon

Global rank #2210 97%

Institution: University of Southern California

Primary Field: Econometrics (weighted toward more recent publications)

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

First Publication: 1999

Most Recent: 2020

RePEc ID: pmo129 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.67 2.01 2.18 0.00 8.88
All Time 2.35 9.05 9.55 0.00 39.21

Publication Statistics

Raw Publications 28
Coauthorship-Adjusted Count 25.41

Publications (28)

Year Article Journal Tier Authors
2020 Forecasting With Dynamic Panel Data Models Econometrica S 3
2019 BLP-2LASSO for aggregate discrete choice models with rich covariates The Econometrics Journal B 4
2018 Inference for VARs identified with sign restrictions Quantitative Economics B 3
2018 Estimation of random coefficients logit demand models with interactive fixed effects Journal of Econometrics A 3
2017 LM Test of Neglected Correlated Random Effects and Its Application Journal of Business & Economic Statistics A 3
2017 Many IVs estimation of dynamic panel regression models with measurement error Journal of Econometrics A 3
2017 DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS Econometric Theory B 2
2015 Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects Econometrica S 2
2014 Estimation of an Education Production Function under Random Assignment with Selection American Economic Review S 3
2014 A predictability test for a small number of nested models Journal of Econometrics A 3
2014 PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS Econometric Theory B 2
2012 Analysis of interactive fixed effects dynamic linear panel regression with measurement error Economics Letters C 3
2012 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel Journal of Econometrics A 2
2011 Test of random versus fixed effects with small within variation Economics Letters C 3
2011 The Hausman test and weak instruments Journal of Econometrics A 3
2010 PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA Econometric Theory B 2
2009 Estimation with overidentifying inequality moment conditions Journal of Econometrics A 2
2007 Incidental trends and the power of panel unit root tests Journal of Econometrics A 3
2006 REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL Econometric Theory B 2
2006 ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER Econometric Theory B 3
2006 A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES Econometric Theory B 2
2004 Maximum score estimation of a nonstationary binary choice model Journal of Econometrics A 1
2004 Testing for a unit root in panels with dynamic factors Journal of Econometrics A 2
2002 A note on the nonstationary binary choice logit model Economics Letters C 2
2002 MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS Econometric Theory B 2
2001 HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY Econometric Theory B 3
2000 ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA Econometric Theory B 2
1999 A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors Economics Letters C 1