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subject:"Panel study"
subject:"Simulation"
~person:"Han, Chirok"
~subject:"Time series analysis"
~type:"article"
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Han, Chirok
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44
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1
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
Han, Chirok
;
Kim, Hyoungjong
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2589-2610
Persistent link: https://www.econbiz.de/10014329002
Saved in:
2
Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok
;
Lee, Goeun
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
Saved in:
3
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue
;
Han, Chirok
;
Xue, Sen
- In:
Economics letters
197
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
Saved in:
4
Moment restrictions and identification in linear dynamic panel data models
Gørgens, Tue
;
Han, Chirok
;
Xue, Sen
- In:
Annals of economics and statistics
134
(
2019
),
pp. 149-176
Persistent link: https://www.econbiz.de/10012305981
Saved in:
5
Efficiency comparison of random effects two stage least squares estimators
Han, Chirok
- In:
Economics letters
148
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619823
Saved in:
6
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
Saved in:
7
The role of constant instruments in dynamic panel estimation
Han, Chirok
;
Kim, Hyoungjong
- In:
Economics letters
124
(
2014
)
3
,
pp. 500-503
Persistent link: https://www.econbiz.de/10010495098
Saved in:
8
First difference maximum likelihood and dynamic panel estimation
Han, Chirok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Saved in:
9
Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan
;
Han, Chirok
;
Sul, Donggyu
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 48-53
Persistent link: https://www.econbiz.de/10009666767
Saved in:
10
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
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