HWAN-SIK CHOI

ASSISTANT PROFESSOR
DEPARTMENT OF ECONOMICS
BINGHAMTON UNIVERSITY

Email: hwansik@binghamton.edu
Address: 4400 Vestal Parkway E, P.O. Box 6000, Binghamton, NY 13902
Phone: (607) 777-7356 Fax: (607) 777-2681






Selected Working Paper:
An Asymptotic Analysis of Likelihood-Based Diffusion Model Selection Using High Frequency Data  (with M. Jeong and Joon Y. Park), forthcoming in Journal of Econometrics.


CURRICULUM VITAE

Click here for C.V.

ARTICLES

Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models (with N. Kiefer), Journal of Statistical Planning and Inference, 141 (6), 2091-2099, 2011. 
Improving Robust Model Selection Tests for Dynamic Models (with N. Kiefer), Econometrics Journal, 13(2), 177-204, 2010. 
Development and Validation of Credit Scoring Models (with D. Glennon, E. Larson, and N. Kiefer),  Journal of Credit Risk, 4(3), 41-101, 2008.
Robust Nonnested Testing and Demand for Money (with N. Kiefer), Journal of Business & Economic Statistics, 26, pp. 9-17, 2008.
Software Evaluation: EasyReg International (with N. Kiefer), International Journal of Forecasting, 21, pp. 609-616, 2005.

RESEARCH

Econometrics:
Model selection; Diffusions; Robust inference with misspecified models; Bayesian methods; Forecasting; Statistical curvature and differential geometrical methods in statistics.

Financial economics:
Credit risk; Macro-finance; Banking system and Basel Accords; Real estate markets; Asset pricing.

Applied economics
Health economics; Behavioral economics.

TEACHING

ECON615 Graduate Economic Statistics