"Specification Test for Instrumental Variables Regression with Many Instruments" (with R. Okui), October 2009.
"Likelihood Ratio based Joint Test for the Exogeneity and the Relevance of Instrumental Variables" (with D. Kim), September 2009. Submitted.
"Likelihood Based Model Selection in the Presence of Incidental Parameters”, September 2009. Available soon.
"Variable Omission and Pseudo-Spatial Dependence", August 2009. Available soon.
"Grouped Mixed Proportional Hazard Model with Social Interactions: Analysis of Motorcycle Helmet-Use Law" (with J. Lee), August 2009. Available soon.
"Bias in Dynamic Panel Models under Time Series Misspecification," September 2009, (previously "A General Approach to Bias Correction in Dynamic Panels under Time Series Misspecification" and "Bias Correction in Dynamic Panel Models under Time Series Misspecification"). Resubmitted to Journal of Econometrics. [Supplementary Appendix]
"Bringing 'Honest Capital' to Poor Borrowers: The Passage of the Uniform Small Loan Law, 1907-1930" (with B.G. Carruthers and T.W. Guinnane), June 2009. Yale Economics Department Working Paper No. 63; Yale University Economic Growth Center Discussion Paper No. 971 (previously "The Passage of the Uniform Small Loan Law")
"New Nonparametric Estimation of the Marginal Effects in Fixed-Effects Panel Models: An Application on the Environmental Kuznets Curve" (with D. Mukherjee), May 2008. Resubmission invited by Journal of Econometrics.
"Nonparametric Estimation of Dynamic Panel Models with Fixed Effects," July 2008, (previously "Nonparametric Estimation of Dynamic Panel Models"). Resubmission invited by Econometric Theory.
"What Aspect of the Income Distribution Matters in the Crime Model: Bipolarization Index and Its Inferences" (with D. Shin), February 2008.
"Grouped Mixed Proportional Hazard Models with Social Interactions," revised July 2007.
"The Effects of Introducing Five-Day Work Week in Korean Labor Market: A Semiparametric Vector Error Correction Approach," August 2003.
Bootstrap Inferences for Error Correction Models, M.A. Thesis, Seoul National University, 2001.
"Social Interaction Based Charitable Donation Behavior" (with L. Kawano).
“Averaging Instrumental Variables Estimators” (with Y. Zhou).
"What is the Information Content in a Fixed Effect?" (with D.J. Henderson and
C.F. Parmeter).
"Semiparametric Estimation of Panel Data Models with Heterogeneous Trends" (with D. Kristensen).
"Inferences with Many Weak Instruments in Near Exogeneity."
"A Parameter Homogeneity Test and Group Identification in Panel Models."
