Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework J Hwang, Y Sun Journal of econometrics 207 (2), 381-405, 2018 | 153 | 2018 |
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS J Hwang, Y Sun Econometric Theory 34 (5), 949-984, 2018 | 31 | 2018 |
Asymptotic F and t tests in an efficient GMM setting J Hwang, Y Sun Journal of econometrics 198 (2), 277-295, 2017 | 26 | 2017 |
A doubly corrected robust variance estimator for linear GMM J Hwang, B Kang, S Lee Journal of Econometrics 229 (2), 276-298, 2022 | 25 | 2022 |
Simple and trustworthy cluster-robust GMM inference J Hwang Journal of Econometrics 222 (2), 993-1023, 2021 | 16 | 2021 |
Should we go one step further J Hwang, Y Sun An Accurate Comparison of One-Step and Two-Step Procedures in a Generalized …, 2015 | 13 | 2015 |
Religiosity: Identifying the effect of pluralism MM Coşgel, J Hwang, TJ Miceli, S Yıldırım Journal of Economic Behavior & Organization 158, 219-235, 2019 | 9 | 2019 |
Extreme risk spillover in financial markets: Evidence from the recent financial crisis J Hwang, JY Kim Seoul Journal of Economics 28, 171-198, 2015 | 4 | 2015 |
Finite-sample corrected inference for two-step GMM in time series J Hwang, G Valdés Journal of Econometrics 234 (1), 327-352, 2023 | 3 | 2023 |
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence J Hwang, G Valdés Journal of Business & Economic Statistics 42 (1), 160-173, 2024 | 2 | 2024 |
Asymptotic Theory for GMM Inference with Fixed Number of Clusters J Hwang Dept of Economics, University of Connecticut, 2019 | 1 | 2019 |
Effect of Anthem Protests on NFL Attendance OR Harmon, J Hwang Available at SSRN 4438216, 2023 | | 2023 |
Asymptotics and Inference for Possibly Non-Stationary Panel in the Presence of High-Dimensional Nuisance Parameters D Cao, C Kao, J Hwang | | 2021 |
Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence J Hwang, G Valdés University of Connecticut, Department of Economics Working papers, 2020 | | 2020 |
Note on Edgeworth Expansions and Asymptotic Refinements of Percentile t-Bootstrap Methods J Hwang | | 2019 |
Fixed smoothing asymptotic theory in over-identified econometric models in the presence of time-series and clustered dependence. J Hwang University of California, San Diego, 2016 | | 2016 |
Should We Go One Step Further? An Accurate Comparison of One-step and Two-step J Hwang, Y Sun | | 2015 |
Should We Go One Step Further? An Accurate Comparison of One StepandTwo Step Procedures in a Generalized Method of Moments Framework J Hwang, Y Sun | | |
Supplementary Appendix to “Simple and Trustworthy Cluster-Robust GMM Inference” J Hwang | | |