← All authors Chirok Han Korea University (from arXiv:2012.08988, 2020) · ORCID · OpenAlex
33 papers in scope · 32 published · 2 on the econ.EM arXiv · 749 citations · h-index 13 (over the papers listed here)
Papers (1 of 33)
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity
published 2024 · The Stata Journal Promoting communications on statistics and Stata · 7 citations
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects*
published 2023 · Oxford Bulletin of Economics and Statistics · 1 citations
with Hyoungjong Kim
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
published 2023 · Empirical Economics · 1 citations
with Hyoungjong Kim
Bias correction for within-group estimation of panel data models with fixed effects and sample selection
published 2022 · Economics Letters · 3 citations
with Goeun Lee, Go Eun Lee
working paper 2020 · arXiv
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
published 2020 · Economics Letters
with Tue Gørgens, Sen Xue
Testing for the null of block zero restrictions in common factor models
published 2019 · Economics Letters · 2 citations
Efficiency comparison of random effects two stage least squares estimators
published 2016 · Economics Letters · 6 citations
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION
published 2015 · Economic Inquiry · 5 citations
with Changhui Kang, Sam-Ho Lee
Lag length selection in panel autoregression
published 2015 · Econometric Reviews · 43 citations
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
published 2014 · Economics Letters · 10 citations
The role of constant instruments in dynamic panel estimation
published 2014 · Economics Letters · 18 citations
with Hyoungjong Kim
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
published 2013 · Econometric Theory · 76 citations · first circulated 2010
First difference maximum likelihood and dynamic panel estimation
published 2013 · Journal of Econometrics · 37 citations
Estimating the number of common factors in serially dependent approximate factor models
published 2012 · Economics Letters · 20 citations
with Ryan Greenaway-McGrevy, Donggyu Sul
Asymptotic distribution of factor augmented estimators for panel regression
published 2012 · Journal of Econometrics · 101 citations
with Ryan Greenaway-McGrevy, Donggyu Sul
Network effect of transportation infrastructure: a dynamic panel evidence
published 2011 · The Annals of Regional Science · 14 citations
with Kyoung-Youn Na, Chang-Ho Yoon
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
published 2011 · Econometric Theory · 14 citations · first circulated 2010
A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
published 2010 · Economics Letters · 8 citations
with Beomsoo Kim
Infinite Density at the Median and the Typical Shape of Stock Return Distributions
published 2010 · Journal of Business and Economic Statistics · 6 citations · first circulated 2009
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
published 2010 · Econometric Theory · 2 citations · first circulated 2009
Testing for the Mixture Hypothesis of Geometric Distributions
published 2009 · Journal of Economic Theory And Econometrics · 5 citations
with Jin Seo Cho
no link
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
published 2009 · Econometric Theory · 45 citations
Detecting invalid instruments using L1-GMM
published 2008 · Economics Letters · 51 citations · first circulated 2007
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
published 2008 · Econometric Theory · 9 citations
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
published 2007 · Econometric Theory
Relationship between electric demand and CDD and the forecast of daily peak electric load in Beijing
published 2007 · WIT transactions on ecology and the environment · 3 citations
with Dan Ding, Zhiwei Xie, X. Li, Hyunseok You
GMM with Many Moment Conditions
published 2005 · Econometrica · 184 citations
Estimation of a panel data model with parametric temporal variation in individual effects
published 2004 · Journal of Econometrics · 46 citations
with Luis Orea, Peter Schmidt
NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17–18 October 2003
published 2004 · Econometric Theory · 1 citations
with Viv Hall, Christopher Plantier, Peter C. Thomson
Closest Moment Estimationunder General Conditions
published 2004 · Annals of Economics and Statistics
with Robert de Jong
no link
THE PROPERTIES OF L p -GMM ESTIMATORS
published 2002 · Econometric Theory · 9 citations
with Robert de Jong
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
published 2001 · Economics Letters · 22 citations
with Peter Schmidt
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