Sung Hoon Choi

Assistant Professor

Personal Website

Field: Econometrics


  • 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)


  • “Large Volatility Matrix Analysis using Global and National Factor Models,” with Donggyu Kim, Journal of Econometrics, 235, 1917-1993 (2023).
  • Feasible Weigthed Projected Principal Component Analysis for Semiparametric Factor Models, The Econometrics Journal, 26, 215-234 (2023).
  • Standard Errors for Panel Data Models with Unknown Clusters,” with Jushan Bai and Yuan Liao, Journal of Econometrics, In press.
  • 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
Contact Information
Phone+1 860 486 9076
Office Location327 Herbst Hall
Office HoursMondays 11:30 - 12:30, or by appointment