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Donggyu Sul

Global rank #4547 94%

Institution: University of Texas-Dallas

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://personal.utdallas.edu/~d.sul/

First Publication: 1999

Most Recent: 2025

RePEc ID: psu42 ↗

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 0.67 0.00 0.67
Last 10 Years 0.00 1.68 1.17 0.00 4.52
All Time 0.67 5.03 7.88 0.00 22.29

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 17.00

Publications (19)

Year Article Journal Tier Authors
2025 Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States Journal of Applied Econometrics B 3
2019 Weak σ-convergence: Theory and applications Journal of Econometrics A 3
2018 IDENTIFYING EXCHANGE RATE COMMON FACTORS International Economic Review B 4
2016 Identification of Unknown Common Factors: Leaders and Followers Journal of Business & Economic Statistics A 2
2014 X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION Econometric Theory B 3
2013 COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS Economic Inquiry C 3
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 UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION Econometric Theory B 3
2010 Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment Oxford Bulletin of Economics and Statistics B 3
2009 Economic transition and growth Journal of Applied Econometrics B 2
2009 Panel unit root tests under cross section dependence with recursive mean adjustment Economics Letters C 1
2008 Endogenous discounting, the world saving glut and the U.S. current account Journal of International Economics A 3
2007 Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence Journal of Econometrics A 2
2005 Prewhitening Bias in HAC Estimation Oxford Bulletin of Economics and Statistics B 3
2005 Dynamic Seemingly Unrelated Cointegrating Regressions Review of Economic Studies S 3
2003 Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand Oxford Bulletin of Economics and Statistics B 2
2001 Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel Journal of International Economics A 2
1999 Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model. Review of International Economics B 1