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 3 4 8 153
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 1 1 80 2 6 11 218
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 2 5 11 228
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 0 3 112 2 3 24 272
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 2 5 7 359
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 1 1 7 2 3 8 43
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 0 15 2 2 6 34
First Difference MLE and Dynamic Panel Estimation 0 0 0 111 5 7 8 283
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 0 543 3 6 16 1,636
GMM with Many Moment Conditions 0 0 0 179 2 4 14 630
GMM with Many Moment Conditions 0 0 0 435 2 7 17 1,576
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 2 5 14 701
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 1 4 182 7 20 47 537
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 1 2 10 253
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 1 1 5 38
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 2 3 15 261
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 2 4 11 136
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 2 4 9 192
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 2 2 5 45
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 1 5 8 204
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 1 83 1 1 8 92
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 7 7 13 313
What Explains Current Account Surplus in Korea? 0 0 0 18 0 0 4 44
What Explains Current Account Surplus in Korea? 0 0 2 70 5 7 21 447
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 0 1 10 581
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 2 4 6 54
Total Working Papers 0 3 14 2,887 62 118 316 9,330

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 5 6 12 180
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 50 1 4 11 191
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 2 4 3 3 16 27
Closest Moment Estimationunder General Conditions 0 0 1 2 1 6 12 27
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 1 98 4 5 15 255
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 0 0 6 92
Detecting invalid instruments using L1-GMM 1 1 1 58 6 9 13 150
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 2 7 4 6 16 33
Efficiency comparison of random effects two stage least squares estimators 0 0 1 10 3 4 12 71
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 3 5 75
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 120 1 2 9 283
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 1 2 18 156
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 1 36 1 3 13 108
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 0 111 5 7 14 322
GMM with Many Moment Conditions 0 0 2 198 3 5 15 829
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 0 4 14 17 6 16 44 57
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 4 4 10 53
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 4 5 11 111
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 1 1 8 70
Lag length selection in panel autoregression 0 0 3 13 3 3 14 71
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 2 50 2 2 7 114
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 3 4 8 152
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root 0 0 1 7 2 2 8 28
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 0 0 2 3 2 4 16 27
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 1 7 3 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 5 7 15 125
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 1 15 2 3 13 81
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 2 9 118
What Explains Current Account Surplus in Korea? 0 0 0 13 10 11 17 92
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 0 7 113
Total Journal Articles 1 5 38 1,111 86 133 405 4,275

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 6 32
Total Chapters 0 0 0 2 0 1 6 32

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Statistics updated 2026-05-06