Scholarly Contributions
28 Scholarly Contributions
Extreme risk spillover in financial markets: Evidence from the recent financial crisis (with Jae-Young Kim)
Jungbin Hwang
, (2015). Extreme risk spillover in financial markets: Evidence from the recent financial crisis (with Jae-Young Kim), Seoul Journal of Economics, vol. 28, pp. 171-198
Research Type: Journal Article
Simple, Robust and Accurate F and t Tests in Cointegrated System
Jungbin Hwang
, (2016). Simple, Robust and Accurate F and t Tests in Cointegrated System, 26th Annual Meeting of the Midwest Econometrics Group, United States of America
Research Type: Poster/Presentation
Simple and Trustworthy Cluster-Robust GMM Inference,
Jungbin Hwang
, (2016). Simple and Trustworthy Cluster-Robust GMM Inference,, Econometrics workshop at Boston University
Research Type: Poster/Presentation
Simple, Robust, and Accurate F and t Tests in Cointegrated Systems
Jungbin Hwang,
, (2017). Simple, Robust, and Accurate F and t Tests in Cointegrated Systems, Econometric Theory, vol. 34, iss. 5, pp. 949-984, Econometric Theory/Cambridge Press
Research Type: Journal Article
Asymptotic F and t tests in an efficient GMM setting
Jungbin Hwang
, (2017). Asymptotic F and t tests in an efficient GMM setting, Journal of Econometrics, vol. 198, iss. 2, pp. 277-295, Journal of Econometrics/Elsevier
Research Type: Journal Article
Low frequency cointegrated regression with nearly integrated regressors
Jungbin Hwang
, (2017). Low frequency cointegrated regression with nearly integrated regressors, Presentation at the Universidad de Tarapacá, Chile
Research Type: Poster/Presentation
Religiosity: Identifying the Effect of Pluralism
Jungbin Hwang,
, (2018). Religiosity: Identifying the Effect of Pluralism, Journal of Economic Behavior and Organization, vol. 158, pp. 219-235, Journal of Economic Behavior and Organization
Research Type: Journal Article
Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Jungbin Hwang,
, (2018). Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework, Journal of Econometrics, vol. 207, iss. 2, pp. 381-405, Journal of Econometrics/Elsevier
Research Type: Journal Article
Self Normalization Approach to Predictive Quantile Regression
Jungbin Hwang,
, (2018). Self Normalization Approach to Predictive Quantile Regression, 28th Annual Meeting of the Midwest Econometrics Group, United States of America
Research Type: Poster/Presentation
Discussion on Bootstrap Inference under Cross-sectional Dependence
Jungbin Hwang
, (2019). Discussion on Bootstrap Inference under Cross-sectional Dependence, CIREQ Montreal Econometrics Conference, Canada
Research Type: Poster/Presentation
Simple and Trustworthy Cluster-Robust GMM Inference
Jungbin Hwang
, (2021). Simple and Trustworthy Cluster-Robust GMM Inference, Journal of Econometrics, vol. 222, iss. 2, pp. 993-1023, Journal of Econometrics/Elesvier
Research Type: Journal Article
Asymptotics and Inference for Possibly Non-Stationary Panel in the Presence of High-Dimensional Nuisance Parameters
Jungbin Hwang,
Chih-hwa Kao,
, (2021). Asymptotics and Inference for Possibly Non-Stationary Panel in the Presence of High-Dimensional Nuisance Parameters
Research Type: Journal Article
A Doubly Corrected Robust Variance Estimator for Linear GMM
Jungbin Hwang,
, (2022). A Doubly Corrected Robust Variance Estimator for Linear GMM, Journal of Econometrics (In press), vol. 229, iss. 2, pp. 276-298, Journal of Econometrics/Elsevier
Research Type: Journal Article
Fixed Cluster Inference for Unbalanced Clusters
Jungbin Hwang
, (2022). Fixed Cluster Inference for Unbalanced Clusters, Econometrics workshop at Seoul National University (SNU), South Korea, Korea, South
Research Type: Poster/Presentation
Finite-sample Corrected Inference for Two-step GMM in Time Series
Jungbin Hwang
, (2023). Finite-sample Corrected Inference for Two-step GMM in Time Series, Journal of Econometrics, vol. 234, iss. 1, pp. 327-352, Elsevier
Research Type: Journal Article
Impact of Berberine or Berberine Combination Products on Lipoprotein, Triglyceride and Biological Safety Marker Concentrations in Patients with Hyperlipidemia: A Systematic Review and Meta-Analysis.
Jungbin Hwang,
, (2023). Impact of Berberine or Berberine Combination Products on Lipoprotein, Triglyceride and Biological Safety Marker Concentrations in Patients with Hyperlipidemia: A Systematic Review and Meta-Analysis., Journal of dietary supplements, pp. 18-Jan
Research Type: Journal Article
Higher-order Accuracy of HAR Inference and Smoothing Parameter Selection in Optimal GMM
Jungbin Hwang
, (2023). Higher-order Accuracy of HAR Inference and Smoothing Parameter Selection in Optimal GMM, Advances in Econometrics In Honor of Joon Y. Park, United States of America
Research Type: Poster/Presentation
Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence
Jungbin Hwang
, (2024). Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence, Journal of Business Economics and Statistics, vol. 42, iss. 1, pp. 160-173, American Statistical Association
Research Type: Journal Article
Jungbin Hwang
, (2024). Invited presentation at the Department of Economics, Indiana University: 'HAR Inference for Quantile Regression in Time Series.', Econometrics Workship at Department of Economics in Indiana University , Department of Economics in Indiana University (Bloomington), Department of Economics in Indiana University
Research Type: Poster/Presentation
Invited Lecture/Presentation for Seminar Workshop at University of Iowa"Weighted K-means for Large Panels with Serial Dependence"
Jungbin Hwang
, (2024). Invited Lecture/Presentation for Seminar Workshop at University of Iowa"Weighted K-means for Large Panels with Serial Dependence", Clarence Tow Lecture in Economics at Tippie College of Business, United States of America
Research Type: Poster/Presentation
Jungbin Hwang,
Effect of Anthem Protests on NFL Attendance, Southern Economic Journal
Research Type: Journal Article
dcxtab: Doubly Corrected and Misspecication-Robust (DCMR) Variance Estimator for Linear GMM in Stata
Jungbin Hwang
dcxtab: Doubly Corrected and Misspecication-Robust (DCMR) Variance Estimator for Linear GMM in Stata
Research Type: Journal Article
Jungbin Hwang,
Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions, Working Paper at Repec
Research Type: Journal Article
Fixed-Cluster Inferences with Unbalanced Clusters
Jungbin Hwang,
Min Seong Kim
Fixed-Cluster Inferences with Unbalanced Clusters
Research Type: Journal Article
Commodity Price Shocks and Monetary Policy
Kanda Naknoi,
Commodity Price Shocks and Monetary Policy
Research Type: Journal Article
Higher-order Expansion and Optimal HAR Inference in GMM with Over-identification
Jungbin Hwang
Higher-order Expansion and Optimal HAR Inference in GMM with Over-identification
Research Type: Journal Article
Jungbin Hwang
HAR Inference for Quantile Regression in Time Series, Working Paper at Repec
Research Type: Journal Article
Asset Price Spillovers from US Monetary Policy Uncertainty
Kanda Naknoi
Asset Price Spillovers from US Monetary Policy Uncertainty
Research Type: Journal Article