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Details about Chirok Han

E-mail:
Homepage:http://econ.korea.ac.kr/~chirokhan/
Workplace:Department of Economics, Korea University, (more information at EDIRC)

Access statistics for papers by Chirok Han.

Last updated 2017-04-22. Update your information in the RePEc Author Service.

Short-id: pha335


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Working Papers

2017

  1. Can Obesity Cause Depression? Using Pseudo Panel Analysis
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
  2. Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads

2016

  1. Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
  2. Moment restrictions and identification in linear dynamic panel data models
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics Downloads
  3. What Explains Current Account Surplus in Korea?
    Working Papers, Korea Institute for International Economic Policy Downloads

2014

  1. True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

2011

  1. First Difference MLE and Dynamic Panel Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)

2010

  1. Uniform Asymptotic Normality in Stationary and Unit Root Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Econometric Theory (2011)
  2. X-Differencing and Dynamic Panel Model Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Econometric Theory (2014)

2009

  1. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2011)
  2. LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) Downloads

    See also Journal Article in Econometric Theory (2010)

2007

  1. GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
    See also Journal Article in Econometric Theory (2010)

2006

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

2005

  1. GMM with Many Moment Conditions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (4)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) Downloads View citations (3)

    See also Journal Article in Econometrica (2006)

2004

  1. Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (3)
    Also in Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG) (2002) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2005)

Journal Articles

2017

  1. Lag length selection in panel autoregression
    Econometric Reviews, 2017, 36, (1-3), 225-240 Downloads

2016

  1. Efficiency comparison of random effects two stage least squares estimators
    Economics Letters, 2016, 148, (C), 59-62 Downloads
  2. MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION
    Economic Inquiry, 2016, 54, (2), 1240-1250 Downloads

2015

  1. The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
    Economics Letters, 2015, 127, (C), 89-92 Downloads View citations (1)

2014

  1. The role of constant instruments in dynamic panel estimation
    Economics Letters, 2014, 124, (3), 500-503 Downloads View citations (3)
  2. X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
    Econometric Theory, 2014, 30, (01), 201-251 Downloads View citations (5)
    See also Working Paper (2010)

2013

  1. DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS
    Journal of Economic Development, 2013, 38, (1), 47-57 Downloads View citations (7)
  2. First difference maximum likelihood and dynamic panel estimation
    Journal of Econometrics, 2013, 175, (1), 35-45 Downloads View citations (5)
  3. Network effect of transportation infrastructure: a dynamic panel evidence
    The Annals of Regional Science, 2013, 50, (1), 265-274 Downloads View citations (3)

2012

  1. Asymptotic distribution of factor augmented estimators for panel regression
    Journal of Econometrics, 2012, 169, (1), 48-53 Downloads View citations (39)
  2. Estimating the number of common factors in serially dependent approximate factor models
    Economics Letters, 2012, 116, (3), 531-534 Downloads View citations (5)

2011

  1. A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated
    Economics Letters, 2011, 110, (2), 163-165 Downloads
  2. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 Downloads View citations (2)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 (2011) Downloads View citations (2)

    See also Working Paper (2009)
  3. UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
    Econometric Theory, 2011, 27, (06), 1117-1151 Downloads View citations (2)
    See also Working Paper (2010)

2010

  1. GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
    Econometric Theory, 2010, 26, (01), 119-151 Downloads View citations (35)
    See also Working Paper (2007)
  2. LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
    Econometric Theory, 2010, 26, (03), 953-962 Downloads View citations (1)
    See also Working Paper (2009)

2008

  1. Detecting invalid instruments using L1-GMM
    Economics Letters, 2008, 101, (3), 285-287 Downloads View citations (2)
  2. GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
    Econometric Theory, 2008, 24, (03), 631-650 Downloads View citations (7)
    See also Working Paper (2006)

2007

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

2006

  1. GMM with Many Moment Conditions
    Econometrica, 2006, 74, (1), 147-192 Downloads View citations (40)
    See also Working Paper (2005)

2005

  1. Estimation of a panel data model with parametric temporal variation in individual effects
    Journal of Econometrics, 2005, 126, (2), 241-267 Downloads View citations (14)
    See also Working Paper (2004)

2004

  1. Closest Moment Estimationunder General Conditions
    Annals of Economics and Statistics, 2004, (74), 1-13 Downloads
  2. 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 Downloads

2002

  1. THE PROPERTIES OF Lp-GMM ESTIMATORS
    Econometric Theory, 2002, 18, (02), 491-504 Downloads View citations (2)

2001

  1. The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
    Economics Letters, 2001, 74, (1), 61-66 Downloads View citations (2)
 
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