Chirok Han

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
Bias correction for within-group estimation of panel data models with fixed effects and sample selection Economics Letters	2022-11-16	Paper
Lag length selection in panel autoregression Econometric Reviews	2022-06-07	Paper
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root Economics Letters	2021-02-09	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
Dynamic panel GMM using R Handbook of Statistics	2020-08-18	Paper
Testing for the null of block zero restrictions in common factor models Economics Letters	2020-02-27	Paper
Efficiency comparison of random effects two stage least squares estimators Economics Letters	2018-09-11	Paper
Asymptotic distribution of factor augmented estimators for panel regression Journal of Econometrics	2017-05-12	Paper
Estimation of a panel data model with parametric temporal variation in individual effects Journal of Econometrics	2016-03-30	Paper
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression Economics Letters	2015-09-29	Paper
X-differencing and dynamic panel model estimation Econometric Theory	2014-06-20	Paper
First difference maximum likelihood and dynamic panel estimation Journal of Econometrics	2014-03-18	Paper
Detecting invalid instruments using \(L_{1}\)-GMM Economics Letters	2013-01-29	Paper
Estimating the number of common factors in serially dependent approximate factor models Economics Letters	2012-12-19	Paper
Determinants of covariance matrices of differenced AR(1) processes Econometric Theory	2012-05-14	Paper
Uniform asymptotic normality in stationary and unit root autoregression Econometric Theory	2012-01-04	Paper
Infinite density at the median and the typical shape of stock return distributions Journal of Business and Economic Statistics	2011-04-13	Paper
A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated Economics Letters	2011-03-22	Paper
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities Econometric Theory	2010-07-23	Paper
GMM estimation for dynamic panels with fixed effects and strong instruments at unity Econometric Theory	2010-02-26	Paper
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT Econometric Theory	2009-06-11	Paper
GMM with Many Moment Conditions Econometrica	2006-10-24	Paper
THE PROPERTIES OF L_p-GMM ESTIMATORS Econometric Theory	2003-05-18	Paper
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors Economics Letters	2002-03-03	Paper

Research outcomes over time

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