• 1537 Citations
  • 18 h-Index
19992018
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Fingerprint Dive into the research topics where Hyungsik Roger Moon is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Unit Root Tests Mathematics
Panel Data Mathematics
Unit Root Mathematics
Estimator Mathematics
Weak Instruments Mathematics
Deterministic Trend Mathematics
Binary Choice Mathematics
Nested Models Mathematics

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Research Output 1999 2018

  • 1537 Citations
  • 18 h-Index
  • 37 Article
  • 1 Comment/debate
1 Citation (Scopus)

Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach

Chin, S., Kahn, M. E. & Moon, H. R., 2018 Jan 1, (Accepted/In press) In : Real Estate Economics.

Research output: Contribution to journalArticle

Rail
Machine learning
Real estate
Hedonic method
Value of time

Estimation of graphical models using the L1,2 norm

Chiong, K. X. & Moon, H. R., 2018 Oct 1, In : Econometrics Journal. 21, 3, p. 247-263 17 p.

Research output: Contribution to journalArticle

Graphical models
Shrinkage
Operator
Penalty
Estimator

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, H. R., Shum, M. & Weidner, M., 2018 Oct 1, In : Journal of Econometrics. 206, 2, p. 613-644 32 p.

Research output: Contribution to journalArticle

Logit
Random Coefficients
Fixed Effects
Automobiles
Discrete Choice
1 Citation (Scopus)

Inference for VARs identified with sign restrictions

Granziera, E., Moon, H. R. & Schorfheide, F., 2018 Nov 1, In : Quantitative Economics. 9, 3, p. 1087-1121 35 p.

Research output: Contribution to journalArticle

Structural vector autoregression
Sign restrictions
Inference
Endogenous variables
Impulse response
20 Citations (Scopus)

Dynamic linear panel regression models with interactive fixed effects

Moon, H. R. & Weidner, M., 2017 Feb 1, In : Econometric Theory. 33, 1, p. 158-195 38 p.

Research output: Contribution to journalArticle

regression
trend
statistics
Panel regression
Least squares estimator