Professor of Economics, 2014-present
Michigan State University, Ph.D., 1990
Econometrics, Asset Pricing Models, Factor Models
Academic Positions Held
Arizona State University: 1990-present.
"Vertical and Horizontal Education-Job Mismatches in the Korean Youth Labor Market: A Quantile Regression Approach," forthcoming in Hitotsubashi Journal of Economics.
"Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test," Festschrift in Honor of Peter Schmidt, 2014
"Beaty and Productivity: The Case of the Ladies Professional Golf Association," Contemporary Economic Policy, 2014
“Eigenvalue Ratio Test for the Number of Factors,” Econometrica, 2013.
“Two-Pass Estimation of Risk Premiums with Multicollinear and Near-Invariant Betas,” Journal of Empirical Finance, 2013
“Robust Two-Pass Cross-section Regression: A Minimum Distance Approach,” Journal of Financial Econometrics, 2012.
ASU is a tier 1 research university and W. P. Carey is proud of its strong tradition of teaching and classroom excellence. Our students directly benefit from the research and theories our faculty brings into the classroom. Below is a list of courses being taught during the current semester by this faculty member. Click a course to view it in the ASU course catalog.
ECN 725 - Econometrics I
Problems in the formulation of econometric models. Emphasizes estimation, hypothesis testing, and forecast of general linear models.
ECN 791 - Seminar
A small class emphasizing discussion, presentations by students, and written research papers.