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Jungbin Hwang
Jungbin Hwang
Associate Professor, University of Connecticut
Verified email at uconn.edu - Homepage
Title
Cited by
Cited by
Year
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
1242018
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
J Hwang, Y Sun
Econometric Theory 34 (5), 949-984, 2018
262018
Asymptotic F and t tests in an efficient GMM setting
J Hwang, Y Sun
Journal of econometrics 198 (2), 277-295, 2017
222017
A doubly corrected robust variance estimator for linear GMM
J Hwang, B Kang, S Lee
Journal of Econometrics 229 (2), 276-298, 2022
172022
Simple and trustworthy cluster-robust GMM inference
J Hwang
Journal of econometrics 222 (2), 993-1023, 2021
142021
Should we go one step further
J Hwang, Y Sun
An Accurate Comparison of One-Step and Two-Step Procedures in a Generalized …, 2015
92015
Religiosity: Identifying the effect of pluralism
MM Coşgel, J Hwang, TJ Miceli, S Yıldırım
Journal of Economic Behavior & Organization 158, 219-235, 2019
82019
Extreme risk spillover in financial markets: Evidence from the recent financial crisis
J Hwang, JY Kim
Seoul Journal of Economics 28, 171-198, 2015
42015
Finite-sample corrected inference for two-step GMM in time series
J Hwang, G Valdés
Journal of Econometrics 234 (1), 327-352, 2023
32023
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
22024
Asymptotic Theory for GMM Inference with Fixed Number of Clusters
J Hwang
Dept of Economics, University of Connecticut, 2019
12019
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
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Articles 1–19