CHIROK HAN @ U of Auckland

Curriculum Vitae

20071101  

Education

• August 2001: Ph.D in Economics, Michigan State University (Advisor: Peter Schmidt)
• August 1991: MA in Economics, Seoul National University
• February 1989: BA in Economics, Seoul National University

Experience

• 2006-Present: University of Auckland Department of Economics
• 2001-2006: Victoria University of Wellington School of Economics and Finance

Current Research Interests

• Programme evaluation
• Many instruments, weak instruments
• Dynamic panel data models
• Factor analysis

Publications

• Detecting Invalid Instruments Using L₁-GMM. Econometrics Letters, Accepted. [LINK]
• GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity (jointly with Peter C. B. Phillips). Econometric Theory, Forthcoming. [LINK]
• Gaussian Inference in AR(1) Time Series with or without a Unit Root (jointly with Peter C. B. Phillips). Econometric Theory, 24, 2008, 631-650. [PDF]
• Determinants of Covariance Matrices of Differenced AR(1) Processes. Econometric Theory, 23(6), 2007, 1248-1254. [PDF]
• GMM with Many Moment Conditions (jointly with Peter C. B. Phillips). Econometrica, 74(1), 2006, 147-192. [PDF]
• Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects (jointly with Luis Orea and Peter Schmidt). Journal of Econometrics, 126, 2005, 241-267. [PDF]
• Closest Moment Estimation under General Conditions (jointly with Robert de Jong). Annales d'Economie et de Statistique, 74, 2004, 1-13. [PDF]
• The Properties of Lp-GMM Estimators (jointly with Robert de Jong). Econometric Theory, 18, 2002, 491-504.
• The Asymptotic Distribution of the Instrumental Variable Estimators When the Instruments Are Not Correlated with the Regressors (jointly with Peter Schmidt). Economics Letters, 74, 2001, 61-66.

Working Papers

• Dynamic Panel Regression for Differences-in-Differences Estimates (jointly with Peter C. B. Phillips and Donggyu Sul).
• Testing for State Dependence in Panel Binary Data (jointly with Peter C. B. Phillips and Donggyu Sul).
• Estimating and Testing Idiosyncratic Equations Using Cross-Section Dependent Panel Data: Application to Feldstein-Horioka Puzzle (jointly with Ryan Greenaway-McGrevy and Donggyu Sul). Submit to journal.
• Infinite Density at the Median and the Typical Shape of Stock Return Distributions (jointly with Jin Seo Cho and Peter C. B. Phillips). Submit to journal.
• Identification and Estimation of Panel GMM with Fixed Effects When T Is Small (jointly with Peter Schmidt)
• Concentration Parameter and the Strength of Instruments When There Are Many Instruments (pending)

Miscellaneous

• "Instrumental Variables" entry in Encyclopedia of Measurement and Statistics edited by Neil J. Salkind, 2007, SAGE Publications (jointly with John Randal).
• "Generalized Method of Moments" entry in Encyclopedia of Measurement and Statistics edited by Neil J. Salkind, 2007, SAGE Publications (jointly with John Randal).
• Meeting Report: "Report of the 12th New Zealand Econometrics Study Group Meeting" (jointly with Viv Hall, Christopher Plantier, and Peter Thomson), Econometric Theory, 20, 2004, 431-435.

Awards

• Research Excellence Award 2007, The University of Auckland Business School
• The 2003 A R Bergstrom Prize in Econometrics: "The Bias of Fixed Effects Estimators for Panel Binary Choice Models"

Grants

• Marsden Fund (Fast-Start, 2007): "Estimation and Inference with Dynamic Panel Data" (Amount: $170,000, Duration: 2008-09)

Others

• fig2pstricks - an xfig to pstricks converter
• Gauss tips:
  • How to generate student t random numbers using Gauss
• Stata module and R module for Han-Phillips procedure

Contact

• Email: