Details about Jungbin Hwang

Access statistics for papers by Jungbin Hwang.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: phw16

Working Papers

2025

1. Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions
   Working papers, University of Connecticut, Department of Economics
2. HAR Inference for Quantile Regression in Time Series
   Working papers, University of Connecticut, Department of Economics

2020

3. A Doubly Corrected Robust Variance Estimator for Linear GMM
   Papers, arXiv.org View citations (5)
   Also in Working Papers, Lancaster University Management School, Economics Department (2019) View citations (1)
   Discussion Papers, School of Economics, The University of New South Wales (2019) View citations (1)
4. Finite-sample Corrected Inference for Two-step GMM in Time Series
   Working papers, University of Connecticut, Department of Economics
5. Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence
   Working papers, University of Connecticut, Department of Economics
6. Simple and Trustworthy Cluster-Robust GMM Inference
   Working papers, University of Connecticut, Department of Economics View citations (5)

2018

7. Religiosity: Identifying the Effect of Pluralism
   Working papers, University of Connecticut, Department of Economics View citations (2)
   See also Journal Article Religiosity: Identifying the effect of pluralism, Journal of Economic Behavior & Organization, Elsevier (2019) View citations (2) (2019)

2017

8. Simple, Robust, and Accurate F and t Tests in Cointegrated Systems
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (4)
   Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2016) View citations (1)
   See also Journal Article SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS, Econometric Theory, Cambridge University Press (2018) View citations (9) (2018)

2015

9. Asymptotic F and t Tests in an Efficient GMM Setting
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
   See also Journal Article Asymptotic F and t tests in an efficient GMM setting, Journal of Econometrics, Elsevier (2017) View citations (14) (2017)
10. Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (17)
    See also Journal Article Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework, Journal of Econometrics, Elsevier (2018) View citations (38) (2018)

Journal Articles

2019

1. Religiosity: Identifying the effect of pluralism
   Journal of Economic Behavior & Organization, 2019, 158, (C), 219-235 View citations (2)
   See also Working Paper Religiosity: Identifying the Effect of Pluralism, Working papers (2018) View citations (2) (2018)

2018

2. SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
   Econometric Theory, 2018, 34, (5), 949-984 View citations (9)
   See also Working Paper Simple, Robust, and Accurate F and t Tests in Cointegrated Systems, University of California at San Diego, Economics Working Paper Series (2017) View citations (4) (2017)
3. Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
   Journal of Econometrics, 2018, 207, (2), 381-405 View citations (38)
   See also Working Paper Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework, University of California at San Diego, Economics Working Paper Series (2015) View citations (17) (2015)

2017

4. Asymptotic F and t tests in an efficient GMM setting
   Journal of Econometrics, 2017, 198, (2), 277-295 View citations (14)
   See also Working Paper Asymptotic F and t Tests in an Efficient GMM Setting, University of California at San Diego, Economics Working Paper Series (2015) View citations (2) (2015)