Chirok Han

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Bias correction for within-group estimation of panel data models with fixed effects and sample selection	2022-11-16	Paper
Lag length selection in panel autoregression	2022-06-07	Paper
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root	2021-02-09	Paper
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors	2020-11-10	Paper
Dynamic panel GMM using R	2020-08-18	Paper
Testing for the null of block zero restrictions in common factor models	2020-02-27	Paper
Efficiency comparison of random effects two stage least squares estimators	2018-09-11	Paper
Asymptotic distribution of factor augmented estimators for panel regression	2017-05-12	Paper
Estimation of a panel data model with parametric temporal variation in individual effects	2016-03-30	Paper
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression	2015-09-29	Paper
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION	2014-06-20	Paper
First difference maximum likelihood and dynamic panel estimation	2014-03-18	Paper
Detecting invalid instruments using \(L_{1}\)-GMM	2013-01-29	Paper
Estimating the number of common factors in serially dependent approximate factor models	2012-12-19	Paper
Determinants of covariance matrices of differenced AR(1) processes	2012-05-14	Paper
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION	2012-01-04	Paper
Infinite Density at the Median and the Typical Shape of Stock Return Distributions	2011-04-13	Paper
A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated	2011-03-22	Paper
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES	2010-07-23	Paper
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY	2010-02-26	Paper
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT	2009-06-11	Paper
GMM with Many Moment Conditions	2006-10-24	Paper
THE PROPERTIES OF L_p-GMM ESTIMATORS	2003-05-18	Paper
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors	2002-03-03	Paper

Research outcomes over time

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