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 0 4 207
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 0 2 7 217
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 0 0 109 0 0 4 248
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 0 1 352
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 6 0 1 2 35
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 1 1 15 0 2 2 28
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 0 1 2 275
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 2 543 0 1 7 1,620
GMM with Many Moment Conditions 0 0 1 435 0 0 5 1,559
GMM with Many Moment Conditions 0 0 0 179 1 1 1 616
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 0 0 2 687
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 0 0 178 1 3 5 490
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 53 0 0 0 246
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 0 0 243
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 3 4 125
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 1 1 183
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 1 1 3 196
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 0 82 1 1 3 84
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 0 98 0 0 0 300
What Explains Current Account Surplus in Korea? 1 1 3 18 1 1 4 40
What Explains Current Account Surplus in Korea? 0 0 1 68 2 4 11 426
X-Differencing and Dynamic Panel Model Estimation 0 0 0 235 0 0 1 571
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 0 0 1 48
Total Working Papers 1 2 8 2,873 7 22 72 9,014

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 0 1 4 168
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 49 0 1 3 180
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 1 2 0 2 7 11
Closest Moment Estimationunder General Conditions 0 0 0 1 0 0 0 15
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 0 97 1 1 2 240
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 0 1 1 86
Detecting invalid instruments using L1-GMM 0 1 4 57 0 1 6 137
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 3 5 0 0 10 17
Efficiency comparison of random effects two stage least squares estimators 0 0 0 9 0 1 3 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 0 119 0 0 2 274
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 0 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 2 111 0 1 17 308
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 0 2 3 1 2 9 13
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 0 0 100
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 0 0 43
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 0 1 5 57
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 1 1 2 54
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 0 4 48 0 1 9 107
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 2 2 3 144
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 2 4 10 11
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 0 1 3 33
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 0 2 4 93
The role of constant instruments in dynamic panel estimation 0 0 0 18 0 0 3 110
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 2 14 0 0 4 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 1 1 6 75
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 1 1 32 0 1 1 106
Total Journal Articles 0 2 23 1,073 8 26 124 3,870

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 1 4 6 26
Total Chapters 0 0 0 2 1 4 6 26

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