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 1 2 147
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 0 0 79 1 1 3 209
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 0 0 6 217
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 1 2 3 112 4 10 12 260
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 0 1 2 353
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 6 1 1 4 38
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 0 0 2 276
GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity 0 0 1 543 1 2 5 1,622
GMM with Many Moment Conditions 0 0 0 435 3 4 5 1,563
GMM with Many Moment Conditions 0 0 0 179 1 3 4 619
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 1 2 3 690
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 1 2 180 6 7 14 500
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 5 0 2 4 37
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 1 2 3 249
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 36 0 0 1 244
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 1 2 3 185
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 0 1 1 41
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 1 3 7 129
Moment restrictions and identification in linear dynamic panel data models 0 0 0 124 0 0 3 198
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression 0 0 1 83 0 2 5 87
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 1 1 99 0 1 1 301
What Explains Current Account Surplus in Korea? 0 0 1 69 1 2 15 436
What Explains Current Account Surplus in Korea? 0 0 1 18 0 0 2 40
X-Differencing and Dynamic Panel Model Estimation 0 1 1 236 2 4 5 575
세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications 0 0 0 4 0 0 2 49
Total Working Papers 2 5 12 2,882 25 51 116 9,093

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 3 170
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 50 1 1 3 182
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 2 4 2 4 11 19
Closest Moment Estimationunder General Conditions 1 1 1 2 1 2 2 17
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 1 98 5 5 8 246
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 0 1 3 88
Detecting invalid instruments using L1-GMM 0 0 1 57 1 1 2 138
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 1 6 1 3 7 23
Efficiency comparison of random effects two stage least squares estimators 0 0 1 10 0 1 6 63
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 1 1 71
Estimation of a panel data model with parametric temporal variation in individual effects 0 0 1 120 1 1 4 277
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 2 3 6 143
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 1 36 1 1 2 97
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 0 111 1 1 5 311
GMM with Many Moment Conditions 0 0 0 196 2 2 4 818
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 3 4 7 9 8 10 20 27
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 0 1 2 45
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 1 1 2 102
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 2 2 3 65
Lag length selection in panel autoregression 2 2 3 13 2 2 9 64
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 0 0 1 54
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 0 3 50 0 1 6 110
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 2 3 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 0 3 23
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 0 0 2 3 0 3 12 18
THE PROPERTIES OF Lp-GMM ESTIMATORS 1 1 1 7 1 2 3 56
Testing for the null of block zero restrictions in common factor models 0 1 1 5 0 1 4 36
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 1 2 9 99
The role of constant instruments in dynamic panel estimation 0 0 0 18 1 2 4 113
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 2 15 2 5 9 76
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 2 3 112
What Explains Current Account Surplus in Korea? 0 0 0 13 1 3 4 78
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 1 2 4 109
Total Journal Articles 7 9 31 1,099 42 70 171 3,998

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 2 7 28
Total Chapters 0 0 0 2 1 2 7 28

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