Sung Hoon Choi
Assistant Professor
Field: Econometrics
Education:
- Ph.D., Economics, Rutgers University, NJ, 2021
- M.A., Applied Statistics, Yonsei University (Seoul, South Korea), 2016
- B.A., Statistics, University of California at Berkeley, CA, 2013
Courses Taught:
- Econ 3322/5322: Open Source Programming with Python for Economists (Undergraduate/MSQE)
- Econ 6310: Econometrics I (Ph.D)
- Econ 6312: Econometrics III (Ph.D)
Publications:
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“Large Volatility Matrix Analysis using Global and National Factor Models,” with Donggyu Kim, Journal of Econometrics, 235, 1917-1993 (2023).
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“Feasible Weigthed Projected Principal Component Analysis for Semiparametric Factor Models,“ The Econometrics Journal, 26, 215-234 (2023).
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“Standard Errors for Panel Data Models with Unknown Clusters,” with Jushan Bai and Yuan Liao, Journal of Econometrics, In press.
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“Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations,” with Jushan Bai and Yuan Liao, 2021, Empirical Economics, 60, 309-326.
| sung_hoon.choi@uconn.edu | |
| Phone | +1 860 486 9076 |
| Office Location | 327 Oak Hall |
| Office Hours | Mondays 11:30 - 12:30 and by appointment |
| Link | https://sites.google.com/view/sung-hoon-choi/ |