| GMM estimation for dynamic panels with fixed effects and strong instruments at unity C Han, PCB Phillips Econometric theory 26 (1), 119-151, 2010 | 261 | 2010 |
| GMM with many moment conditions C Han, PCB Phillips Econometrica 74 (1), 147-192, 2006 | 232 | 2006 |
| Asymptotic distribution of factor augmented estimators for panel regression R Greenaway-McGrevy, C Han, D Sul Journal of Econometrics 169 (1), 48-53, 2012 | 110 | 2012 |
| X-differencing and dynamic panel model estimation C Han, PCB Phillips, D Sul Econometric Theory 30 (1), 201-251, 2014 | 93 | 2014 |
| Detecting invalid instruments using L1-GMM C Han Economics Letters 101 (3), 285-287, 2008 | 67 | 2008 |
| Estimation of a panel data model with parametric temporal variation in individual effects C Han, L Orea, P Schmidt Journal of Econometrics 126 (2), 241-267, 2005 | 63 | 2005 |
| Lag length selection in panel autoregression C Han, PCB Phillips, D Sul Econometric Reviews 36 (1-3), 225-240, 2017 | 53 | 2017 |
| Gaussian inference in AR (1) time series with or without a unit root PCB Phillips, C Han Econometric Theory 24 (3), 631-650, 2008 | 50 | 2008 |
| Can obesity cause depression? A pseudo-panel analysis H Ha, C Han, B Kim Journal of Preventive Medicine and Public Health 50 (4), 262, 2017 | 49 | 2017 |
| First difference maximum likelihood and dynamic panel estimation C Han, PCB Phillips Journal of Econometrics 175 (1), 35-45, 2013 | 43 | 2013 |
| Network effect of transportation infrastructure: a dynamic panel evidence KY Na, C Han, CH Yoon The Annals of Regional Science 50, 265-274, 2013 | 40 | 2013 |
| Dependence of economic growth on co^ sub 2^ emissions C Han, H Lee Journal of Economic Development 38 (1), 47, 2013 | 34 | 2013 |
| Estimating the number of common factors in serially dependent approximate factor models R Greenaway-McGrevy, C Han, D Sul Economics Letters 116 (3), 531-534, 2012 | 28 | 2012 |
| Uniform asymptotic normality in stationary and unit root autoregression C Han, PCB Phillips, D Sul Econometric Theory 27 (6), 1117-1151, 2011 | 25 | 2011 |
| Gmm estimation for dynamic panels with fixed effects and strong instruments at unity C Han, PCB Phillips Cowles Foundation Discussion Paper, 2007 | 22 | 2007 |
| The role of constant instruments in dynamic panel estimation C Han, H Kim Economics Letters 124 (3), 500-503, 2014 | 17 | 2014 |
| Moment restrictions and identification in linear dynamic panel data models T Gørgens, C Han, S Xue Annals of Economics and Statistics, 149-176, 2019 | 15 | 2019 |
| The properties of Lp-GMM estimators R De Jong, C Han Econometric Theory 18 (2), 491-504, 2002 | 15 | 2002 |
| Standardization and estimation of the number of factors for panel data R Greenaway-McGrevy, C Han, D Sul Journal of Economic Theory and Econometrics 23 (2), 79-88, 2012 | 14 | 2012 |
| The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors C Han, P Schmidt Economics Letters 74 (1), 61-66, 2001 | 12 | 2001 |
Peter C. B. PhillipsYale UniversityΗ διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα yale.edu
