From 한양 위키
경제금융학부 홈페이지 참고(2019.10.)
- University of Illinois 경제학 박사
- Korea Institute for International Economic Policy 연구위원
- Claremont McKenna College 조교수
- University of Houston 초빙교수
- Cluster Robust Covariance Matrix Estimation in Panel Quantile Regression with Individual Fixed Effects, with Antonio Galvao. Quantitative Economics, Accepted. Circulated previously under the title "Robust Inference for Panel Quantile Regression Models with Individual Fixed Effects and Serial Correlation".
- The Value of an Attorney: Evidence from Changes to the Collateral Source Rule, with Eric Helland. Inference on Conditional Quantile Processes in Partially Linear Models with Application to Sharp RD Designs with Covariates, with Zhongjun Qu.
- A New Methods for Analytical Review in Auditing: Multivariate Prediction From a Simultaneous Equations Model, with Ananda Ganguly. Quantile Regression Analysis with Missing Responses, with Applications to Inequality Measures and Data Combination.
- Bayesian Analysis of Conditional Density Functions: A Limited Information Approach.
- Exact Boundary Kernels for Density Estimation on a Compact Support and Boundary Conditions.
- Construction of Credible Intervals for Nonlinear Regression Models with Unknown Error Distributions, (with Ji Yeon Yang), Journal of Nonparametric Statistics, forthcoming. Circulated previously under the title "Adaptive Bayesian Nonlinear Regressions."
- Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs, (with Zhongjun Qu), Journal of Business and Economic Statistics, Vol. 37, No. 4, Pages 625–647, October 2019.
- Multilevel Selection in Litigation Data: A Bounds Approach, (with Helland, Eric), Journal of Institutional and Theoretical Economics, 174(1), Pages 115-130, 2018.
- Estimating Effects of English Rule on Litigation Outcomes, (with Eric Helland), Review of Economics and Statistics, Vol. 99, No. 4, Pages 678–682, October 2017.
- Nonparametric Estimation and Inference on Conditional Quantile Processes, (with Zhongjun Qu), Journal of Econometrics, Vol 185, Issue 1, Pages 1-19, March 2015, lead article.
- What Do Kernel Density Estimators Optimize, (with Roger Koenker and Ivan Mizera), Journal of Econometric Methods, Vol 1, Issue 1, Pages 15-22, August 2012.
- Parametric Links for Binary Choice Models: A Fisherian-Bayesian Colloquy, (with Roger Koenker), Journal of Econometrics, Vol 152, Issue 2, Pages 120-130, October 2009.
- Changing Performance of Business Groups Over Two Decades, (with K Lee, K Ryu, and K Choo), Economic Development and Cultural Change, Vol 57, Issue 2, Pages 359-386, January 2009.