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 1 4 9 154
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 1 1 80 0 6 11 218
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 0 4 11 228
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 0 3 112 0 3 24 272
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 2 7 359
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 1 7 0 2 8 43
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 0 15 0 2 6 34
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 0 5 8 283
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 0 543 2 8 18 1,638
GMM with Many Moment Conditions 0 0 0 435 0 2 17 1,576
GMM with Many Moment Conditions 0 0 0 179 0 3 14 630
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 0 2 13 701
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 0 4 182 3 14 49 540
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 0 2 15 261
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 1 4 38
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 1 3 11 254
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 1 3 6 46
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 1 3 10 193
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 0 3 11 136
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 0 2 8 204
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 1 83 1 2 9 93
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 1 8 14 314
What Explains Current Account Surplus in Korea? 0 0 0 18 0 0 4 44
What Explains Current Account Surplus in Korea? 1 1 2 71 3 9 21 450
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 1 2 11 582
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 0 3 6 54
Total Working Papers 1 2 14 2,888 15 98 325 9,345

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 7 13 181
Asymptotic distribution of factor augmented estimators for panel regression 0 0 0 50 0 2 10 191
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 2 4 2 5 18 29
Closest Moment Estimationunder General Conditions 0 0 1 2 0 2 12 27
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 0 98 0 5 14 255
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 0 0 6 92
Detecting invalid instruments using L1-GMM 0 1 1 58 0 6 13 150
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 1 7 0 5 13 33
Efficiency comparison of random effects two stage least squares estimators 0 0 1 10 2 5 14 73
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 0 5 75
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 120 0 1 9 283
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 0 2 18 156
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 0 36 0 1 12 108
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 0 111 0 7 14 322
GMM with Many Moment Conditions 0 0 2 198 2 6 16 831
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 0 13 17 2 9 44 59
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 1 5 11 54
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 4 10 111
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 1 8 70
Lag length selection in panel autoregression 0 0 3 13 1 4 15 72
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 2 4 8 116
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 0 4 8 152
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root 0 0 0 7 0 2 7 28
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 1 1 2 4 1 3 15 28
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 1 7 0 3 11 64
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 0 8 41
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 0 1 10 103
The role of constant instruments in dynamic panel estimation 0 0 0 18 0 5 14 125
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 1 15 0 2 13 81
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 1 9 118
What Explains Current Account Surplus in Korea? 1 1 1 14 7 17 24 99
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 0 7 113
Total Journal Articles 2 3 32 1,113 21 119 411 4,296

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

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Statistics updated 2026-06-04