Donggyu Sul

Economics and Econometrics · 2001–2019

A researcher in the Science corpus: 9 papers; trusts 27 researchers and is trusted by 139 researchers here, as inferred from the citation graph.

Subfields

Whom Donggyu Sul trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter C. B. Phillips
  2. H. R. Moon
  3. Jushan Bai
  4. Jinyong Hahn
  5. In Choi
  6. M. Arellano
  7. B. Perron
  8. Serena Ng
  9. David C. Ribar
  10. Kurt Annen

Who trusts Donggyu Sul overall

  1. Liangjun Su
  2. M. Pesaran
  3. Peter C. B. Phillips
  4. Iv'an Fern'andez-Val
  5. Alberto Abadie
  6. J. Burnett
  7. N. Apergis
  8. M. Hashem
  9. G. Kuersteiner
  10. Cheng Hsiao

Papers from Donggyu Sul's perspective

Ordered by how strongly the researchers Donggyu Sul trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  2. Determining the Number of Factors in Approximate Factor Models
  3. Inferential Theory for Factor Models of Large Dimensions
  4. Testing For A Unit Root In Panels With Dynamic Factors
  5. Unit root tests for panel data
  6. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
  7. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
  8. Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis
  9. Asymptotic properties of a robust variance matrix estimator for panel data when T is large
  10. Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

Their papers