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 2 207
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 0 0 7 217
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 1 1 1 110 1 1 3 249
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 2 2 4 37
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 1 15 0 0 2 28
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 1 1 3 276
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 1 543 0 0 6 1,620
GMM with Many Moment Conditions 0 0 0 435 0 0 4 1,559
GMM with Many Moment Conditions 0 0 0 179 0 0 1 616
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 0 1 2 688
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 1 1 179 0 3 7 493
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 5 0 1 1 34
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 1 1 244
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 0 0 1 183
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 0 4 125
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 0 0 3 196
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 1 1 1 83 1 1 4 85
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 0 98 0 0 0 300
What Explains Current Account Surplus in Korea? 0 0 3 18 0 0 4 40
What Explains Current Account Surplus in Korea? 0 1 2 69 0 7 17 433
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 1 2 49
Total Working Papers 2 4 10 2,877 5 19 82 9,033

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 1 5 169
Asymptotic distribution of factor augmented estimators for panel regression 0 1 2 50 0 1 4 181
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 1 1 2 3 2 3 9 14
Closest Moment Estimationunder General Conditions 0 0 0 1 0 0 0 15
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 1 1 98 0 1 3 241
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 1 1 2 87
Detecting invalid instruments using L1-GMM 0 0 2 57 0 0 3 137
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 1 2 6 0 3 10 20
Efficiency comparison of random effects two stage least squares estimators 1 1 1 10 2 2 5 61
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 1 1 3 275
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 2 2 4 140
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 1 1 36 0 1 1 96
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 1 111 2 2 13 310
GMM with Many Moment Conditions 0 0 1 196 0 1 4 815
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 2 3 5 2 4 11 17
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 0 1 1 101
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 1 1 44
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 1 1 1 63
Lag length selection in panel autoregression 0 0 0 10 1 4 8 61
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 0 0 2 54
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 1 4 49 0 1 7 108
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 0 0 2 144
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root 0 1 1 7 2 3 6 23
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 1 2 2 3 2 4 12 15
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 1 1 1 54
Testing for the null of block zero restrictions in common factor models 0 0 0 4 2 2 5 35
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 3 4 7 97
The role of constant instruments in dynamic panel estimation 0 0 0 18 0 1 4 111
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 1 1 3 15 2 3 6 71
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 1 1 110
What Explains Current Account Surplus in Korea? 0 0 0 13 0 0 5 75
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 1 1 2 107
Total Journal Articles 5 13 27 1,086 29 51 149 3,921

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 2 0 0 5 26
Total Chapters 0 0 0 2 0 0 5 26

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