Donggyu Sul
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Affiliations
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University of Texas-Dallas
/ Department of Economics
Research profile
author of:
- Prewhitening Bias in HAC Estimation (RePEc:auc:wpaper:141)
by Sul, Donggyu & Phillips, Peter & Choi, Chi-Young - Dynamic Seemingly Unrelated Cointegrating Regression (RePEc:auc:wpaper:144)
by Mark, Nelson & Ogaki, Masao & Sul, Donggyu - Asymptotic Power Advantages of Long-Horizon Regressions (RePEc:auc:wpaper:145)
by Mark, Nelson & Sul, Donggyu - Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand (RePEc:auc:wpaper:172)
by Mark, Nelson & Sul, Donggyu - Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (RePEc:auc:wpaper:177)
by Phillips, Peter & Sul, Donggyu - Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation (RePEc:auc:wpaper:183)
by Thompson, Stanley & Sul, Donggyu & Bohl, Martin - Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (RePEc:auc:wpaper:194)
by Phillips, Peter & Sul, Donggyu - The Elusive Empirical Shadow of Growth Convergence (RePEc:auc:wpaper:197)
by Phillips, Peter & Sul, Donggyu - Common Drivers Of Transnational Terrorism: Principal Component Analysis (RePEc:bla:ecinqu:v:51:y:2013:i:1:p:707-721)
by Gaibulloev Khusrav & Sandler Todd & Sul Donggyu - Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand (RePEc:bla:obuest:v:65:y:2003:i:5:p:655-680)
by Nelson C. Mark & Donggyu Sul - Prewhitening Bias in HAC Estimation (RePEc:bla:obuest:v:67:y:2005:i:4:p:517-546)
by Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi - Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment (RePEc:bla:obuest:v:72:y:2010:i:5:p:567-599)
by Chi‐Young Choi & Nelson C. Mark & Donggyu Sul - Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model (RePEc:bla:reviec:v:7:y:1999:i:2:p:280-96)
by Sul, Donggyu - 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 - Dynamic Panel Analysis under Cross-Sectional Dependence (RePEc:cup:polals:v:22:y:2014:i:02:p:258-273_01)
by Gaibulloev, Khusrav & Sandler, Todd & Sul, Donggyu - Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply (RePEc:cup:polals:v:22:y:2014:i:02:p:279-280_01)
by Gaibulloev, Khusrav & Sandler, Todd & Sul, Donggyu - Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence (RePEc:cwl:cwldpp:1362)
by Peter C.B.Phillips & Donggyu Sul - The Elusive Empirical Shadow of Growth Convergence (RePEc:cwl:cwldpp:1398)
by Peter C.B. Phillips & Donggyu Sul - Prewhitening Bias in HAC Estimation (RePEc:cwl:cwldpp:1436)
by Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young - Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (RePEc:cwl:cwldpp:1438)
by Peter C.B. Phillips & Donggyu Sul - Economic Transition and Growth (RePEc:cwl:cwldpp:1514)
by Peter C.B. Phillips & Donggyu Sul - Transition Modeling and Econometric Convergence Tests (RePEc:cwl:cwldpp:1595)
by Peter C.B. Phillips & Donggyu Sul - 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 - Weak s- Convergence: Theory and Applications (RePEc:cwl:cwldpp:2072)
by Jianning Kong & Peter C.B. Phillips & Donggyu Sul - Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US (RePEc:cwl:cwldpp:2380)
by Lynn Bergeland Morgan & Peter C. B. Phillips & Donggyu Sul - Transition Modeling and Econometric Convergence Tests (RePEc:ecm:emetrp:v:75:y:2007:i:6:p:1771-1855)
by Peter C. B. Phillips & Donggyu Sul - Dynamic panel estimation and homogeneity testing under cross section dependence * (RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259)
by Peter C. B. Phillips & Donggyu Sul - Panel unit root tests under cross section dependence with recursive mean adjustment (RePEc:eee:ecolet:v:105:y:2009:i:1:p:123-126)
by Sul, Donggyu - 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 - Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (RePEc:eee:econom:v:137:y:2007:i:1:p:162-188)
by Phillips, Peter C.B. & Sul, Donggyu - 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 - Weak σ-convergence: Theory and applications (RePEc:eee:econom:v:209:y:2019:i:2:p:185-207)
by Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu - Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel (RePEc:eee:inecon:v:53:y:2001:i:1:p:29-52)
by Mark, Nelson C. & Sul, Donggyu - Endogenous discounting, the world saving glut and the U.S. current account (RePEc:eee:inecon:v:75:y:2008:i:1:p:30-53)
by Choi, Horag & Mark, Nelson C. & Sul, Donggyu - Some empirics on economic growth under heterogeneous technology (RePEc:eee:jmacro:v:29:y:2007:i:3:p:455-469)
by Phillips, Peter C.B. & Sul, Donggyu - Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels (RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000118)
by Lee, Yoonseok & Sul, Donggyu - Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition (RePEc:eme:aecozz:s0731-905320140000033008)
by John Chao & Myungsup Kim & Donggyu Sul - 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 - Testing Convergence Using HAR Inference (RePEc:eme:aecozz:s0731-905320200000041002)
by Jianning Kong & Peter C. B. Phillips & Donggyu Sul - Trimmed Mean Group Estimation (RePEc:eme:aecozz:s0731-90532021000043b008)
by Yoonseok Lee & Donggyu Sul - Depth-weighted Forecast Combination: Application to COVID-19 Cases (RePEc:eme:aecozz:s0731-90532023000045b011)
by Yoonseok Lee & Donggyu Sul - Estimation of Treatment Effects in Repeated Public Goods Experiments (RePEc:gam:jecnmx:v:6:y:2018:i:4:p:43-:d:179081)
by Jianning Kong & Donggyu Sul - Exchange Rates as Exchange Rate Common Factors (RePEc:hkm:wpaper:212012)
by Ryan Greenaway-McGrevy & Nelson C. Mark & Donggyu Sul & Jyh-Lin Wu - Economic transition and growth (RePEc:jae:japmet:v:24:y:2009:i:7:p:1153-1185)
by Peter C. B. Phillips & Donggyu Sul - Trimmed Mean Group Estimation (RePEc:max:cprwps:237)
by Yoonseok Lee & Donggyu Sul - Depth-Weighted Forecast Combination: Application to COVID-19 Cases (RePEc:max:cprwps:238)
by Yoonseok Lee & Donggyu Sul - Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (RePEc:mcb:jmoncb:v:38:y:2006:i:4:p:921-938)
by Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu - Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand (RePEc:nbr:nberte:0287)
by Nelson C. Mark & Donggyu Sul - Dynamic Seemingly Unrelated Cointegrating Regression (RePEc:nbr:nberte:0292)
by Nelson C. Mark & Masao Ogaki & Donggyu Sul - The Use of Predictive Regressions at Alternative Horizons in Finance and Economics (RePEc:nbr:nberte:0298)
by Nelson C. Mark & Donggyu Sul - Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (RePEc:nbr:nberwo:10614)
by Chi-Young Choi & Nelson Mark & Donggyu Sul - Endogenous Discounting, the World Saving Glut and the U.S. Current Account (RePEc:nbr:nberwo:13571)
by Horag Choi & Nelson C. Mark & Donggyu Sul - Identifying Exchange Rate Common Factors (RePEc:nbr:nberwo:23726)
by Ryan Greenaway-McGrevy & Donggyu Sul & Nelson Mark & Jyh-Lin Wu - Dynamic Seemingly Unrelated Cointegrating Regression (RePEc:osu:osuewp:04-02)
by Masao Ogaki & Nelson Mark & Donggyu Sul - Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel (RePEc:osu:osuewp:98-19)
by Nelson Mark & Donggyu Sul - Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation (RePEc:oup:ajagec:v:84:y:2002:i:4:p:1042-1053)
by Stanley R. Thompson & Donggyu Sul & Martin T. Bohl - Dynamic Seemingly Unrelated Cointegrating Regressions (RePEc:oup:restud:v:72:y:2005:i:3:p:797-820)
by Nelson C. Mark & Masao Ogaki & Donggyu Sul - Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence (RePEc:sha:ecowps:02-03/2013)
by Khusrav Gaibulloev & Todd Sandler & Donggyu Sul - Does Ex post uncovered interest differential reflect the degrees of capital mobility? (RePEc:taf:apeclt:v:6:y:1999:i:2:p:97-102)
by Donggyu Sul - 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 - Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (RePEc:taf:emetrv:v:41:y:2022:i:3:p:291-320)
by Minyu Han & Jihun Kwak & Donggyu Sul - Identification of Unknown Common Factors: Leaders and Followers (RePEc:taf:jnlbes:v:34:y:2016:i:2:p:227-239)
by Jason Parker & Donggyu Sul - Identifying Exchange Rate Common Factors (RePEc:wly:iecrev:v:59:y:2018:i:4:p:2193-2218)
by Ryan Greenaway‐McGrevy & Nelson C. Mark & Donggyu Sul & Jyh‐Lin Wu - Economic transition and growth (RePEc:wly:japmet:v:24:y:2009:i:7:p:1153-1185)
by Peter C. B. Phillips & Donggyu Sul - Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models (RePEc:wpa:wuwpem:0409005)
by Chi-Young Choi & Nelson C. Mark & Donggyu Sul - New Panel Unit Root Tests under Cross Section Dependence for Practitioners (RePEc:wpa:wuwpem:0506010)
by Donggyu Sul - The Use of Predictive Regressions at Alternative Horizons in Finance and Economics (RePEc:wpa:wuwpfi:0409032)
by Nelson C. Mark & Donggyu Sul - The Elusive Empirical Shadow of Growth Convergence (RePEc:ysm:somwrk:ysm342)
by Peter C.B. Phillips & Donggyu Sul - Prewhitening Bias in HAC Estimation (RePEc:ysm:somwrk:ysm426)
by Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul - Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence (RePEc:ysm:somwrk:ysm428)
by Peter C.B. Phillips & Donggyu Sul