Donggyu Sul

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Identification of Unknown Common Factors: Leaders and Followers Journal of Business and Economic Statistics	2025-01-20	Paper
Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels Journal of Multivariate Analysis	2023-06-05	Paper
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures Econometric Reviews	2022-06-09	Paper
Lag length selection in panel autoregression Econometric Reviews	2022-06-07	Paper
Mean average estimation of dynamic panel models with nonstationary initial condition Essays in Honor of Peter C. B. Phillips	2020-11-10	Paper
Efficient estimation and inference for difference-in-difference regressions with persistent errors Essays in Honor of Peter C. B. Phillips	2020-11-10	Paper
Weak -convergence: theory and applications Journal of Econometrics	2019-04-30	Paper
Identifying exchange rate common factors International Economic Review	2019-03-21	Paper
Asymptotic distribution of factor augmented estimators for panel regression Journal of Econometrics	2017-05-12	Paper
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence Journal of Econometrics	2016-05-02	Paper
X-differencing and dynamic panel model estimation Econometric Theory	2014-06-20	Paper
Estimating the number of common factors in serially dependent approximate factor models Economics Letters	2012-12-19	Paper
Uniform asymptotic normality in stationary and unit root autoregression Econometric Theory	2012-01-04	Paper
Panel unit root tests under cross section dependence with recursive mean adjustment Economics Letters	2009-12-21	Paper
Transition Modeling and Econometric Convergence Tests Econometrica	2008-02-21	Paper
Dynamic Seemingly Unrelated Cointegrating Regressions Review of Economic Studies	2005-09-28	Paper
Dynamic panel estimation and homogeneity testing under cross section dependence Econometrics Journal	2004-03-17	Paper

Research outcomes over time

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