• 1571 Citations
  • 17 h-Index
19992019
If you made any changes in Pure these will be visible here soon.

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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1999 2019

  • 1571 Citations
  • 17 h-Index
  • 38 Article
  • 1 Comment/debate

BLP-2LASSO for aggregate discrete choice models with rich covariates

Gillen, B. J., Montero, S., Moon, H. R. & Shum, M., 2019 Sep 1, In : Econometrics Journal. 22, 3, p. 262-281 20 p.

Research output: Contribution to journalArticle

Open Access
Discrete choice models
Covariates
Differentiated products
Menu
Random coefficients
2 Citations (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 L 1,2 norm

Chiong, K. X. & Moon, H. R., 2018 Oct, 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, In : Journal of Econometrics. 206, 2, p. 613-644 32 p.

Research output: Contribution to journalArticle

Logit
Random Coefficients
Fixed Effects
Automobiles
Discrete Choice
2 Citations (Scopus)

Inference for VARs identified with sign restrictions

Granziera, E., Moon, H. R. & Schorfheide, F., 2018 Nov, 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