Details about Jungbin Hwang

Access statistics for papers by Jungbin Hwang.

Last updated 2025-10-05. 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
3. High-Dimensional Weighted K-Means with Serial Dependence
   Working papers, University of Connecticut, Department of Economics
4. Sieve Bootstrap Approach to Robust Term Premia Analysis
   Working papers, University of Connecticut, Department of Economics

2020

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

2018

9. 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)

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

2023

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

2022

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

2021

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

2019

5. 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

6. SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
   Econometric Theory, 2018, 34, (5), 949-984 View citations (9)
7. 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 (39)

2017

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