Jungbin Hwang

Assistant Professor


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.

Ph.D., Economics, University of California, San Diego, 2016
M.A., Economics, Seoul National University, Korea, 2010
B.A., Economics, Seoul National University, Korea, 2008
Courses Teaching:
Fall 2016: ECON 2311-Empirical Methods in Economics I (Undergraduate)
Spring 2017: ECON 2311 -Empirical Methods in Economics I (Undergraduate)
                        ECON 6310 -Econometrics I (Graduate)


Working Papers

“Simple and Trustworthy Cluster-Robust GMM Inference”

“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, submitted)

“Asymptotic F and t Tests in an Efficient GMM Setting” (with Yixiao Sun, submitted)

“Simple, Robust and More Accurate Approaches for Cointegration Regression : Estimation and Inference”  (with Yixiao Sun, submitted)
“Simple, Robust and More Accurate Approaches to Long Run Predictive Regression : with Application to Expectations Hypotheses Tests at Long Horizons” (with Gonzalo Valdes, Draft coming soon)
Conference Presentations
2016 University of Connecticut, University of California- Irvine, North American/ European/ Asian meeting of Econometric Society, Boston University, University of North Carolina- Challotte, Kansas State University,  Annual Meeting of Midwest Econometrics Group- University of Illinois at Urbana-Champaign
2015 11th World Congress of the Econometric Society, Montréal, Canada, UCSD
Contact Information
Mailing AddressUnit 1063
Office Location333 Oak Hall
Office HoursMonday 2:30pm-4:30pm or by appointment
CoursesECON 5311, ECON 5318, ECON 6498