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Details about Donggyu Sul

E-mail:
Homepage:http://www.utdallas.edu/~dxs093000/
Postal address:800 W. Campbell Road Richardson, TX 75080-3021 University of Texas at Dallas
Workplace:Department of Economics, University of Texas-Dallas, (more information at EDIRC)

Access statistics for papers by Donggyu Sul.

Last updated 2017-08-04. Update your information in the RePEc Author Service.

Short-id: psu42


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Working Papers

2017

  1. Weak s- Convergence: Theory and Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

2012

  1. Exchange Rates as Exchange Rate Common Factors
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (12)

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)

2007

  1. Endogenous Discounting, the World Saving Glut and the U.S. Current Account
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in Journal of International Economics (2008)
  2. Transition Modeling and Econometric Convergence Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (157)
    See also Journal Article in Econometrica (2007)

2005

  1. Economic Transition and Growth
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2009)
  2. New Panel Unit Root Tests under Cross Section Dependence for Practitioners
    Econometrics, EconWPA Downloads

2004

  1. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    Econometrics, EconWPA Downloads View citations (6)
  2. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (5)
    Also in Yale School of Management Working Papers, Yale School of Management (2004) Downloads View citations (8)
    Working Papers, Department of Economics, The University of Auckland (2003) Downloads

    See also Journal Article in Journal of Econometrics (2007)
  3. Dynamic Seemingly Unrelated Cointegrating Regression
    Working Papers, Ohio State University, Department of Economics Downloads View citations (11)
    Also in Working Papers, Department of Economics, The University of Auckland (2003) Downloads View citations (4)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (13)

    See also Journal Article in Review of Economic Studies (2005)
  4. Prewhitening Bias in HAC Estimation
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (7)
    Also in Working Papers, Department of Economics, The University of Auckland (2003) Downloads View citations (11)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (11)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
  5. The Elusive Empirical Shadow of Growth Convergence
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Working Papers, Department of Economics, The University of Auckland (2003) Downloads View citations (20)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (15)
  6. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
    Finance, EconWPA Downloads View citations (3)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (3)
  7. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2002

  1. Asymptotic Power Advantages of Long-Horizon Regressions
    Working Papers, Department of Economics, The University of Auckland Downloads
  2. Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  3. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (25)
    Also in Working Papers, Department of Economics, The University of Auckland (2002) Downloads View citations (24)
  4. Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand
    Working Papers, Department of Economics, The University of Auckland Downloads
  5. Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation
    Working Papers, Department of Economics, The University of Auckland Downloads View citations (11)
    See also Journal Article in American Journal of Agricultural Economics (2002)

1998

  1. Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
    Working Papers, Ohio State University, Department of Economics Downloads
    See also Journal Article in Journal of International Economics (2001)

Undated

  1. Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence
    Economics Working Papers, School of Business Administration, American University of Sharjah Downloads

Journal Articles

2017

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

2016

  1. Identification of Unknown Common Factors: Leaders and Followers
    Journal of Business & Economic Statistics, 2016, 34, (2), 227-239 Downloads

2014

  1. Dynamic Panel Analysis under Cross-Sectional Dependence
    Political Analysis, 2014, 22, (02), 258-273 Downloads View citations (6)
  2. Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply
    Political Analysis, 2014, 22, (02), 279-280 Downloads
  3. X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
    Econometric Theory, 2014, 30, (01), 201-251 Downloads View citations (6)
    See also Working Paper (2010)

2013

  1. COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS
    Economic Inquiry, 2013, 51, (1), 707-721 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. 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. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment
    Oxford Bulletin of Economics and Statistics, 2010, 72, (5), 567-599 Downloads View citations (18)

2009

  1. Economic transition and growth
    Journal of Applied Econometrics, 2009, 24, (7), 1153-1185 Downloads View citations (76)
    See also Working Paper (2005)
  2. Panel unit root tests under cross section dependence with recursive mean adjustment
    Economics Letters, 2009, 105, (1), 123-126 Downloads View citations (19)

2008

  1. Endogenous discounting, the world saving glut and the U.S. current account
    Journal of International Economics, 2008, 75, (1), 30-53 Downloads View citations (32)
    See also Working Paper (2007)

2007

  1. Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
    Journal of Econometrics, 2007, 137, (1), 162-188 Downloads View citations (62)
    See also Working Paper (2004)
  2. Some empirics on economic growth under heterogeneous technology
    Journal of Macroeconomics, 2007, 29, (3), 455-469 Downloads View citations (14)
  3. Transition Modeling and Econometric Convergence Tests
    Econometrica, 2007, 75, (6), 1771-1855 Downloads View citations (156)
    See also Working Paper (2007)

2006

  1. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 Downloads View citations (45)
    See also Working Paper (2004)

2005

  1. Dynamic Seemingly Unrelated Cointegrating Regressions
    Review of Economic Studies, 2005, 72, (3), 797-820 Downloads View citations (44)
    See also Working Paper (2004)
  2. Prewhitening Bias in HAC Estimation
    Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 517-546 Downloads View citations (111)
    See also Working Paper (2004)

2003

  1. Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand
    Oxford Bulletin of Economics and Statistics, 2003, 65, (5), 655-680 Downloads View citations (232)
    See also Working Paper (2002)
  2. Dynamic panel estimation and homogeneity testing under cross section dependence &ast
    Econometrics Journal, 2003, 6, (1), 217-259 Downloads View citations (242)

2002

  1. Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation
    American Journal of Agricultural Economics, 2002, 84, (4), 1042-1053 Downloads View citations (16)
    See also Working Paper (2002)

2001

  1. Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel
    Journal of International Economics, 2001, 53, (1), 29-52 Downloads View citations (228)
    See also Working Paper (1998)

1999

  1. Does Ex post uncovered interest differential reflect the degrees of capital mobility?
    Applied Economics Letters, 1999, 6, (2), 97-102 Downloads View citations (3)
  2. Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model
    Review of International Economics, 1999, 7, (2), 280-96

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Page updated 2017-08-21