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 6 96 1 3 18 117
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 1 8 29 64 4 13 82 131
Can Obesity Cause Depression? Using Pseudo Panel Analysis 1 5 7 70 3 11 24 138
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 1 5 20 84 3 14 46 135
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 1 3 334
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 2 0 1 5 16
First Difference MLE and Dynamic Panel Estimation 0 0 0 110 1 1 5 256
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 1 5 10 523 1 5 19 1,531
GMM with Many Moment Conditions 0 0 0 178 2 2 6 587
GMM with Many Moment Conditions 0 0 1 430 2 2 8 1,518
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 1 230 0 0 3 671
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 3 17 112 6 21 65 202
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 1 1 3 220
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 1 3 6 214
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 2 4 156
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 38 0 2 3 109
Moment restrictions and identification in linear dynamic panel data models 0 0 11 109 1 2 21 144
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 0 81 0 0 1 55
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 0 95 0 0 6 273
What Explains Current Account Surplus in Korea? 0 1 7 8 0 1 9 14
What Explains Current Account Surplus in Korea? 0 0 2 34 0 2 13 49
X-Differencing and Dynamic Panel Model Estimation 1 1 3 231 1 3 9 549
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 2 0 0 6 21
Total Working Papers 6 28 114 2,614 27 90 365 7,440
2 registered items for which data could not be found


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 1 1 2 35 1 1 4 144
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 32 0 0 6 136
Closest Moment Estimationunder General Conditions 0 0 0 0 0 1 1 8
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 1 2 6 78 1 2 14 178
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 0 0 0 77
Detecting invalid instruments using L1-GMM 1 1 5 42 2 3 10 94
Efficiency comparison of random effects two stage least squares estimators 0 0 1 7 0 0 8 28
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 13 0 1 3 48
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 2 112 0 1 6 245
First difference maximum likelihood and dynamic panel estimation 0 0 2 24 0 0 7 116
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 0 33 0 0 1 83
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 1 2 88 0 1 7 220
GMM with Many Moment Conditions 0 0 0 187 2 2 7 769
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 1 1 3 24
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 13 1 1 8 62
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 0 0 2 52
Lag length selection in panel autoregression 0 0 3 6 1 1 9 23
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 2 10 2 4 8 34
NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17 18 October 2003 0 0 0 5 0 1 2 56
Network effect of transportation infrastructure: a dynamic panel evidence 0 1 2 38 1 2 8 109
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 0 0 2 40
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 1 29 0 0 1 79
The role of constant instruments in dynamic panel estimation 0 0 0 16 0 1 11 81
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 0 11 0 2 5 41
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 2 4 94
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 2 27 0 1 4 80
Total Journal Articles 3 6 31 868 13 28 141 2,921


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 0 0 2 4 4
Total Chapters 0 0 0 0 0 2 4 4


Statistics updated 2019-07-03