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Dive into the research topics where Chirok Han is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
Han, C. & Kim, H., 2024, Advanced Studies in Theoretical and Applied Econometrics. Springer Science and Business Media Deutschland GmbH, p. 125-146 22 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 55).Research output: Chapter in Book/Report/Conference proceeding › Chapter
1 Link opens in a new tab Citation (Scopus) -
Identities in Damage Estimation When the Number of Bidders Is Affected by Collusion
Han, C. & Nahm, J. H., 2024 Jun, In: Journal of Economic Theory and Econometrics. 35, 2, p. 1-10 10 p.Research output: Contribution to journal › Article › peer-review
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Ordinary least squares and instrumental-variables estimators for any outcome and heterogeneity
Lee, M. J. & Han, C., 2024 Mar, In: Stata Journal. 24, 1, p. 72-92 21 p.Research output: Contribution to journal › Article › peer-review
4 Link opens in a new tab Citations (Scopus) -
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
Han, C. & Kim, H., 2023 Jun, In: Empirical Economics. 64, 6, p. 2589-2610 22 p.Research output: Contribution to journal › Article › peer-review
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Heteroskedasticity-Robust Standard Errors for Dynamic Panel Data Models with Fixed Effects*
Han, C. & Kim, H., 2023 Oct, In: Oxford Bulletin of Economics and Statistics. 85, 5, p. 1135-1155 21 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Link opens in a new tab Citation (Scopus)
Press/Media
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Findings from Korea University in Data Modeling Reported (Heteroskedasticity-robust Standard Errors for Dynamic Panel Data Models With Fixed Effects)
23/5/12
1 item of Media coverage
Press/Media: Press / Media