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Chirok Han

Global rank #5094 94%

Institution: Korea University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://econ.korea.ac.kr/~chirokhan/

First Publication: 2001

Most Recent: 2023

RePEc ID: pha335 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.01 0.00 1.51
Last 10 Years 0.00 0.00 1.01 0.00 3.69
All Time 0.00 3.02 8.04 0.00 20.11

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 23.22

Publications (23)

Year Article Journal Tier Authors
2023 Heteroskedasticity‐Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects Oxford Bulletin of Economics and Statistics B 2
2022 Bias correction for within-group estimation of panel data models with fixed effects and sample selection Economics Letters C 2
2020 Testing for the null of block zero restrictions in common factor models Economics Letters C 2
2020 On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root Economics Letters C 3
2016 MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION Economic Inquiry C 3
2016 Efficiency comparison of random effects two stage least squares estimators Economics Letters C 1
2015 The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression Economics Letters C 2
2014 X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION Econometric Theory B 3
2014 The role of constant instruments in dynamic panel estimation Economics Letters C 2
2013 First difference maximum likelihood and dynamic panel estimation Journal of Econometrics A 2
2012 Estimating the number of common factors in serially dependent approximate factor models Economics Letters C 3
2012 Asymptotic distribution of factor augmented estimators for panel regression Journal of Econometrics A 3
2011 Infinite Density at the Median and the Typical Shape of Stock Return Distributions Journal of Business & Economic Statistics A 3
2011 UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION Econometric Theory B 3
2011 A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated Economics Letters C 2
2010 LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES Econometric Theory B 3
2010 GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY Econometric Theory B 2
2008 GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT Econometric Theory B 2
2008 Detecting invalid instruments using L1-GMM Economics Letters C 1
2007 DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES Econometric Theory B 1
2005 Estimation of a panel data model with parametric temporal variation in individual effects Journal of Econometrics A 3
2002 THE PROPERTIES OF Lp-GMM ESTIMATORS Econometric Theory B 2
2001 The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors Economics Letters C 2