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Information about:
Chirok Han

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Chirok Han in registering through RePEc. If you are Chirok Han , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Chirok
Middle Name:
Last Name: Han
Suffix:

RePEc Short-ID: pha335

Email:
Homepage: http://homes.eco.auckland.ac.nz/chan079/
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Korean Economists

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Chirok Han & Jin Seo Cho & Peter C.B. Phillips, 2009. "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Cowles Foundation Discussion Papers 1701, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:

  2. Jin Seo Cho & Chirok Han & Peter C.B. Phillips, 2009. "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Cowles Foundation Discussion Papers 1703, Cowles Foundation, Yale University. [Downloadable!]

  3. Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation, Yale University. [Downloadable!]

  4. Peter C. B. Phillips & Chirok Han, 2006. "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Cowles Foundation Discussion Papers 1546, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

  5. Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
    Published as:

  6. Peter C. B. Phillips & Chirok Han, 2004. "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. Han, Chirok, 2008. "Detecting invalid instruments using L1-GMM," Economics Letters, Elsevier, vol. 101(3), pages 285-287, December. [Downloadable!] (restricted)

  2. Phillips, Peter C.B. & Han, Chirok, 2008. "Gaussian Inference In Ar(1) Time Series With Or Without A Unit Root," Econometric Theory, Cambridge University Press, vol. 24(03), pages 631-650, June. [Downloadable!]
    Other versions:

  3. Han, Chirok, 2007. "Determinants Of Covariance Matrices Of Differenced Ar(1) Processes," Econometric Theory, Cambridge University Press, vol. 23(06), pages 1248-1253, December. [Downloadable!]

  4. Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01. [Downloadable!] (restricted)
    Other versions:

  5. Han, Chirok & Orea, Luis & Schmidt, Peter, 2005. "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, vol. 126(2), pages 241-267, June. [Downloadable!] (restricted)
    Other versions:

  6. Robert M. De Jong & Chirok Han, 2004. "Closest Moment Estimationunder General Conditions," Annales d'Economie et de Statistique, ADRES, issue 74, pages 01, Avril-Jui. [Downloadable!]

  7. Hall, Viv & Han, Chirok & Plantier, Christopher & Thomson, Peter, 2004. "NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17 18 October 2003," Econometric Theory, Cambridge University Press, vol. 20(02), pages 431-435, April. [Downloadable!]

  8. de Jong, Robert & Han, Chirok, 2002. "THE PROPERTIES OF Lp-GMM ESTIMATORS," Econometric Theory, Cambridge University Press, vol. 18(02), pages 491-504, April. [Downloadable!]

  9. Han, Chirok & Schmidt, Peter, 2001. "The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors," Economics Letters, Elsevier, vol. 74(1), pages 61-66, December. [Downloadable!] (restricted)

  10. RePEc:cup:etheor:v:23:y:2007:i:06:p:1248-1253 is not listed on IDEAS

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 2004-08-16 2005-06-14 2006-01-24 2007-01-13 2009-06-17 2009-06-17 2009-09-11 Author is listed
  2. NEP-ETS: Econometric Time Series (7) 2004-08-16 2005-06-14 2006-01-24 2007-01-13 2009-06-17 2009-06-17 2009-09-11 Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-06-17
  4. NEP-ORE: Operations Research (1) 2009-06-17
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This page was last updated on 2009-11-1.

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