Department of Economics
4400 Vestal Parkway E.
Binghamton, NY 13902
Phone: (607) 777-7356
M.A., Economics, Cornell University (2006) and Seoul National University (2001).
M.S., Statistics, Cornell University (2007)
B.S., Aerospace engineering / economics, Magna cum laude, Seoul National University (1997)
Assistant Professor, Department of Economics, Binghamton University, 2013~PresentAssistant Professor, Department of Consumer Science, Purdue University, 2010~2013
Visiting Assistant Professor, Department of Economics, Texas A&M University, 2008~2010
Economist, Federal National Mortgage Association (Fannie Mae), Washington D.C., 2007~2008
Research Assistant, Risk Analysis Division, The Office of the Comptroller of the Currency, U.S. Department of the Treasury (Part time), 2005~2007
An Asymptotic Analysis of Likelihood-Based Diffusion Model Selection Using High Frequency Data (with Minsoo Jeong and Joon Y. Park), Journal of Econometrics, forthcoming.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, 9-17, 2008.
Software Evaluation: EasyReg International (with N. Kiefer), International Journal of Forecasting, 21, 609-616, 2005.
Expert Information and Nonparametric Bayesian Inference of Rare Events.
Proposal review for the National Science Foundation.
Oxford Bulletin of Economics and Statistics, Economic Modelling, Journal of Econometrics (2), Journal of Credit Risk.
Department and university service:
Chronic disease research interest group committee (Purdue, 2010-2011), Recruiting committee (Purdue, 2010-2012), Department seminar organizer (2011-2012), Instructor for Learning Communities for first-year students (2011).
Purdue University - Risk Management (Undergraduate), Investment (Undergraduate), Global Consumer (Undergraduate).
Texas A&M University - Introduction to Econometrics (Undergraduate), Topics in Time Series (Graduate).
Cornell University - Introduction to Macroeconomics, Graduate Econometrics II, Introduction to Statistics.
Seoul National University - Graduate Economic Statistics, Econometrics.
Yang-young Foundation Scholarship, 2002.
Yong-am Foundation Scholarship, 1993-1996.
Magna cum laude, 1997.