I am a Professor at the Vancouver School of Economics. My main research interests are inference on various nonparametric or semiparametric models, optimal inference on nonregular parameters or set-identified parameters, and estimation of structural models based on interactions among economic agents.
I am originally from South Korea. I obtained my B.A. from Seoul National University in Seoul, Korea, and my Ph D. from Yale University in Connecticut, USA. I served as Assistant Professor at the University of Pennsylvania in Philadelphia, USA, before I came to the VSE in the summer of 2011.
I obtained my Ph.D. from Yale University in New Haven, CT, USA.
Point Decisions for Interval-Identified Parameters. January 2013, Forthcoming in Econometric Theory.
On the Smoothness of Conditional Expectation Functionals. Statistics and Probability Letters 2012, 82, 1017-1024.[go to paper]
Testing Predictive Ability and Power Robustification. Journal of Business and Economic Statistics 2012, 30, 288-296.[go to supplemental note]
Testing Single-Index Restrictions with a Focus on Average Derivatives. (with Juan Carlos Escanciano), Journal of Econometrics 2010, 156, 377-391.
An Improved Bootstrap Test of Stochastic Dominance. (with Oliver Linton and Yoon-Jae Whang), Journal of Econometrics 2010, 154, 186-202.
Testing Semiparametric Conditional Moment Restrictions using Conditional Martingale Transforms. Journal of Econometrics 2010, 154, 74-84.
Testing Conditional Independence via Rosenblatt Transforms. Annals of Statistics 2009, 37, 4011-4045.
A Uniform Convergence of Series Estimators over Function Spaces. Econometric Theory 2008, 24, 1463-1499.
Bootstrapping Cointegrating Regressions. (with Yoosoon Chang and Joon Y. Park), Journal of Econometrics, 2006, 133, 703-739.
Inference on Structural Models
The Role of Quality in Service Markets Organized as Multi-Attribute Auctions. (with Elena Krasnokutskaya and Xun Tang)
Partial Identification and Nonregular Parameters
Inference on General Semiparametric Models
Simulated MLE for Discrete Choices using Transformed Simulated Frequencies. (with Donghoon Lee), July 2012, Submitted.