Details about Chirok Han
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Short-id: pha335
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Working Papers
2020
- Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends
Papers, arXiv.org
2018
- Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing
Discussion Paper Series, Institute of Economic Research, Korea University
- 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
- Can Obesity Cause Depression? Using Pseudo Panel Analysis
Discussion Paper Series, Institute of Economic Research, Korea University View citations (4)
- 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)
- Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects
Discussion Paper Series, Institute of Economic Research, Korea University
- 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
- 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)
- 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
- 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
- First Difference MLE and Dynamic Panel Estimation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (3)
2010
- 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)
- 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
- 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)
- 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
- 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
- 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
- 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
- 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
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Economics Letters, 2020, 197, (C)
- Testing for the null of block zero restrictions in common factor models
Economics Letters, 2020, 188, (C)
2019
- 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
- What Explains Current Account Surplus in Korea?
Asian Economic Papers, 2018, 17, (2), 70-93 
See also Working Paper (2018)
2017
- Lag length selection in panel autoregression
Econometric Reviews, 2017, 36, (1-3), 225-240 View citations (10)
2016
- Efficiency comparison of random effects two stage least squares estimators
Economics Letters, 2016, 148, (C), 59-62
- MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION
Economic Inquiry, 2016, 54, (2), 1240-1250
2015
- 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
- The role of constant instruments in dynamic panel estimation
Economics Letters, 2014, 124, (3), 500-503 View citations (14)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
Econometric Theory, 2014, 30, (1), 201-251 View citations (25)
See also Working Paper (2010)
2013
- DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS
Journal of Economic Development, 2013, 38, (1), 47-57 View citations (15)
- First difference maximum likelihood and dynamic panel estimation
Journal of Econometrics, 2013, 175, (1), 35-45 View citations (15)
- Network effect of transportation infrastructure: a dynamic panel evidence
The Annals of Regional Science, 2013, 50, (1), 265-274 View citations (10)
2012
- Asymptotic distribution of factor augmented estimators for panel regression
Journal of Econometrics, 2012, 169, (1), 48-53 View citations (123)
- Estimating the number of common factors in serially dependent approximate factor models
Economics Letters, 2012, 116, (3), 531-534 View citations (9)
2011
- 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)
- 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)
- 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
- 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)
- 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
- Detecting invalid instruments using L1-GMM
Economics Letters, 2008, 101, (3), 285-287 View citations (9)
- 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
- DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Econometric Theory, 2007, 23, (6), 1248-1253 View citations (1)
2006
- GMM with Many Moment Conditions
Econometrica, 2006, 74, (1), 147-192 View citations (64)
See also Working Paper (2005)
2005
- 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
- Closest Moment Estimationunder General Conditions
Annals of Economics and Statistics, 2004, (74), 1-13
2002
- THE PROPERTIES OF Lp-GMM ESTIMATORS
Econometric Theory, 2002, 18, (2), 491-504 View citations (2)
2001
- 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
- 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
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