Donggyu Sul

Independent

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 30,319

SSRN RANKINGS

Top 30,319

in Total Papers Downloads

3,044

SSRN CITATIONS
Rank 3,017

SSRN RANKINGS

Top 3,017

in Total Papers Citations

145

CROSSREF CITATIONS

427

Scholarly Papers (18)

1.

Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel

Number of pages: 27 Posted: 24 Mar 1999
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 391 (136,503)
Citation 48

Abstract:

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2.

The Elusive Empirical Shadow of Growth Convergence

Number of pages: 37 Posted: 03 Mar 2003
Peter C. B. Phillips and Donggyu Sul
University of Auckland Business School and Independent
Downloads 377 (142,193)

Abstract:

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Convergence Parameter, Conditional Convergence, Economic Growth, Growth Convergence, Heterogeneity, Neoclassical Economics, Transition Measures

3.

Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence

Number of pages: 41 Posted: 17 Sep 2003
Peter C. B. Phillips and Donggyu Sul
University of Auckland Business School and Independent
Downloads 363 (148,309)
Citation 12

Abstract:

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Autoregression, bias, cross section, dependence, dynamic factors, dynamic panel estimation, incidental trends, panel unit root

4.

Transition Modeling and Econometric Convergence Tests

Cowles Foundation Discussion Paper No. 1595
Number of pages: 73 Posted: 02 Jan 2007
Peter C. B. Phillips and Donggyu Sul
University of Auckland Business School and Independent
Downloads 314 (173,420)
Citation 33

Abstract:

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Club convergence, Relative convergence, Common factor, Convergence, log t regression test, Panel data, Transition

5.

Economic Transition and Growth

Number of pages: 60 Posted: 11 Jun 2005
Peter C. B. Phillips and Donggyu Sul
University of Auckland Business School and Independent
Downloads 307 (177,611)
Citation 21

Abstract:

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Economic growth, Growth convergence, Heterogeneity, Neoclassical growth, Relative transition, Transition curve, Transitional divergence.

6.

Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence

Number of pages: 57 Posted: 01 Jun 2002
Peter C. B. Phillips and Donggyu Sul
University of Auckland Business School and Independent
Downloads 264 (207,417)
Citation 1

Abstract:

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Autoregression, Bias, Cross Section Dependence, Dynamic Factors, Dynamic Panel Estimation, GLS Estimation, Homogeneity Tests, Median Unbiased Estimation, Modified Hausman Tests, Median Unbiased SUR Estimation, Orothogonalization Procedure, Panel Unit Root Test

7.

Prewhitening Bias in Hac Estimation

Number of pages: 30 Posted: 17 Sep 2003
Donggyu Sul, Peter C. B. Phillips and C. Y. Choi
Independent, University of Auckland Business School and University of Texas at Arlington - College of Business Administration - Department of Economics
Downloads 154 (339,838)
Citation 1

Abstract:

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Bias, HAC estimator, KPSS testing, long run variance, prewhitening, recursive demeaning

8.

X-Differencing and Dynamic Panel Model Estimation

Cowles Foundation Discussion Paper No. 1747
Number of pages: 62 Posted: 15 Jan 2010
Chirok Han, Peter C. B. Phillips and Donggyu Sul
Independent, University of Auckland Business School and Independent
Downloads 143 (360,981)
Citation 9

Abstract:

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GMM, Panel full aggregation, Stacked and pooled least squares, Panel unit root, X-Differencing

9.

Asymptotic Power Advantages of Long-Horizon Regression Tests

Ohio State University
Number of pages: 40 Posted: 19 Jul 2002
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 114 (428,916)
Citation 4

Abstract:

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Local Asymptotic Power, Long-Horizon, Regression

10.
Downloads 90 (504,740)
Citation 1

Weak σ- Convergence: Theory and Applications

Cowles Foundation Discussion Paper No. 2072
Number of pages: 67 Posted: 18 Jan 2017
Shandong University, University of Auckland Business School and Independent
Downloads 90 (509,208)
Citation 1

Abstract:

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Asymptotics under misspecified trend regression, Cross section dependence, Evaporating trend, Relative convergence, Trend regression, Weak σ-convergence

11.

Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

Number of pages: 37 Posted: 16 Jul 2009
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 90 (504,740)
Citation 1

Abstract:

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Recursive Mean Adjustment, Fixed Effects, Cross-sectional Dependence.

12.

The Use of Predictive Regressions at Alternative Horizons in Finance and Economics

NBER Working Paper No. t0298
Number of pages: 41 Posted: 23 Aug 2004 Last Revised: 27 Apr 2023
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 84 (526,846)

Abstract:

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13.

Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data

NBER Working Paper No. w10614
Number of pages: 22 Posted: 27 Jul 2004 Last Revised: 02 Jan 2022
C. Y. Choi, Nelson C. Mark and Donggyu Sul
University of Texas at Arlington - College of Business Administration - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 76 (558,654)

Abstract:

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14.

Cointegration Vector Estimation by Panel Dols and Long-Run Money Demand

NBER Working Paper No. t0287
Number of pages: 26 Posted: 06 Dec 2002 Last Revised: 16 Apr 2023
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 75 (562,878)
Citation 5

Abstract:

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15.

Dynamic Seemingly Unrelated Cointegrating Regression

NBER Working Paper No. t0292
Number of pages: 39 Posted: 05 Apr 2003 Last Revised: 21 Apr 2023
Nelson C. Mark, Masao Ogaki and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics, Ohio State University and Independent
Downloads 70 (589,199)
Citation 5

Abstract:

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16.

Uniform Asymptotic Normality in Stationary and Unit Root Autoregression

Cowles Foundation Discussion Paper No. 1746
Number of pages: 32 Posted: 15 Jan 2010
Chirok Han, Peter C. B. Phillips and Donggyu Sul
Independent, University of Auckland Business School and Independent
Downloads 56 (654,267)
Citation 6

Abstract:

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Aggregating information, Asymptotic normality, Bias Reduction, Differencing, Efficiency, Full aggregation, Maximum likelihood estimation.

17.

Endogenous Discounting, the World Saving Glut and the U.S. Current Account

NBER Working Paper No. w13571
Number of pages: 37 Posted: 05 Nov 2007 Last Revised: 01 Aug 2022
Horag Choi, Nelson C. Mark and Donggyu Sul
Monash University, University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 41 (746,345)
Citation 2

Abstract:

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18.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726
Number of pages: 43 Posted: 28 Aug 2017 Last Revised: 01 May 2022
University of Auckland Business School, Independent, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen UniversityNational Chung Cheng University
Downloads 35 (789,846)

Abstract:

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