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Sung Jae Jun |
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| Associate Professor of Economics | |
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Joined the faculty in 2006 Ph.D., 2006 Brown University |
619 Kern Graduate Building Phone: (814) 865-6149 Fax: (814) 863-4775 E-mail: suj14@psu.edu Personal Homepage: http://www.econ.psu.edu/~suj14/ Office Hours for Summer 2013: by appointment
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Areas of Interest:
- Econometrics
Recent Publications:
"Bayesian Quantile Regression Methods," (with Tony Lancaster)
Journal of Applied Econometrics 25 (2010), 287-307.
"Semiparametric Tests of Conditional Moment Restrictions under Weak or Partial Identification,"
(with Joris Pinkse), Journal of Econometrics 152 (2009), 3-18.
"Local Structural Quantile Effects in a Model with a Nonseparable Control Variable,"
Journal of Econometrics 151 (2009), 82-97.
"Adding Regressors to Obtain Efficiency," (with Joris Pinkse)
Econometric Theory 25 (2009), 298-301.
"Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation," (with Joris Pinkse) Econometric Theory 25 (2009), 1392-1414.
"Weak Identification Robust Tests in an Instrumental Quantile Model,"
Journal of Econometrics 144 (2008), 118-138.
"Quantile Models and Weak Identification," Ph.D. Thesis, Brown University, 2006
Research in Progress:
- "Weak Identification and Conditional Moment Restrictions," (with Joris Pinkse).
- "A Consistent Nonparametric Test of Affiliation," (with Joris Pinkse and Yuanyuan Wan).
- "Cube-Root-N and Faster Convergence, Laplace Estimators, and Uniform Inference," (with Joris Pinkse and Yuanyuan Wan).
- "Tighter Bounds in Triangular Systems," (with Joris Pinkse and Haiqing Xu).

