Details about Chirok Han

Access statistics for papers by Chirok Han.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pha335

Working Papers

2020

1. Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends
   Papers, arXiv.org

2018

2. Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing
   Discussion Paper Series, Institute of Economic Research, Korea University
3. What Explains Current Account Surplus in Korea?
   Working Papers, eSocialSciences
   Also in Working Papers, Korea Institute for International Economic Policy (2016)
   See also Journal Article What Explains Current Account Surplus in Korea?, Asian Economic Papers, MIT Press (2018) (2018)

2017

4. Can Obesity Cause Depression? Using Pseudo Panel Analysis
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (4)
5. Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (2)
6. Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects
   Discussion Paper Series, Institute of Economic Research, Korea University
   See also Journal Article Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) (2023)
7. 세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications
   Policy Analyses, Korea Institute for International Economic Policy

2016

8. 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 View citations (2)
9. 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 View citations (6)
   See also Journal Article Moment Restrictions and Identification in Linear Dynamic Panel Data Models, Annals of Economics and Statistics, GENES (2019) View citations (1) (2019)

2014

10. True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
    See also Journal Article The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression, Economics Letters, Elsevier (2015) View citations (2) (2015)

2011

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

2010

12. Uniform Asymptotic Normality in Stationary and Unit Root Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION, Econometric Theory, Cambridge University Press (2011) View citations (8) (2011)
13. X-Differencing and Dynamic Panel Model Estimation
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION, Econometric Theory, Cambridge University Press (2014) View citations (30) (2014)

2009

14. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (2)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) View citations (1)
    Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics (2009)
    See also Journal Article Infinite Density at the Median and the Typical Shape of Stock Return Distributions, Journal of Business & Economic Statistics, American Statistical Association (2011) View citations (3) (2011)
15. LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    Also in Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics (2009)
    Discussion Paper Series, Institute of Economic Research, Korea University (2009)
    See also Journal Article LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES, Econometric Theory, Cambridge University Press (2010) View citations (2) (2010)

2007

16. 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 View citations (4)
    See also Journal Article GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY, Econometric Theory, Cambridge University Press (2010) View citations (125) (2010)

2006

17. 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 View citations (2)
    See also Journal Article GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT, Econometric Theory, Cambridge University Press (2008) View citations (12) (2008)

2005

18. GMM with Many Moment Conditions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (4)
    See also Journal Article GMM with Many Moment Conditions, Econometrica, Econometric Society (2006) View citations (73) (2006)

2004

19. 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) View citations (3)
    See also Journal Article Estimation of a panel data model with parametric temporal variation in individual effects, Journal of Econometrics, Elsevier (2005) View citations (21) (2005)

Journal Articles

2024

1. Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity
   Stata Journal, 2024, 24, (1), 72-92 View citations (2)

2023

2. Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
   Empirical Economics, 2023, 64, (6), 2589-2610
3. Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects
   Oxford Bulletin of Economics and Statistics, 2023, 85, (5), 1135-1155
   See also Working Paper Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects, Discussion Paper Series (2017) (2017)

2022

4. Bias correction for within-group estimation of panel data models with fixed effects and sample selection
   Economics Letters, 2022, 220, (C)

2020

5. On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
   Economics Letters, 2020, 197, (C)
6. Testing for the null of block zero restrictions in common factor models
   Economics Letters, 2020, 188, (C) View citations (1)

2019

7. Moment Restrictions and Identification in Linear Dynamic Panel Data Models
   Annals of Economics and Statistics, 2019, (134), 149-176 View citations (1)
   See also Working Paper Moment restrictions and identification in linear dynamic panel data models, ANU Working Papers in Economics and Econometrics (2016) View citations (6) (2016)

2018

8. What Explains Current Account Surplus in Korea?
   Asian Economic Papers, 2018, 17, (2), 70-93
   See also Working Paper What Explains Current Account Surplus in Korea?, Working Papers (2018) (2018)

2017

9. Lag length selection in panel autoregression
   Econometric Reviews, 2017, 36, (1-3), 225-240 View citations (14)

2016

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

2015

12. The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
    Economics Letters, 2015, 127, (C), 89-92 View citations (2)
    See also Working Paper True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression, Cowles Foundation Discussion Papers (2014) View citations (2) (2014)

2014

13. The role of constant instruments in dynamic panel estimation
    Economics Letters, 2014, 124, (3), 500-503 View citations (16)
14. X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
    Econometric Theory, 2014, 30, (1), 201-251 View citations (30)
    See also Working Paper X-Differencing and Dynamic Panel Model Estimation, Cowles Foundation Discussion Papers (2010) View citations (1) (2010)

2013

15. DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS
    Journal of Economic Development, 2013, 38, (1), 47-57 View citations (16)
16. First difference maximum likelihood and dynamic panel estimation
    Journal of Econometrics, 2013, 175, (1), 35-45 View citations (16)
17. Network effect of transportation infrastructure: a dynamic panel evidence
    The Annals of Regional Science, 2013, 50, (1), 265-274 View citations (11)

2012

18. Asymptotic distribution of factor augmented estimators for panel regression
    Journal of Econometrics, 2012, 169, (1), 48-53 View citations (132)
19. Estimating the number of common factors in serially dependent approximate factor models
    Economics Letters, 2012, 116, (3), 531-534 View citations (10)

2011

20. 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 View citations (6)
21. Infinite Density at the Median and the Typical Shape of Stock Return Distributions
    Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 View citations (3)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 282-294 (2011) View citations (3)
    See also Working Paper Infinite Density at the Median and the Typical Shape of Stock Return Distributions, Discussion Paper Series (2009) View citations (2) (2009)
22. UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
    Econometric Theory, 2011, 27, (6), 1117-1151 View citations (8)
    See also Working Paper Uniform Asymptotic Normality in Stationary and Unit Root Autoregression, Cowles Foundation Discussion Papers (2010) View citations (1) (2010)

2010

23. GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
    Econometric Theory, 2010, 26, (1), 119-151 View citations (125)
    See also Working Paper GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity, Cowles Foundation Discussion Papers (2007) View citations (4) (2007)
24. LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
    Econometric Theory, 2010, 26, (3), 953-962 View citations (2)
    See also Working Paper LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities, Cowles Foundation Discussion Papers (2009) (2009)

2008

25. Detecting invalid instruments using L1-GMM
    Economics Letters, 2008, 101, (3), 285-287 View citations (11)
26. GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
    Econometric Theory, 2008, 24, (3), 631-650 View citations (12)
    See also Working Paper Gaussian Inference in AR(1) Time Series with or without a Unit Root, Cowles Foundation Discussion Papers (2006) View citations (2) (2006)

2007

27. DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
    Econometric Theory, 2007, 23, (6), 1248-1253 View citations (2)

2006

28. GMM with Many Moment Conditions
    Econometrica, 2006, 74, (1), 147-192 View citations (73)
    See also Working Paper GMM with Many Moment Conditions, Cowles Foundation Discussion Papers (2005) View citations (5) (2005)

2005

29. Estimation of a panel data model with parametric temporal variation in individual effects
    Journal of Econometrics, 2005, 126, (2), 241-267 View citations (21)
    See also Working Paper Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects, Econometric Society 2004 Far Eastern Meetings (2004) View citations (3) (2004)

2004

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

2002

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

2001

32. 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 (2)

Chapters

2014

1. Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors
   A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 281-302