Access Statistics for Chirok Han

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models 0 0 0 106 0 0 1 145
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 0 0 79 0 1 6 207
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 2 6 9 217
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 0 0 109 0 0 7 248
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 6 0 0 1 34
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 1 1 352
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 0 14 0 0 0 26
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 1 1 2 275
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 1 3 543 1 3 8 1,620
GMM with Many Moment Conditions 0 0 0 179 0 0 0 615
GMM with Many Moment Conditions 0 0 1 435 0 1 5 1,559
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 1 233 0 0 4 687
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 0 0 178 1 2 6 488
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 0 0 33
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 0 0 243
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 0 0 246
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 0 1 40
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 0 0 1 122
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 1 1 1 183
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 0 0 2 195
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 0 82 0 1 2 83
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 0 98 0 0 0 300
What Explains Current Account Surplus in Korea? 0 0 1 68 2 3 14 424
What Explains Current Account Surplus in Korea? 0 0 2 17 0 1 4 39
X-Differencing and Dynamic Panel Model Estimation 0 0 0 235 0 1 1 571
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 0 1 1 48
Total Working Papers 0 1 8 2,871 8 23 77 9,000

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated 0 0 0 40 1 1 4 168
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 49 0 0 2 179
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 1 2 2 3 7 11
Closest Moment Estimationunder General Conditions 0 0 1 1 0 0 1 15
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 0 97 0 1 2 239
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 1 1 1 86
Detecting invalid instruments using L1-GMM 1 1 5 57 1 1 8 137
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 3 5 0 1 10 17
Efficiency comparison of random effects two stage least squares estimators 0 0 0 9 1 2 4 59
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 0 1 70
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 119 0 1 5 274
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 1 1 2 138
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 0 35 0 0 0 95
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 4 111 1 2 23 308
GMM with Many Moment Conditions 0 0 1 196 0 0 3 814
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 1 2 3 0 4 9 11
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 0 0 43
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 0 0 100
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 0 0 62
Lag length selection in panel autoregression 0 0 0 10 1 2 7 57
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 0 0 1 53
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 1 5 48 1 3 10 107
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 0 0 1 142
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root 0 0 0 6 0 0 3 20
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 0 0 1 1 1 2 8 8
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 1 53
Testing for the null of block zero restrictions in common factor models 0 0 0 4 1 1 3 33
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 1 2 3 92
The role of constant instruments in dynamic panel estimation 0 0 0 18 0 1 3 110
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 1 2 14 0 1 5 68
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 0 0 109
What Explains Current Account Surplus in Korea? 0 0 1 13 0 0 7 74
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 1 1 2 32 1 1 2 106
Total Journal Articles 2 5 30 1,073 14 31 136 3,858

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 3 4 6 25
Total Chapters 0 0 0 2 3 4 6 25

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03