Details about Chirok Han

Access statistics for papers by Chirok Han.

Last updated 2021-01-31. 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 in Asian Economic Papers (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
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 in Annals of Economics and Statistics (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 in Economics Letters (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 in Econometric Theory (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 in Econometric Theory (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 in Journal of Business & Economic Statistics (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 Discussion Paper Series, Institute of Economic Research, Korea University (2009)
    Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics (2009)
    See also Journal Article in Econometric Theory (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 in Econometric Theory (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 in Econometric Theory (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 in Econometrica (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 in Journal of Econometrics (2005)

Journal Articles

2020

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

2019

3. 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 (2016)

2018

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

2017

5. Lag length selection in panel autoregression
   Econometric Reviews, 2017, 36, (1-3), 225-240 View citations (10)

2016

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

2015

8. 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 (2014)

2014

9. The role of constant instruments in dynamic panel estimation
   Economics Letters, 2014, 124, (3), 500-503 View citations (14)
10. X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
    Econometric Theory, 2014, 30, (1), 201-251 View citations (25)
    See also Working Paper (2010)

2013

11. DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS
    Journal of Economic Development, 2013, 38, (1), 47-57 View citations (15)
12. First difference maximum likelihood and dynamic panel estimation
    Journal of Econometrics, 2013, 175, (1), 35-45 View citations (15)
13. Network effect of transportation infrastructure: a dynamic panel evidence
    The Annals of Regional Science, 2013, 50, (1), 265-274 View citations (10)

2012

14. Asymptotic distribution of factor augmented estimators for panel regression
    Journal of Econometrics, 2012, 169, (1), 48-53 View citations (123)
15. Estimating the number of common factors in serially dependent approximate factor models
    Economics Letters, 2012, 116, (3), 531-534 View citations (9)

2011

16. 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 (5)
17. 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 (2009)
18. UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
    Econometric Theory, 2011, 27, (6), 1117-1151 View citations (7)
    See also Working Paper (2010)

2010

19. GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
    Econometric Theory, 2010, 26, (1), 119-151 View citations (114)
    See also Working Paper (2007)
20. LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
    Econometric Theory, 2010, 26, (3), 953-962 View citations (2)
    See also Working Paper (2009)

2008

21. Detecting invalid instruments using L1-GMM
    Economics Letters, 2008, 101, (3), 285-287 View citations (9)
22. 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 (2006)

2007

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

2006

24. GMM with Many Moment Conditions
    Econometrica, 2006, 74, (1), 147-192 View citations (64)
    See also Working Paper (2005)

2005

25. Estimation of a panel data model with parametric temporal variation in individual effects
    Journal of Econometrics, 2005, 126, (2), 241-267 View citations (20)
    See also Working Paper (2004)

2004

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

2002

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

2001

28. 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