Donggyu Sul

University of Auckland - Department of Economics

Private Bag 92019

Auckland

New Zealand

SCHOLARLY PAPERS

19

DOWNLOADS
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CITATIONS
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in Total Papers Citations

304

Scholarly Papers (19)

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 University of Auckland - Department of Economics
Downloads 337 (67,084)
Citation 61

Abstract:

2.

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

Cowles Foundation Discussion Paper No. 1438
Number of pages: 41 Posted: 17 Sep 2003
Peter C. B. Phillips and Donggyu Sul
Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 328 (70,436)
Citation 26

Abstract:

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

3.

The Elusive Empirical Shadow of Growth Convergence

Cowles Foundation Discussion Paper No. 1398
Number of pages: 37 Posted: 03 Mar 2003
Peter C. B. Phillips and Donggyu Sul
Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 283 (79,751)
Citation 5

Abstract:

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

Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence

Cowles Foundation Discussion Paper No. 1362
Number of pages: 57 Posted: 01 Jun 2002
Peter C. B. Phillips and Donggyu Sul
Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 225 (106,415)
Citation 67

Abstract:

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

Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence

Econometrics Journal, Vol. 6, pp. 217-259, June 2003
Number of pages: 43 Posted: 18 Sep 2003
Peter C. B. Phillips and Donggyu Sul
Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 27 (401,580)
Citation 67

Abstract:

5.

Economic Transition and Growth

Cowles Foundation Discussion Paper No. 1514
Number of pages: 60 Posted: 11 Jun 2005
Peter C. B. Phillips and Donggyu Sul
Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 218 (107,800)
Citation 11

Abstract:

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

6.

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
Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 201 (106,854)
Citation 14

Abstract:

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

7.
Downloads 144 (160,782)
Citation 27

Prewhitening Bias in HAC Estimation

Cowles Foundation Discussion Paper No. 1436
Number of pages: 30 Posted: 17 Sep 2003
Donggyu Sul, Peter C. B. Phillips and C. Y. Choi
University of Auckland - Department of Economics, Yale University - Cowles Foundation and University of Texas at Arlington - College of Business Administration - Department of Economics
Downloads 130 (174,941)
Citation 27

Abstract:

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

Prewhitening Bias in HAC Estimation

Oxford Bulletin of Economics & Statistics, Vol. 67, No. 4, pp. 517-546, August 2005
Number of pages: 30 Posted: 03 Aug 2005
Donggyu Sul, Peter C. B. Phillips and C. Y. Choi
University of Auckland - Department of Economics, Yale University - Cowles Foundation and University of Texas at Arlington - College of Business Administration - Department of Economics
Downloads 14 (473,611)
Citation 27

Abstract:

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
University of Auckland - Department of Economics, Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 99 (203,241)
Citation 1

Abstract:

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 University of Auckland - Department of Economics
Downloads 85 (230,289)
Citation 3

Abstract:

Local Asymptotic Power, Long-Horizon, Regression

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 University of Auckland - Department of Economics
Downloads 68 (271,182)
Citation 1

Abstract:

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

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

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 5, pp. 567-599, October 2010
Number of pages: 33 Posted: 30 Aug 2010
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 University of Auckland - Department of Economics
Downloads 3 (533,085)
Citation 1

Abstract:

11.

Exchange Rates as Exchange Rate Common Factors

HKIMR Working Paper No.21/2012
Number of pages: 29 Posted: 31 Aug 2012
affiliation not provided to SSRN, University of Notre Dame - Department of Economics and Econometrics, University of Auckland - Department of Economics and National Sun Yat-sen University
Downloads 59 (249,907)

Abstract:

exchange rates, common factors, forecasting

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
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 52 (296,128)
Citation 1

Abstract:

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
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 University of Auckland - Department of Economics
Downloads 47 (312,150)
Citation 13

Abstract:

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
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 40 (320,768)
Citation 49

Abstract:

15.

Dynamic Seemingly Unrelated Cointegrating Regression

NBER Working Paper No. t0292
Number of pages: 39 Posted: 05 Apr 2003
Nelson C. Mark, Masao Ogaki and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics, Ohio State University and University of Auckland - Department of Economics
Downloads 31 (359,036)
Citation 16

Abstract:

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
University of Auckland - Department of Economics, Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 24 (395,471)
Citation 3

Abstract:

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

17.

Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation

American Journal of Agricultural Economics, Vol. 84, pp. 1042-1053, 2002
Number of pages: 12 Posted: 17 Mar 2003
Ohio State University (OSU) - Agricultural, Environmental & Development Economics, University of Muenster and University of Auckland - Department of Economics
Downloads 24 (404,853)
Citation 3

Abstract:

18.

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
Horag Choi, Nelson C. Mark and Donggyu Sul
Monash University, University of Notre Dame - Department of Economics and Econometrics and University of Auckland - Department of Economics
Downloads 21 (419,803)
Citation 3

Abstract:

19.

Weak σ- Convergence: Theory and Applications

Cowles Foundation Discussion Paper No. 2072
Number of pages: 67 Posted: 18 Jan 2017
Shandong University, Yale University - Cowles Foundation and University of Auckland - Department of Economics
Downloads 0 (395,471)

Abstract:

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