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 1 5 97 2 6 21 123
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 3 21 67 3 12 52 146
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 2 9 72 5 10 31 149
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 1 13 85 4 11 43 148
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 2 4 7 338
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 2 2 4 8 20
First Difference MLE and Dynamic Panel Estimation 0 1 1 111 2 4 8 260
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 1 5 15 528 4 8 29 1,541
GMM with Many Moment Conditions 0 0 0 178 2 2 9 590
GMM with Many Moment Conditions 0 0 1 430 6 8 15 1,526
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 1 230 2 3 6 674
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 2 6 19 120 11 19 65 225
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 4 7 12 221
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 4 5 7 225
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 3 9 13 166
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 38 1 2 5 111
Moment restrictions and identification in linear dynamic panel data models 0 1 9 110 3 6 23 150
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 0 81 1 3 5 59
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 0 95 4 6 11 280
What Explains Current Account Surplus in Korea? 0 0 1 34 3 4 12 53
What Explains Current Account Surplus in Korea? 0 0 6 9 1 1 9 16
X-Differencing and Dynamic Panel Model Estimation 0 0 2 231 3 3 9 552
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 2 1 5 7 27
Total Working Papers 3 20 103 2,637 73 142 407 7,600
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 0 0 1 35 1 1 3 145
Asymptotic distribution of factor augmented estimators for panel regression 0 2 3 34 3 6 11 142
Closest Moment Estimationunder General Conditions 0 0 0 0 1 2 3 10
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 1 2 7 80 2 4 13 182
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 3 3 3 80
Detecting invalid instruments using L1-GMM 0 0 3 42 1 1 7 95
Efficiency comparison of random effects two stage least squares estimators 0 1 2 8 1 2 9 30
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 13 2 5 7 53
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 112 1 4 9 249
First difference maximum likelihood and dynamic panel estimation 0 0 1 24 5 8 15 125
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 0 33 1 1 2 84
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 1 1 4 90 3 7 15 228
GMM with Many Moment Conditions 0 0 0 187 1 4 11 773
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 2 2 5 26
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 13 2 7 12 69
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 2 3 4 55
Lag length selection in panel autoregression 0 0 1 6 1 2 6 25
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 1 4 12 40
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 3 3 5 59
Network effect of transportation infrastructure: a dynamic panel evidence 0 1 3 39 1 3 10 113
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 0 0 6 1 1 2 41
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 1 29 1 2 3 81
The role of constant instruments in dynamic panel estimation 0 0 0 16 1 1 7 82
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 0 11 1 3 7 44
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 3 4 8 98
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 27 3 4 7 84
Total Journal Articles 2 7 28 876 47 87 196 3,013


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 1 3 7 7
Total Chapters 0 0 0 0 1 3 7 7


Statistics updated 2019-11-03