Jungbin Hwangمشاهده پروفایل
دانشیار
Jungbin Hwang is an Associate Professor in the Department of Economics at the University of Connecticut. He specializes in econometrics theory, with a focus on improving the accuracy and robustness of Generalized Method of Moments (GMM) methods in handling time series and panel data with dependence and heterogeneity. His research also extends to financial econometrics, Bayesian methods, and cointegration analysis. Education: Ph.D., Economics, University of California, San Diego (2016) M.A., Economics, Seoul National University (2010) B.A., Economics, Seoul National University (2008) Research Interests: Efficiency and approximation in GMM estimation Cluster-robust inference and bootstrap methods Cointegration in non-stationary systems Applications to financial markets and policy analysis Teaching: Courses include Empirical Methods in Economics, Econometrics I, and advanced topics in panel data analysis. Key Contributions: His work addresses challenges in GMM inference for time series and panel data, including finite-sample corrections and robust variance estimation. Recent studies explore low-frequency cointegration and quantile regression in dynamic settings. Grants & Collaborations: Collaborations with scholars like Yixiao Sun and Gonzalo Valdés have produced influential methods for accurate econometric testing and inference. Contact: Located in 333 Herbst Hall, Storrs, CT. Office hours: Wednesdays 3:00-4:00 PM or by appointment.










