Chirok Han
Names
Identifer
Contact
Affiliations
-
Korea University
/ Department of Economics
Research profile
author of:
- Moment restrictions and identification in linear dynamic panel data models (RePEc:acb:cbeeco:2016-633)
by Tue Gorgens & Chirok Han & Sen Xue - Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models (RePEc:acb:cbeeco:2016-635)
by Tue Gorgens & Chirok Han & Sen Xue - Closest Moment Estimationunder General Conditions (RePEc:adr:anecst:y:2004:i:74:p:1-13)
by Chirok Han & Robert De Jong - Moment Restrictions and Identification in Linear Dynamic Panel Data Models (RePEc:adr:anecst:y:2019:i:134:p:149-176)
by Tue Gørgens & Chirok Han & Sen Xue - Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends (RePEc:arx:papers:2012.08988)
by Chirok Han - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:bes:jnlbes:v:29:i:2:y:2011:p:282-294)
by Han, Chirok & Cho, Jin Seo & Phillips, Peter C. B. - Measuring Effort Incentives In A Tournament With Many Participants: Theory And Application (RePEc:bla:ecinqu:v:54:y:2016:i:2:p:1240-1250)
by Chirok Han & Changhui Kang & Sam-Ho Lee - Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects (RePEc:bla:obuest:v:85:y:2023:i:5:p:1135-1155)
by Chirok Han & Hyoungjong Kim - THE PROPERTIES OF Lp-GMM ESTIMATORS (RePEc:cup:etheor:v:18:y:2002:i:02:p:491-504_18)
by de Jong, Robert & Han, Chirok - Determinants Of Covariance Matrices Of Differenced Ar(1) Processes (RePEc:cup:etheor:v:23:y:2007:i:06:p:1248-1253_07)
by Han, Chirok - Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root (RePEc:cup:etheor:v:24:y:2008:i:03:p:631-650_08)
by Phillips, Peter C.B. & Han, Chirok - Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity (RePEc:cup:etheor:v:26:y:2010:i:01:p:119-151_09)
by Han, Chirok & Phillips, Peter C. B. - Lad Asymptotics Under Conditional Heteroskedasticity With Possibly Infinite Error Densities (RePEc:cup:etheor:v:26:y:2010:i:03:p:953-962_99)
by Cho, Jin Seo & Han, Chirok & Phillips, Peter C.B. - Uniform Asymptotic Normality In Stationary And Unit Root Autoregression (RePEc:cup:etheor:v:27:y:2011:i:06:p:1117-1151_00)
by Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu - X-Differencing And Dynamic Panel Model Estimation (RePEc:cup:etheor:v:30:y:2014:i:01:p:201-251_00)
by Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu - GMM with Many Moment Conditions (RePEc:cwl:cwldpp:1515)
by Chirok Han & Peter C.B. Phillips - Gaussian Inference in AR(1) Time Series with or without a Unit Root (RePEc:cwl:cwldpp:1546)
by Peter C. B. Phillips & Chirok Han - GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity (RePEc:cwl:cwldpp:1599)
by Chirok Han & Peter C.B. Phillips - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:cwl:cwldpp:1701)
by Chirok Han & Jin Seo Cho & Peter C.B. Phillips - LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (RePEc:cwl:cwldpp:1703)
by Jin Seo Cho & Chirok Han & Peter C.B. Phillips - Uniform Asymptotic Normality in Stationary and Unit Root Autoregression (RePEc:cwl:cwldpp:1746)
by Chirok Han & Peter C.B. Phillips & Donggyu Sul - X-Differencing and Dynamic Panel Model Estimation (RePEc:cwl:cwldpp:1747)
by Chirok Han & Peter C.B. Phillips & Donggyu Sul - First Difference MLE and Dynamic Panel Estimation (RePEc:cwl:cwldpp:1780)
by Chirok Han & Peter C.B. Phillips - True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression (RePEc:cwl:cwldpp:1963)
by Peter C.B. Phillips & Chirok Han - GMM with Many Moment Conditions (RePEc:ecm:emetrp:v:74:y:2006:i:1:p:147-192)
by Chirok Han & Peter C. B. Phillips - Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects (RePEc:ecm:feam04:519)
by Peter Schmidt & Chirok Han & Luis Orea - GMM with Many Moment Conditions (RePEc:ecm:feam04:525)
by Peter C. B. Phillips & Chirok Han - Detecting invalid instruments using L1-GMM (RePEc:eee:ecolet:v:101:y:2008:i:3:p:285-287)
by Han, Chirok - A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated (RePEc:eee:ecolet:v:110:y:2011:i:2:p:163-165)
by Han, Chirok & Kim, Beomsoo - Estimating the number of common factors in serially dependent approximate factor models (RePEc:eee:ecolet:v:116:y:2012:i:3:p:531-534)
by Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu - The role of constant instruments in dynamic panel estimation (RePEc:eee:ecolet:v:124:y:2014:i:3:p:500-503)
by Han, Chirok & Kim, Hyoungjong - The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression (RePEc:eee:ecolet:v:127:y:2015:i:c:p:89-92)
by Phillips, Peter C.B. & Han, Chirok - Efficiency comparison of random effects two stage least squares estimators (RePEc:eee:ecolet:v:148:y:2016:i:c:p:59-62)
by Han, Chirok - Testing for the null of block zero restrictions in common factor models (RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304550)
by Han, Chirok & Kim, Dukpa - On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303657)
by Gørgens, Tue & Han, Chirok & Xue, Sen - Bias correction for within-group estimation of panel data models with fixed effects and sample selection (RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003561)
by Han, Chirok & Lee, Goeun - The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors (RePEc:eee:ecolet:v:74:y:2001:i:1:p:61-66)
by Han, Chirok & Schmidt, Peter - Estimation of a panel data model with parametric temporal variation in individual effects (RePEc:eee:econom:v:126:y:2005:i:2:p:241-267)
by Han, Chirok & Orea, Luis & Schmidt, Peter - Asymptotic distribution of factor augmented estimators for panel regression (RePEc:eee:econom:v:169:y:2012:i:1:p:48-53)
by Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu - First difference maximum likelihood and dynamic panel estimation (RePEc:eee:econom:v:175:y:2013:i:1:p:35-45)
by Han, Chirok & Phillips, Peter C.B. - Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors (RePEc:eme:aecozz:s0731-905320140000033009)
by Ryan Greenaway-McGrevy & Chirok Han & Donggyu Sul - What Explains Current Account Surplus in Korea? (RePEc:ess:wpaper:id:12466)
by Han Chirok & Kwanho Shin - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:iek:wpaper:0914)
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips - LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (RePEc:iek:wpaper:0917)
by Jin Seo Cho & Chirok-Han & Peter C. B. Phillips - Can Obesity Cause Depression? Using Pseudo Panel Analysis (RePEc:iek:wpaper:1701)
by Hyungserk Ha & Chirok Han & Beomsoo Kim - Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects (RePEc:iek:wpaper:1703)
by Chirok Han & Hyoungjong Kim - Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects (RePEc:iek:wpaper:1707)
by Chirok Han & Goeun Lee - Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing (RePEc:iek:wpaper:1801)
by Goeun Lee & Chirok Han - Dependence Of Economic Growth On Co2 Emissions (RePEc:jed:journl:v:38:y:2013:i:1:p:47-57)
by Chirok Han & Hyelim Lee - Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects (RePEc:oeg:wpaper:2002/05)
by Han, Chirok & Orea, Luis & Schmidt, Peter - 세계 무역둔화의 구조적 요인 분석과 정책 시사점(Structural Factors of Global Trade Slowdown and Their Implications (RePEc:ris:kieppa:2017_008)
by Choi, Nakgyoon & Kang , Jungu & Lee, Hongshik & Han, Chirok - What Explains Current Account Surplus in Korea? (RePEc:ris:kiepwp:2016_015)
by Han , Chirok & Shin , Kwanho - LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (RePEc:skb:wpaper:cofie-02-2009)
by Peter C.B.Phillips & Jin Seo Cho & Chirok Han - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:skb:wpaper:cofie-03-2009)
by Peter C.B.Phillips & Jin Seo Cho & Chirok Han - Network effect of transportation infrastructure: a dynamic panel evidence (RePEc:spr:anresc:v:50:y:2013:i:1:p:265-274)
by Kyoung-Youn Na & Chirok Han & Chang-Ho Yoon - Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction (RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1)
by Chirok Han & Hyoungjong Kim - Lag length selection in panel autoregression (RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:225-240)
by Chirok Han & Peter C. B. Phillips & Donggyu Sul - Infinite Density at the Median and the Typical Shape of Stock Return Distributions (RePEc:taf:jnlbes:v:29:y:2011:i:2:p:282-294)
by Chirok Han & Jin Seo Cho & Peter C. B. Phillips - What Explains Current Account Surplus in Korea? (RePEc:tpr:asiaec:v:17:y:2018:i:2:p:70-93)
by Chirok Han & Kwanho Shin - Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity (RePEc:tsj:stataj:v:24:y:2024:i:1:p:72-92)
by Myoung-jae Lee & Chirok Han