Donggyu Sul

Independent

SCHOLARLY PAPERS

20

DOWNLOADS
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SSRN RANKINGS

Top 26,714

in Total Papers Downloads

2,683

SSRN CITATIONS
Rank 2,334

SSRN RANKINGS

Top 2,334

in Total Papers Citations

83

CROSSREF CITATIONS

475

Scholarly Papers (20)

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 370 (113,657)
Citation 48

Abstract:

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2.

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 348 (121,648)
Citation 8

Abstract:

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

3.

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 346 (122,427)

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

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 276 (155,064)
Citation 12

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 260 (164,745)
Citation 8

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 237 (180,202)
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.
Downloads 157 (260,074)
Citation 35

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 142 (282,699)
Citation 1

Abstract:

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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
Independent, University of Auckland Business School and University of Texas at Arlington - College of Business Administration - Department of Economics
Downloads 15 (768,579)
Citation 3

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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 122 (315,963)
Citation 9

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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 97 (369,158)
Citation 5

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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 Independent
Downloads 75 (435,301)
Citation 1

Abstract:

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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 Independent
Downloads 3 (897,702)

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11.
Downloads 68 (453,521)
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 68 (459,371)
Citation 1

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

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 2022
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 61 (478,956)

Abstract:

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13.

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 2022
Nelson C. Mark and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics and Independent
Downloads 59 (486,650)
Citation 5

Abstract:

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14.

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 56 (498,437)

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 2022
Nelson C. Mark, Masao Ogaki and Donggyu Sul
University of Notre Dame - Department of Economics and Econometrics, Ohio State University and Independent
Downloads 46 (542,146)
Citation 4

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 34 (604,683)
Citation 6

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

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

Number of pages: 12 Posted: 17 Mar 2003
Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics, University of Muenster and Independent
Downloads 26 (674,598)
Citation 1

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

American Journal of Agricultural Economics, Vol. 84, Issue 4, pp. 1042-1053, 2002
Number of pages: 12 Posted: 01 Apr 2020
Stanley R. Thompson, Donggyu Sul and Martin Bohl
Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics, Independent and European University Viadrina Frankfurt (Oder)
Downloads 1 (928,815)

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error correction model, law of one price, policy regime change, spatial market equilibrium, Q110, Q170, Q180

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 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 25 (662,975)

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19.

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 15 (742,347)

Abstract:

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20.

Identifying Exchange Rate Common Factors

International Economic Review, Vol. 59, Issue 4, pp. 2193-2218, 2018
Number of pages: 26 Posted: 14 Nov 2018
University of Auckland Business School, University of Notre Dame, Independent and National Sun Yat-sen University
Downloads 1 (889,061)
Citation 2

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