General Econometrics Subjects

• A Uniform Bound of the Operator Norm of Random Element Matrices and Operator Norm Minimizing Estimation (arXiv)
• Estimation of High-Dimensional Seemingly Unrelated Regression Models (arXiv) with Lidan Tan, and Khai Chiong (2019)
• Forecasting with Dynamic Panel Models (USC INET Working Paper, arXiv), with Laura Liu and Frank Schorfheide (2019), forthcoming in Econometrica.
• Bayesian and Frequentist Inference in Partially Identified Models (with Frank Schorfheide) (2012) Econometrica, 80, 755-782.
• Estimation with Overidentifying Inequality Moment Conditions (with Frank Schorfheide) (2009) Journal of Econometrics, 153, 136-154. Omitted Technical Appendix

Network

• Normal Approximation in Large Network Models (arXiv) with Michael Leung (2019)
• Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach (USC INET Working Paper, arXiv), with Ida Johnsson (2019)
• Estimation of Graphical Models with Shape Restrictions (USC INET Working Paper arXiv), with Khai Chiong (2018), Econometrics Journal.

Statistical Learning

• Estimation of Graphical Models with Shape Restrictions (USC INET Working Paper arXiv), with Khai Chiong (2017), Econometrics Journal (2018)
• Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach (USC INET Working Paper, NBER Working Paper) with Seungwoo Chin and Matthew Kahn (2017)
• BLP2-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates, with Ben Gillen, Sergio Montero, and Matt Shum (2019), Econometrics Journal
• Demand Estimation with High-Dimensional Product Characteristics (with Ben Gillen and Matt Shum), (2014) Advances in Econometrics, ed. I. Jeliazkov and D. Poirier, Vol 34.

Large (N,T) Panel Data

• Nuclear Norm Regularized Estimation of Panel Regression Models (arXiv) with Martin Weidner(2019)
• Many IVs Estimation of Dynamic Panel Regression Models with Measurement Error (with Nayoung Lee and Qiankun Zhou), (2017), Journal of Econometrics, 200, 251-259.
• Dynamic Linear Panel Regression Models with Interactive Fixed Effects (with Martin Weidner), (2017), Econometric Theory, 33, 158-195
• Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects, with Martin Weidner, (2015), Econometrica, 83, 1543-1579, Omitted Technical Appendix
• Point Optimal Panel Unit Root Tests with Serially Correlated Errors (with Benoit Perron and Peter C. B. Phillips) (2014), Econometrics Journal, 17, 338-372.
• Incidental Parameters and Dynamic Panel Modeling (with Benoit Perron and Peter C. B. Phillips) (2014), Oxford Handbook of Panel Data.
• Contributions of Peter C.B. Phillips to Panel Data Analysis (with Benoit Perron), (2014) Econometric Theory, 30, 882-893.
• Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test (with Seungchan Ahn) (2013), Festschrift in honor of Peter Schmidt, ed. W. Horrace.
• Analysis of Interactive Fixed Effects Dynamic Linear Regression with Measurement Error (with Nayoung Lee and Martin Weidner), (2012), Economics Letters, 117, 239-242. Omitted Appendix
• Beyond Panel Unit Root Tests: Using Multiple Testing to Determine Nonstationarity Proporties of Individual Series (with Benoit Perron), (2012) Journal of Econometrics, 169, 29-33.
• Asymptotic Local Power of Pooled t – ratio Tests for Unit Roots in Panels with Fixed Effects (with Benoit Perron), (2008) Econometrics Journal,11, 80-104.
• Incidental Trends and the Power of Panel Unit Root Test (Benoit Perron and Peter C. B. Phillips) (2007) Journal of Econometrics, 141, 416-459, Omitted Technical Appendix
• An Empirical Analysis on Nonstationarity in Panels of Interest Rates with Factors (with Benoit Perron) (2007) Journal of Applied Econometrics, 22, 383-400.
• On the Breitung Test for Panel Unit Roots and Local Asymptotic Power (with Benoit Perron and Peter C. B. Phillips) (2006) Econometric Theory, 22, 1179-1190.
• Testing for a Unit Root in Panels with Dynamic Factors (with Benoit Perron) (2004) Journal of Econometrics, 122, 81-126.
• GMM Estimation of Autoregressive Roots Near Unity with Panel Data (with Peter C. B. Phillips (2004) Econometrica, 72, 467-522.
• How to Estimate Autoregressive Roots Near Unity (with Peter C. B. Phillips and and Zhijie Xiao) (2001) Econometric Theory , 17, 29 – 69.
• Estimation of Autoregressive Roots near Unity using Panel Data (with Peter C. B. Phillips and ) (2000) Econometric Theory, 16, 927 – 997.
• Nonstationary Panel Data Analysis: An Overview of Some Recent Developments (with Peter C. B. Phillips ) (2000) Econometric Reviews, 19, 263 – 286.
• Linear Regression Limit Theory for Nonstationary Panel Data (with Peter C. B. Phillips), (1999) Econometrica, 67, 1057-1111.
• Maximum Likelihood Estimation in Panels with Incidental Trends (with Peter C. B. Phillips ) (1999) Oxford Bulletin of Economics and Statistics, 61, 771-748.

Time Series

• Inference for VARs Identified with Sign Restrictions (Paper & Matlab Programs, arXiv) with Frank Schorfheide, Eleonora Granziera (2018), Quantitative Economics
• A Predictability Test for a Small Number of Nested Models (with Eleonora Granziera and Kirstin Hubrich) (2014) Journal of Econometrics, 182, 174-185.
• A Study of a Semiparametric Binary Choice Model with Integrated Covariates (with Emmanuel Guerre) (2006) Econometric Theory, 22, 721-742.
• Efficient Estimation of the SUR Cointegration Regression Model and Testing for Purchasing Power Parity (with Benoit Perron) (2004) Econometric Reviews, 23, 293-323.
• Maximum Score Estimation of Nonstationary Binary Choice Model (2004) Journal of Econometrics, 122, 385-403.
• Minimum Distance Estimator of Nonstationary Time Series Models (with Frank Schorfheide) (2002) Econometric Theory, 18, 1385 – 1407.
• A Note on the Nonstationary Binary Choice Logit Model (with Emmanuel Guerre) (2002) Economics Letters, 76, 267-271.
• A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors (1999) Economics Letters, 65, 25-31.

Microeconometrics

• Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach (USC INET Working Paper, arXiv), with Ida Johnsson (2019), Review of Economics and Statistics
• LM Test of Neglected Correlated Random Effects and Its Application (with Jinyong Hahn and Connan Snider) (2017), Journal of Business and Economic Statistics
• Test of Random vs Fixed Effects with Small Within Variation (with Jinyong Hahn and John Ham) (2011) Economics Letters, 112, 293-297.
• Hausman Test and Weak Instruments (with Jinyong Hahn and John Ham) (2010) Journal of Econometrics, 160, 289-299, Omitted Technical Appendix
• Panel Data Models with Finite Number of Multiple Equilibria (with Jinyong Hahn), (2010) Econometric Theory, 26, 863-881
• Reducing Bias of MLE in a Dynamic Panel Model (with Jinyong Hahn), (2006) Econometric Theory, 22, 499-512.

Applied Microeconomics

• Estimating the Gains from New Rail Transit Investment: A Machine Learning Tree Approach (USC INET Working Paper, NBER Working Paper) with Seungwoo Chin and Matthew Kahn
• Within-District School Lotteries, District Selection, and the Average Partial Effects of School Inputs (with Eleanor Jawon Choi and Geert Ridder), (2019) Korean Economic Review
• Minimum Distance Estimation of Heterogeneous Income Profile Model with Fixed Effects (with Nayoung Lee).
• Estimation of Random Coefficients Logit Demand Models with Interactive Fixed Effects (with Matt Shum and Martin Weidner), (2018) Journal of Econometrics 
• Demand Estimation with High-Dimensional Product Characteristics (with Ben Gillen and Matt Shum), Advances in Econometrics, ed. I. Jeliazkov and D. Poirier, Vol 34, 2014,
• Estimation of an Education Production Function Under Random Assignment with Selection (with Eleanor Jawon Choi and Geert Ridder) (2014), American Economic Review: Papers and Proceedings, 104(5), 206-211.
• Recent Development in Econometrics for Demand Analysis (with Jinyong Hahn and Kyooil Kim) (2012), Festschrift in honor of H.K. Pyo.

Others

• BLP2-Lasso for Aggregate Discrete Choice Models of Elections with Rich Demographic Covariates (with Ben Gillen, Sergio Montero, and Matt Shum) (2019), Econometrics Journal.