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 2 3 148
Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing 0 0 0 79 0 1 2 209
Can Obesity Cause Depression? Using Pseudo Panel Analysis 0 0 0 87 1 1 7 218
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects 0 1 3 112 4 11 16 264
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 0 1 2 3 354
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects 0 0 0 6 1 2 5 39
Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends 0 0 1 15 2 2 4 30
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 2 3 7 1,624
GMM with Many Moment Conditions 0 0 0 435 2 6 6 1,565
GMM with Many Moment Conditions 0 0 0 179 2 5 6 621
Gaussian Inference in AR(1) Time Series with or without a Unit Root 0 0 0 233 1 3 4 691
Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 1 2 3 181 7 14 20 507
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 36 3 3 4 247
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 53 1 3 4 250
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 39 2 5 9 131
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 28 1 3 4 186
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities 0 0 0 2 1 2 2 42
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 1 3 6 88
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 3 3 4 304
What Explains Current Account Surplus in Korea? 0 0 1 18 1 1 3 41
What Explains Current Account Surplus in Korea? 1 1 2 70 2 4 16 438
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 2 4 6 577
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 4 14 2,884 41 85 152 9,134

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 0 1 3 170
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 50 1 2 4 183
Bias correction for within-group estimation of panel data models with fixed effects and sample selection 0 0 2 4 1 5 11 20
Closest Moment Estimationunder General Conditions 0 1 1 2 1 3 3 18
DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS 0 0 1 98 2 7 10 248
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES 0 0 0 22 1 2 4 89
Detecting invalid instruments using L1-GMM 0 0 1 57 1 2 3 139
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction 0 0 1 6 2 5 8 25
Efficiency comparison of random effects two stage least squares estimators 0 0 1 10 2 3 7 65
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 2 3 6 279
First difference maximum likelihood and dynamic panel estimation 0 0 0 26 2 5 8 145
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT 0 0 1 36 0 1 2 97
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 0 0 0 111 0 1 5 311
GMM with Many Moment Conditions 0 0 0 196 2 4 6 820
Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects 2 6 8 11 8 18 24 35
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 14 1 2 3 103
Infinite Density at the Median and the Typical Shape of Stock Return Distributions 0 0 0 2 1 2 3 46
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES 0 0 0 13 1 3 4 66
Lag length selection in panel autoregression 0 2 3 13 1 3 9 65
MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION 0 0 0 10 1 1 2 55
Moment Restrictions and Identification in Linear Dynamic Panel Data Models 0 0 3 50 1 2 6 111
Network effect of transportation infrastructure: a dynamic panel evidence 0 0 0 46 0 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 1 1 4 24
Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity 0 0 2 3 2 5 13 20
THE PROPERTIES OF Lp-GMM ESTIMATORS 0 1 1 7 1 3 4 57
Testing for the null of block zero restrictions in common factor models 0 0 1 5 0 0 4 36
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors 0 0 0 30 0 2 9 99
The role of constant instruments in dynamic panel estimation 0 0 0 18 2 4 5 115
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression 0 0 1 15 0 4 8 76
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 3 5 6 115
What Explains Current Account Surplus in Korea? 0 0 0 13 1 2 5 79
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 2 3 6 111
Total Journal Articles 2 10 31 1,101 43 108 202 4,041

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 3 8 29
Total Chapters 0 0 0 2 1 3 8 29

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Statistics updated 2026-01-09