Chirok Han : Citation Profile

Are you Chirok Han?

Korea University

10

H index

13

i10 index

527

Citations

RESEARCH PRODUCTION:

32

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 22
   Journals where Chirok Han has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 18 (3.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha335
   Updated: 2024-12-03    RAS profile: 2024-06-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Chirok Han.

Is cited by:

Asongu, Simplice (89)

Tchamyou, Vanessa (19)

Nwachukwu, Jacinta (17)

Westerlund, Joakim (16)

Windmeijer, Frank (11)

Phillips, Peter (10)

Pesaran, Mohammad (9)

ANDRES, ANTONIO (8)

Okui, Ryo (8)

Whited, Toni (7)

Odhiambo, Nicholas (7)

Cites to:

Phillips, Peter (19)

Arellano, Manuel (18)

Schmidt, Peter (16)

Ahn, Seung (12)

Blundell, Richard (9)

Bai, Jushan (8)

Wooldridge, Jeffrey (7)

Baltagi, Badi (7)

Stock, James (6)

Bover, Olympia (6)

Newey, Whitney (6)

Main data

Where Chirok Han has published?

Journals with more than one article published# docs
Economics Letters10
Econometric Theory7
Journal of Econometrics3
Annals of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University9
Discussion Paper Series / Institute of Economic Research, Korea University6
Econometric Society 2004 Far Eastern Meetings / Econometric Society2

Recent works citing Chirok Han (2024 and 2023)

YearTitle of citing document
2023.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2023Detecting Grouped Local Average Treatment Effects and Selecting True Instruments. (2022). Langen, Henrika ; Huber, Martin ; Groh, Rebecca ; Farbmacher, Helmut ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2207.04481.

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2023A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2023A specification test for the strength of instrumental variables. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14396.

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2024Heterogeneous Autoregressions in Short T Panel Data Models. (2023). Yang, Liying ; Pesaran, Hashem M. In: Papers. RePEc:arx:papers:2306.05299.

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2024Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2023Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2310.08173.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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2023Heterogeneous Autoregressions in Short T Panel Data Models. (2023). Yang, L ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2342.

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2023Heterogeneous Autoregressions in Short T Panel Data Models. (2023). Yang, Liying ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10509.

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2023Regional development, agricultural industrial upgrading and carbon emissions: What is the role of fiscal expenditure? —-Evidence from Northeast China. (2023). Xu, Ying ; Yang, Yinsheng ; Wei, Silin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1858-1871.

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2023High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345.

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2023Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares. (2023). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:576-597.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Identification-robust nonparametric inference in a linear IV model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:1-24.

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2023Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053.

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2023Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482.

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2024A conditional linear combination test with many weak instruments. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003184.

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2024GMM with Nearly-Weak Identification. (2024). Renault, Eric ; Antoine, Bertille. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:36-59.

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2024Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts. (2024). Akgun, Oguzhan ; Pirotte, Alain ; Yang, Zhenlin ; Urga, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:202-228.

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2024The border effects and choices of competitive strategies of the provincial natural gas markets in China. (2024). Hu, Xiangping ; Chen, Jun ; Lu, Xiangyi ; Wang, Xiaolin. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012965.

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2023Geo-Fencing or Geo-Conquesting? a strategic analysis of Location-Based coupon under different market structures. (2023). Liu, Peng ; Ding, Long ; Hu, Sen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:174:y:2023:i:c:s1366554523001047.

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2024A jackknife Lagrange multiplier test with many weak instruments. (2022). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116392.

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2023An Econometric Analysis on the Relationship between Infrastructure and Economic Growth. (2023). Yilmaz, Tugba ; Sen, Sedef. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:361-393.

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2023Fixed Effects and Causal Inference. (2023). Bellemare, Marc ; Millimet, Daniel L. In: IZA Discussion Papers. RePEc:iza:izadps:dp16202.

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2023Anti-pandemic restrictions, uncertainty and sentiment in seven countries. (2023). Rybiski, Krzysztof ; Makarova, Svetlana ; Charemza, Wojciech. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09447-8.

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2023A robust fusion-extraction procedure with summary statistics in the presence of biased sources. (2023). Miao, Wang ; Wang, Qihua. In: Biometrika. RePEc:oup:biomet:v:110:y:2023:i:4:p:1023-1040..

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2023Using information criteria to select averages in CCE. (2023). Margaritella, Luca ; Westerlund, Joakim. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:405-421..

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2023Spatiotemporal patterns and determinants of renewable energy innovation: Evidence from a province-level analysis in China. (2023). Shao, Qinglong ; Shi, Dan ; Wang, Qianying ; Ma, Limei. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01848-y.

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2023The Effects of Schooling Level on Economic Convergence in Emerging Countries: Evidence from Romania. (2023). Munteanu, Irina-Denisa ; Sacal, Mihail-Dumitru ; Goschin, Zizi ; Antonia, Mihai. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03159-w.

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2023Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Discussion Paper. RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3.

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2023Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2023). Lee, Tae-Hwy ; Banafti, Saman. In: Working Papers. RePEc:ucr:wpaper:202308.

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Works by Chirok Han:

YearTitleTypeCited
2016Moment restrictions and identification in linear dynamic panel data models In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper6
2019Moment Restrictions and Identification in Linear Dynamic Panel Data Models.(2019) In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2016Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper2
2004Closest Moment Estimationunder General Conditions In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
2020Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends In: Papers.
[Full Text][Citation analysis]		paper0
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article3
2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2016MEASURING EFFORT INCENTIVES IN A TOURNAMENT WITH MANY PARTICIPANTS: THEORY AND APPLICATION In: Economic Inquiry.
[Full Text][Citation analysis]		article0
2002THE PROPERTIES OF Lp-GMM ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article1
2007DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]		article1
2008GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]		article10
2006Gaussian Inference in AR(1) Time Series with or without a Unit Root.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2010GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY In: Econometric Theory.
[Full Text][Citation analysis]		article122
2007GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity.(2007) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 122		paper
2010LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES In: Econometric Theory.
[Full Text][Citation analysis]		article2
2009LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article8
2010Uniform Asymptotic Normality in Stationary and Unit Root Autoregression.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION In: Econometric Theory.
[Full Text][Citation analysis]		article31
2010X-Differencing and Dynamic Panel Model Estimation.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2005GMM with Many Moment Conditions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper78
2006GMM with Many Moment Conditions.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		article
2004GMM with Many Moment Conditions.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has nother version. Agregated cites: 78		paper
2011First Difference MLE and Dynamic Panel Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
2014True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper4
2015The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression.(2015) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2004Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]		paper25
2005Estimation of a panel data model with parametric temporal variation in individual effects.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
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2002Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects.(2002) In: Efficiency Series Papers.
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This paper has nother version. Agregated cites: 25		paper
2008Detecting invalid instruments using L1-GMM In: Economics Letters.
[Full Text][Citation analysis]		article11
2011A GMM interpretation of the paradox in the inverse probability weighting estimation of the average treatment effect on the treated In: Economics Letters.
[Full Text][Citation analysis]		article5
2012Estimating the number of common factors in serially dependent approximate factor models In: Economics Letters.
[Full Text][Citation analysis]		article10
2014The role of constant instruments in dynamic panel estimation In: Economics Letters.
[Full Text][Citation analysis]		article10
2016Efficiency comparison of random effects two stage least squares estimators In: Economics Letters.
[Full Text][Citation analysis]		article2
2020Testing for the null of block zero restrictions in common factor models In: Economics Letters.
[Full Text][Citation analysis]		article1
2020On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Bias correction for within-group estimation of panel data models with fixed effects and sample selection In: Economics Letters.
[Full Text][Citation analysis]		article0
2001The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors In: Economics Letters.
[Full Text][Citation analysis]		article2
2012Asymptotic distribution of factor augmented estimators for panel regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article129
2013First difference maximum likelihood and dynamic panel estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2014Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2018What Explains Current Account Surplus in Korea? In: Working Papers.
[Full Text][Citation analysis]		paper0
2016What Explains Current Account Surplus in Korea?.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2018What Explains Current Account Surplus in Korea?.(2018) In: Asian Economic Papers.
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This paper has nother version. Agregated cites: 0		article
2017Can Obesity Cause Depression? Using Pseudo Panel Analysis In: Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2017Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2017Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects In: Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2018Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2013DEPENDENCE OF ECONOMIC GROWTH ON CO2 EMISSIONS In: Journal of Economic Development.
[Full Text][Citation analysis]		article16
2017?? ????? ??? ?? ??? ?? ???(Structural Factors of Global Trade Slowdown and Their Implications In: Policy Analyses.
[Full Text][Citation analysis]		paper0
2013Network effect of transportation infrastructure: a dynamic panel evidence In: The Annals of Regional Science.
[Full Text][Citation analysis]		article10
2023Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction In: Empirical Economics.
[Full Text][Citation analysis]		article0
2017Lag length selection in panel autoregression In: Econometric Reviews.
[Full Text][Citation analysis]		article14
2024Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity In: Stata Journal.
[Full Text][Citation analysis]		article0

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