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 3 5 150
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 0 0 79 0 3 5 212
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 1 7 7 224
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 0 3 112 0 9 21 269
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 3 4 5 357
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 1 1 1 7 1 3 7 41
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 1 15 0 4 6 32
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 2 2 3 278
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 0 543 0 8 10 1,630
GMM with Many Moment Conditions 0 0 0 435 5 11 15 1,574
GMM with Many Moment Conditions 0 0 0 179 1 8 12 627
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 3 9 12 699
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 2 4 182 9 26 38 526
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 1 10 13 259
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 0 4 37
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 7 8 251
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 1 4 11 133
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 2 3 43
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 2 5 7 190
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 3 4 7 202
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 1 83 0 4 8 91
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 0 5 6 306
What Explains Current Account Surplus in Korea? 0 1 2 70 1 5 17 441
What Explains Current Account Surplus in Korea? 0 0 1 18 0 4 5 44
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 0 5 9 580
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 1 2 3 51
Total Working Papers 2 4 15 2,886 35 154 247 9,247

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 4 6 174
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 50 2 7 10 189
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 2 4 0 5 13 24
Closest Moment Estimationunder General Conditions 0 0 1 2 4 8 10 25
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 1 98 0 4 11 250
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 0 4 6 92
Detecting invalid instruments using L1-GMM 0 0 0 57 3 6 7 144
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 1 2 7 1 5 11 28
Efficiency comparison of random effects two stage least squares estimators 0 0 1 10 1 5 9 68
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 3 4 5 75
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 120 1 5 8 282
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 0 11 16 154
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 1 36 2 10 12 107
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 0 111 0 4 7 315
GMM with Many Moment Conditions 0 2 2 198 1 7 11 825
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 4 8 14 17 9 23 39 50
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 4 6 49
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 1 5 7 107
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 4 7 69
Lag length selection in panel autoregression 0 0 3 13 0 4 11 68
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 0 2 3 56
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 0 2 50 0 2 5 112
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 0 0 6 148
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root 0 0 1 7 0 3 6 26
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 0 0 2 3 2 7 17 25
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 1 7 0 5 8 61
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 5 8 41
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 0 3 10 102
The role of constant instruments in dynamic panel estimation 0 0 0 18 2 7 10 120
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 1 15 1 3 11 79
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 5 8 117
What Explains Current Account Surplus in Korea? 0 0 0 13 1 4 8 82
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 4 7 113
Total Journal Articles 4 11 37 1,110 35 179 319 4,177

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 7 32
Total Chapters 0 0 0 2 1 4 7 32

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Statistics updated 2026-03-04