Jungbin Hwang
Assistant Professor
Economics
Subject Areas: Econometrics Theory, Applied Econometrics and Financial Econometrics
My research mainly focuses on the efficiency and approximation issues in Generalized Method of Moments (GMM) methods for economic data in the presence dependence and heterogeneity. I develop new, more accurate, and easy-to-use approximations to the nonparametric estimator of GMM weighting matrix. Besides the GMM context, I also apply the idea of new asymptotics to other modern econometric models such as triangular cointegration regression and long-horizon predictive regression. I am also interested in applied econometrics, financial econometrics, and Bayesian econometrics.
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Asymptotic F and t Tests in an Efficient GMM Setting (with Yixiao Sun)
Journal of Econometrics 198, no. 2 (2017): 277-295 [Paper] -
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems (with Yixiao Sun)
Econometric Theory (2017): 1-36. doi:10.1017/S026646661700038X [Paper] -
Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework (with Yixiao Sun)
Journal of Econometrics (2018), 207(2), 381-405. [Paper] - Religiosity: Identifying the Effect of Pluralism (with Metin Cosgel, Thomas J. Miceli and Sadullah Yıldırım)
Journal of Economic Behavior & Organization, 158, 219-235. [Paper]
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Asymptotic Theory for GMM Inference with Fixed Number of Clusters (Previously Circulated as Simple and Trustworthy Cluster-Robust GMM Inference)
Revise and Resubmit at Journal of Econometrics [Paper] -
A Doubly Corrected Robust Variance Estimator for Linear GMM (with Byunghoon Kang and Seojeong Jay Lee, 2019)
Revise and Resubmit at Journal of Econometrics [Paper] -
Low-Frequency Robust Cointegrated Regression in the Presence of Near-Unity Regressor (with Gonzalo Valdes, 2018)

jungbin.hwang@uconn.edu | |
Phone | 860-486-2390 |
Mailing Address | Unit 1063 |
Office Location | 333 Oak Hall |
Campus | Storrs |
Office Hours | Monday 2:30pm-4:30pm or by appointment |
Courses | ECON 5311, ECON 5318, ECON 6498 |
Link | http://hwang.econ.uconn.edu/ |