Sung Hoon Choi
- 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
- 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.