Details about Chirok Han

Access statistics for papers by Chirok Han.

Last updated 2009-09-25. Update your information in the RePEc Author Service.

Short-id: pha335

Working Papers

2009

1. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
   Also in Discussion Paper Series, Institute of Economic Research, Korea University (2009)
2. LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

2007

3. GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2006

4. Gaussian Inference in AR(1) Time Series with or without a Unit Root
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   See also Journal Article in Econometric Theory (2008)

2005

5. GMM with Many Moment Conditions
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations
   See also Journal Article in Econometrica (2006)

2004

6. Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects
   Econometric Society 2004 Far Eastern Meetings, Econometric Society
   See also Journal Article in Journal of Econometrics (2005)

Journal Articles

2008

1. Detecting invalid instruments using L1-GMM
   Economics Letters, 2008, 101, (3), 285-287
2. GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
   Econometric Theory, 2008, 24, (03), 631-650
   See also Working Paper (2006)

2007

3. DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
   Econometric Theory, 2007, 23, (06), 1248-1253

2006

4. GMM with Many Moment Conditions
   Econometrica, 2006, 74, (1), 147-192 View citations
   See also Working Paper (2005)

2005

5. Estimation of a panel data model with parametric temporal variation in individual effects
   Journal of Econometrics, 2005, 126, (2), 241-267 View citations
   See also Working Paper (2004)

2004

6. Closest Moment Estimationunder General Conditions
   Annales d'Economie et de Statistique, 2004, (74), 01
7. 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
   Econometric Theory, 2004, 20, (02), 431-435

2002

8. THE PROPERTIES OF Lp-GMM ESTIMATORS
   Econometric Theory, 2002, 18, (02), 491-504 View citations

2001

9. The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
   Economics Letters, 2001, 74, (1), 61-66 View citations