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Sung Jae Jun

Associate Professor of Economics

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

 

Curriculum Vitae

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).