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Details about Jungbin Hwang

Homepage:http://hwang.econ.uconn.edu
Postal address:365 Fairfield Way, Unit 1063 Department of Economics Storrs, CT, 06269, US
Workplace:Department of Economics, University of Connecticut, (more information at EDIRC)

Access statistics for papers by Jungbin Hwang.

Last updated 2025-10-05. Update your information in the RePEc Author Service.

Short-id: phw16


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Working Papers

2025

  1. Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions
    Working papers, University of Connecticut, Department of Economics Downloads
  2. HAR Inference for Quantile Regression in Time Series
    Working papers, University of Connecticut, Department of Economics Downloads
  3. High-Dimensional Weighted K-Means with Serial Dependence
    Working papers, University of Connecticut, Department of Economics Downloads
  4. Sieve Bootstrap Approach to Robust Term Premia Analysis
    Working papers, University of Connecticut, Department of Economics Downloads

2020

  1. A Doubly Corrected Robust Variance Estimator for Linear GMM
    Papers, arXiv.org Downloads View citations (5)
    Also in Working Papers, Lancaster University Management School, Economics Department (2019) Downloads View citations (1)
    Discussion Papers, School of Economics, The University of New South Wales (2019) Downloads View citations (1)

    See also Journal Article A doubly corrected robust variance estimator for linear GMM, Journal of Econometrics, Elsevier (2022) Downloads View citations (7) (2022)
  2. Finite-sample Corrected Inference for Two-step GMM in Time Series
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article Finite-sample corrected inference for two-step GMM in time series, Journal of Econometrics, Elsevier (2023) Downloads View citations (1) (2023)
  3. 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 Downloads
  4. Simple and Trustworthy Cluster-Robust GMM Inference
    Working papers, University of Connecticut, Department of Economics Downloads View citations (5)
    See also Journal Article Simple and trustworthy cluster-robust GMM inference, Journal of Econometrics, Elsevier (2021) Downloads View citations (9) (2021)

2018

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

Journal Articles

2024

  1. Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence
    Journal of Business & Economic Statistics, 2024, 42, (1), 160-173 Downloads

2023

  1. Finite-sample corrected inference for two-step GMM in time series
    Journal of Econometrics, 2023, 234, (1), 327-352 Downloads View citations (1)
    See also Working Paper Finite-sample Corrected Inference for Two-step GMM in Time Series, Working papers (2020) Downloads (2020)

2022

  1. A doubly corrected robust variance estimator for linear GMM
    Journal of Econometrics, 2022, 229, (2), 276-298 Downloads View citations (7)
    See also Working Paper A Doubly Corrected Robust Variance Estimator for Linear GMM, Papers (2020) Downloads View citations (5) (2020)

2021

  1. Simple and trustworthy cluster-robust GMM inference
    Journal of Econometrics, 2021, 222, (2), 993-1023 Downloads View citations (9)
    See also Working Paper Simple and Trustworthy Cluster-Robust GMM Inference, Working papers (2020) Downloads View citations (5) (2020)

2019

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

2018

  1. SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
    Econometric Theory, 2018, 34, (5), 949-984 Downloads View citations (9)
  2. 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 Downloads View citations (39)

2017

  1. Asymptotic F and t tests in an efficient GMM setting
    Journal of Econometrics, 2017, 198, (2), 277-295 Downloads View citations (14)
 
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