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 1 9 154
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 0 1 80 0 0 11 218
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 0 0 11 228
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 0 2 112 0 1 24 273
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 1 1 8 360
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 1 7 1 1 7 44
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 0 15 0 2 8 36
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 0 0 7 283
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 0 543 0 3 19 1,639
GMM with Many Moment Conditions 0 0 0 435 0 1 18 1,577
GMM with Many Moment Conditions 0 0 0 179 0 0 14 630
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 0 0 13 701
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 1 4 183 1 6 50 543
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 0 4 38
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 1 10 254
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 0 15 261
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 1 1 12 137
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 1 10 193
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 1 6 46
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 0 0 8 204
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 0 83 0 1 8 93
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 0 1 14 314
What Explains Current Account Surplus in Korea? 0 1 2 71 0 5 19 452
What Explains Current Account Surplus in Korea? 0 0 0 18 0 0 4 44
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 0 2 12 583
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 0 0 5 54
Total Working Papers 1 2 12 2,889 4 29 326 9,359

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 2 13 182
Asymptotic distribution of factor augmented estimators for panel regression 0 0 0 50 0 1 11 192
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 1 4 2 4 17 31
Closest Moment Estimationunder General Conditions 0 0 1 2 0 1 13 28
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 0 98 1 1 15 256
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 1 1 6 93
Detecting invalid instruments using L1-GMM 1 1 2 59 8 8 21 158
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 1 7 0 0 13 33
Efficiency comparison of random effects two stage least squares estimators 0 0 0 10 0 2 12 73
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 1 1 6 76
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 120 1 2 10 285
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 1 1 17 157
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 0 36 0 0 12 108
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 0 111 0 0 12 322
GMM with Many Moment Conditions 0 0 2 198 0 5 19 834
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 3 15 20 1 7 47 64
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 1 2 11 55
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 1 11 112
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 1 1 8 71
Lag length selection in panel autoregression 0 0 3 13 2 4 14 75
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 0 0 2 56
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 0 1 50 1 3 9 117
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 1 1 9 153
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root 0 0 0 7 0 0 5 28
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 0 1 1 4 0 1 13 28
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 1 7 1 1 11 65
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 0 6 41
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 0 1 7 104
The role of constant instruments in dynamic panel estimation 0 0 0 18 0 0 14 125
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 0 15 1 1 11 82
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 0 8 118
What Explains Current Account Surplus in Korea? 0 1 1 14 0 9 26 101
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 1 7 114
Total Journal Articles 2 6 31 1,117 25 62 416 4,337

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 0 1 7 33
Total Chapters 0 0 0 2 0 1 7 33

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Statistics updated 2026-08-07