Details about Donggyu Sul

Access statistics for papers by Donggyu Sul.

Last updated 2025-02-06. Update your information in the RePEc Author Service.

Short-id: psu42

Working Papers

2024

1. Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf
   Auburn Economics Working Paper Series, Department of Economics, Auburn University

2023

2. Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

2021

3. Depth-Weighted Forecast Combination: Application to COVID-19 Cases
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Chapter Depth-weighted Forecast Combination: Application to COVID-19 Cases, Advances in Econometrics, Emerald Group Publishing Limited (2023) (2023)
4. Trimmed Mean Group Estimation
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Chapter Trimmed Mean Group Estimation, Advances in Econometrics, Emerald Group Publishing Limited (2022) View citations (1) (2022)

2017

5. Identifying Exchange Rate Common Factors
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article IDENTIFYING EXCHANGE RATE COMMON FACTORS, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018) View citations (29) (2018)
6. Weak s- Convergence: Theory and Applications
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
   See also Journal Article Weak σ-convergence: Theory and applications, Journal of Econometrics, Elsevier (2019) View citations (8) (2019)

2012

7. Exchange Rates as Exchange Rate Common Factors
   Working Papers, Hong Kong Institute for Monetary Research View citations (22)

2010

8. 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 UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION, Econometric Theory, Cambridge University Press (2011) View citations (8) (2011)
9. 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 X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION, Econometric Theory, Cambridge University Press (2014) View citations (30) (2014)

2007

10. Endogenous Discounting, the World Saving Glut and the U.S. Current Account
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
    See also Journal Article Endogenous discounting, the world saving glut and the U.S. current account, Journal of International Economics, Elsevier (2008) View citations (53) (2008)
11. Transition Modeling and Econometric Convergence Tests
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (630)
    See also Journal Article Transition Modeling and Econometric Convergence Tests, Econometrica, Econometric Society (2007) View citations (632) (2007)

2005

12. Economic Transition and Growth
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
    See also Journal Article Economic transition and growth, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (359) (2009)
13. New Panel Unit Root Tests under Cross Section Dependence for Practitioners
    Econometrics, University Library of Munich, Germany View citations (1)

2004

14. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    Econometrics, University Library of Munich, Germany View citations (7)
15. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
    Also in Yale School of Management Working Papers, Yale School of Management (2004) View citations (14)
    Working Papers, Department of Economics, The University of Auckland (2003) View citations (6)
    See also Journal Article Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, Journal of Econometrics, Elsevier (2007) View citations (142) (2007)
16. Dynamic Seemingly Unrelated Cointegrating Regression
    Working Papers, Ohio State University, Department of Economics View citations (12)
    Also in Working Papers, Department of Economics, The University of Auckland (2003) View citations (9)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2003) View citations (18)
    See also Journal Article Dynamic Seemingly Unrelated Cointegrating Regressions, The Review of Economic Studies, Review of Economic Studies Ltd (2005) View citations (100) (2005)
17. Prewhitening Bias in HAC Estimation
    Yale School of Management Working Papers, Yale School of Management View citations (10)
    Also in Working Papers, Department of Economics, The University of Auckland (2003) View citations (12)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (12)
    See also Journal Article Prewhitening Bias in HAC Estimation, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) View citations (145) (2005)
18. The Elusive Empirical Shadow of Growth Convergence
    Yale School of Management Working Papers, Yale School of Management
    Also in Working Papers, Department of Economics, The University of Auckland (2003) View citations (34)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (33)
19. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Finance, University Library of Munich, Germany (2004) View citations (3)
20. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (58) (2006)

2002

21. Asymptotic Power Advantages of Long-Horizon Regressions
    Working Papers, Department of Economics, The University of Auckland View citations (2)
22. Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (37)
    See also Journal Article Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2003) View citations (431) (2003)
23. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (35)
    Also in Working Papers, Department of Economics, The University of Auckland (2002) View citations (27)
24. Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand
    Working Papers, Department of Economics, The University of Auckland View citations (2)
25. Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation
    Working Papers, Department of Economics, The University of Auckland View citations (21)
    See also Journal Article Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2002) View citations (23) (2002)

1998

26. Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
    Working Papers, Ohio State University, Department of Economics View citations (6)
    See also Journal Article Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel, Journal of International Economics, Elsevier (2001) View citations (337) (2001)

Undated

27. Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence
    Economics Working Papers, School of Business Administration, American University of Sharjah View citations (1)

Journal Articles

2023

1. Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels
   Journal of Multivariate Analysis, 2023, 196, (C) View citations (1)

2022

2. Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
   Econometric Reviews, 2022, 41, (3), 291-320

2019

3. Weak σ-convergence: Theory and applications
   Journal of Econometrics, 2019, 209, (2), 185-207 View citations (8)
   See also Working Paper Weak s- Convergence: Theory and Applications, Cowles Foundation Discussion Papers (2017) View citations (2) (2017)

2018

4. Estimation of Treatment Effects in Repeated Public Goods Experiments
   Econometrics, 2018, 6, (4), 1-24
5. IDENTIFYING EXCHANGE RATE COMMON FACTORS
   International Economic Review, 2018, 59, (4), 2193-2218 View citations (29)
   See also Working Paper Identifying Exchange Rate Common Factors, NBER Working Papers (2017) View citations (9) (2017)

2017

6. Lag length selection in panel autoregression
   Econometric Reviews, 2017, 36, (1-3), 225-240 View citations (14)

2016

7. Identification of Unknown Common Factors: Leaders and Followers
   Journal of Business & Economic Statistics, 2016, 34, (2), 227-239 View citations (10)

2014

8. Dynamic Panel Analysis under Cross-Sectional Dependence
   Political Analysis, 2014, 22, (2), 258-273 View citations (34)
9. Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply
   Political Analysis, 2014, 22, (2), 279-280 View citations (1)
10. X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
    Econometric Theory, 2014, 30, (1), 201-251 View citations (30)
    See also Working Paper X-Differencing and Dynamic Panel Model Estimation, Cowles Foundation Discussion Papers (2010) View citations (1) (2010)

2013

11. COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS
    Economic Inquiry, 2013, 51, (1), 707-721 View citations (7)

2012

12. Asymptotic distribution of factor augmented estimators for panel regression
    Journal of Econometrics, 2012, 169, (1), 48-53 View citations (132)
13. Estimating the number of common factors in serially dependent approximate factor models
    Economics Letters, 2012, 116, (3), 531-534 View citations (10)

2011

14. UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
    Econometric Theory, 2011, 27, (6), 1117-1151 View citations (8)
    See also Working Paper Uniform Asymptotic Normality in Stationary and Unit Root Autoregression, Cowles Foundation Discussion Papers (2010) View citations (1) (2010)

2010

15. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment
    Oxford Bulletin of Economics and Statistics, 2010, 72, (5), 567-599 View citations (25)

2009

16. Economic transition and growth
    Journal of Applied Econometrics, 2009, 24, (7), 1153-1185 View citations (359)
    Also in Journal of Applied Econometrics, 2009, 24, (7), 1153-1185 (2009) View citations (389)
    See also Working Paper Economic Transition and Growth, Cowles Foundation Discussion Papers (2005) View citations (5) (2005)
17. Panel unit root tests under cross section dependence with recursive mean adjustment
    Economics Letters, 2009, 105, (1), 123-126 View citations (22)

2008

18. Endogenous discounting, the world saving glut and the U.S. current account
    Journal of International Economics, 2008, 75, (1), 30-53 View citations (53)
    See also Working Paper Endogenous Discounting, the World Saving Glut and the U.S. Current Account, NBER Working Papers (2007) View citations (17) (2007)

2007

19. Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
    Journal of Econometrics, 2007, 137, (1), 162-188 View citations (142)
    See also Working Paper Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence, Cowles Foundation Discussion Papers (2004) View citations (9) (2004)
20. Some empirics on economic growth under heterogeneous technology
    Journal of Macroeconomics, 2007, 29, (3), 455-469 View citations (41)
21. Transition Modeling and Econometric Convergence Tests
    Econometrica, 2007, 75, (6), 1771-1855 View citations (632)
    See also Working Paper Transition Modeling and Econometric Convergence Tests, Cowles Foundation Discussion Papers (2007) View citations (630) (2007)

2006

22. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 View citations (58)
    See also Working Paper Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data, NBER Working Papers (2004) View citations (22) (2004)

2005

23. Dynamic Seemingly Unrelated Cointegrating Regressions
    The Review of Economic Studies, 2005, 72, (3), 797-820 View citations (100)
    See also Working Paper Dynamic Seemingly Unrelated Cointegrating Regression, Working Papers (2004) View citations (12) (2004)
24. Prewhitening Bias in HAC Estimation
    Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 517-546 View citations (145)
    See also Working Paper Prewhitening Bias in HAC Estimation, Yale School of Management Working Papers (2004) View citations (10) (2004)

2003

25. Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand
    Oxford Bulletin of Economics and Statistics, 2003, 65, (5), 655-680 View citations (431)
    See also Working Paper Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand, NBER Technical Working Papers (2002) View citations (37) (2002)
26. Dynamic panel estimation and homogeneity testing under cross section dependence &ast
    Econometrics Journal, 2003, 6, (1), 217-259 View citations (565)

2002

27. Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation
    American Journal of Agricultural Economics, 2002, 84, (4), 1042-1053 View citations (23)
    See also Working Paper Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation, Working Papers (2002) View citations (21) (2002)

2001

28. Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel
    Journal of International Economics, 2001, 53, (1), 29-52 View citations (337)
    See also Working Paper Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel, Working Papers (1998) View citations (6) (1998)

1999

29. Does Ex post uncovered interest differential reflect the degrees of capital mobility?
    Applied Economics Letters, 1999, 6, (2), 97-102 View citations (6)
30. Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model
    Review of International Economics, 1999, 7, (2), 280-96

Chapters

2023

1. Depth-weighted Forecast Combination: Application to COVID-19 Cases
   A chapter in Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, 2023, vol. 45B, pp 235-260
   See also Working Paper Depth-Weighted Forecast Combination: Application to COVID-19 Cases, Center for Policy Research, Maxwell School, Syracuse University (2021) (2021)

2022

2. Trimmed Mean Group Estimation
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 177-202 View citations (1)
   See also Working Paper Trimmed Mean Group Estimation, Center for Policy Research, Maxwell School, Syracuse University (2021) (2021)

2020

3. Testing Convergence Using HAR Inference
   A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 25-72 View citations (2)

2014

4. 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
5. Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition
   A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 241-279 View citations (2)