Donggyu Sul

Available identifiers

List of research outcomes

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

Research outcomes over time

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