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