Ph.D., Michigan State University
|Fields: Econometrics||Ph: +82 2-3290-2205
Office: 428 PSE
- August 2001: Ph.D in Economics, Michigan State University (Advisor: Peter Schmidt)
- August 1991: MA in Economics, Seoul National University
- February 1989: BA in Economics, Seoul National University
- 2008-Present: Korea University Department of Economics
- 2006-2008: Department of Economics, University of Auckland
- 2001-2006: School of Economics and Finance, Victoria University of Wellington
- Dynamic panel data models
- Estimation of damages
- Many instruments, weak instruments
- Programme evaluation
- Factor analysis
- Multa scripsis, Econometric Theory, 2015
- 청람학술상, 한국경제학회, 2012
- Research Excellence Award, University of Auckland Business School, 2007
- The 2003 A R Bergstom Prize in Econometrics, Econometric Theory
- Lag Length Selection for Panel Autoregressive Models (jointly with Peter C. B. Phillips and Donggyu Sul). Econometrics Reviews, forthcoming.
- The True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression (with Peter C. B. Phillips). Economics Letters, 127, 2015, 89-92.
- Efficient Estimation and Inference for Difference-in-Difference Regressions with Persistent Errors (with Ryan Greenaway-McGrevy and Donggyu Sul). Advances in Econometrics, 33, 2014 281–302.
- The Role of Constant Instruments in Dynamic Panel Estimation (with Hyoungjong Kim), Economics Letters, 124, 2014, 500–503.
- Too Old to Play? (with Jae Nahm and Sei Beom Won). Eung-Yong-Kyeong-Je-Yeon-Gu (Applied Economics), 16(1), 2014, 161–190 (in Korean).
- An Empirical Analysis of Effects on the Effects of Franchisee’s Store Renovation (with Kiho Yoon). San-Up-Jo-Jik-Yeon-Gu (Journal of Korean Academic Society of Industrial Organization), 22(1), 2014, 31–60 (in Korean).
- X-Differencing and Dynamic Panel Model Estimation (jointly with Peter C. B. Phillips and Donggyu Sul). Econometric Theory, 30, 2014, 201–251.
- First Difference Maximum Likelihood and Dynamic Panel Estimation (with Peter C. B. Phillips). Journal of Econometrics, 175, 2013, 35–45.
- Dependence of Economic Growth on CO2 Emissions (with Hyelim Lee). Journal of Economic Development, 38(1), 2013, 47–57.
- Network Effect of Transportation Infrastructure: A Dynamic Panel Evidence (jointly with Kyoung-Youn Na and Chang-Ho Yoon). Annals of Regional Science, 50(1), 2013, 265–274.
- Standardization and Estimation of the Number of Factors for Panel Data (with Ryan Greenaway-McGrevy and Donggyu Sul). Journal of Economic Theory and Econometrics, 23(2), 2012, 79–88.
- Estimating the Number of Common Factors in Serially Dependent Approximate Factor Models (with Ryan Greenaway-McGrevy and Donggyu Sul). Economics Letters, 116, 2012, 531–534.
- Asymptotic Distribution of Factor Augmented Estimators for Panel Regression (jointly with Ryan Greenaway-McGrevy and Donggyu Sul). Journal of Econometrics, 169, 2012, 48-53.
- Uniform Asymptotic Normality in Stationary and Unit Root Autoregression (jointly with Peter C. B. Phillips and Donggyu Sul). Econometric Theory, 27, 2011, 1117-1151.
- Infinite Density at the Median and the Typical Shape of Stock Return Distributions (jointly with Jin Seo Cho and Peter C. B. Phillips). Journal of Business and Economic Statistics, 29(2), 2011, 282–294.
- A GMM Interpretation of the Paradox in the Inverse Probability Weighting Estimation of the Average Treatment Effect on the Treated (jointly with Beomsoo Kim). Economics Letters, 110, 2011, 163-165.
- LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities (jointly with Jin Seo Cho and Peter C. B. Phillips). Econometric Theory, 26, 2010, 953-962.
- GMM Estimator for Dynamic Panels with Fixed Effects and Strong Instruments at Unity (jointly with Peter C. B. Phillips). Econometric Theory, 26, 2010, 119-151.
- Testing for the Mixture Hypothesis of Geometric Distributions (jointly with Jin Seo Cho), Journal of Economic Theory and Econometrics, 20, 2009, 31-55.
- Detecting Invalid Instruments Using L1-GMM. Economics Letters, 101, 2008, 285-287.
- Gaussian Inference with AR(1) Time Series with or without Unit Root (with Peter C B Phillips). Econometric Theory, 24, 2008, 631–650.
- Determinants of Covariance Matrices of Differenced AR(1) Processes. Econometric Theory, 23(6), 2007, 1248-1254.
- GMM with Many Moment Conditions (with Peter C. B. Phillips), Econometrica, 74, 2006, 147-192.
- Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects (with Luis Orea and Peter Schmidt), Journal of Econometrics, 126, 2005, 241-267.
- Closest Moment Estimation under General Conditions (with Robert de Jong), Annales d’Economie et de Statistique, 74, 2004, 1-13.
- The Properties of Lp-GMM Estimators (with Robert de Jong), Econometric Theory, 18, 2002, pp. 419–504.
- The Asymptotic Distribution of the Instrumental Variable Estimators When the Instruments Are Not Correlated with the Regressors (with Peter Schmidt), Economics Letters, 74 (1), 2001, pp. 61–66.
- “Instrumental Variables” entry in Encyclopedia of Measurement and Statistics, edited by N. J. Salkind, 2007, SAGE Publications (jointly with John Randal).
- “Generalized Method of Moments” entry in Encyclopedia of Measurement and Statistics, edited by N. J. Salkind, 2007, SAGE Publications (jointly with John Randal).
- Meeting Report: “Report of the 12th New Zealand Econometrics Study Group Meeting” (jointly with V. Hall, C. Plantier, and P. Thomson). Econometric Theory, 20, 2004, 431–435.