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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

Estimation of a panel data model with parametric temporal variation in individual effects

Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10002647754

X-Differencing and Dynamic Panel Model Estimation

Han, Chirok - 2010

This paper introduces a new estimation method for dynamic panel models with fixed effects and AR(p) idiosyncratic errors. The proposed estimator uses a novel form of systematic differencing, called X-differencing, that eliminates fixed effects and retains information and signal strength in cases...

Persistent link: https://www.econbiz.de/10013148990

Heteroskedasticity-robust standard errors for dynamic panel data models with fixed effects

Han, Chirok; Kim, Hyoungjong - In: Oxford bulletin of economics and statistics 85 (2023) 5, pp. 1135-1155

Persistent link: https://www.econbiz.de/10014362891

GMM estimation for dynamic panels with fixed effects and strong instruments at unity

Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151

Persistent link: https://www.econbiz.de/10003968539

X-differencing and dynamic panel model estimation

Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - 2010

Persistent link: https://www.econbiz.de/10003925362

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

Network effect of transportation infrastructure : a dynamic panel evidence

Na, Kyoung-youn; Han, Chirok; Yun, Chang-Ho - In: The annals of regional science : an international … 50 (2013) 1, pp. 265-274

Persistent link: https://www.econbiz.de/10009708188

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

X-differencing and dynamic panel model estimation

Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 30 (2014) 1, pp. 201-251

Persistent link: https://www.econbiz.de/10010399780