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).
Associate Professor, Department of Economics, Binghamton University, 2016~Present.
Assistant Professor, Department of Economics, Binghamton University, 2013~2016.Assistant 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.
Information Theory for Maximum Likelihood Estimation of Diffusion Models, Journal of Econometrics, 191(1), 110-128, 2016.Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models (with N. Kiefer), Journal of Statistical Planning and Inference, 141 (6), 2091-2099, 2011.
Expert Information and Nonparametric Bayesian Inference of Rare Events, Bayesian Analysis, 11(2), 421-445, 2016.
An Asymptotic Analysis of Likelihood-Based Diffusion Model Selection Using High Frequency Data (with Minsoo Jeong and Joon Y. Park), Journal of Econometrics, 178 (3), 539-557, 2014.
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.
Proposal review for the National Science Foundation.
Journal of Econometrics (2), Journal of Business & Economic Statistics, Journal of Statistical Planning and Inference, Oxford Bulletin of Economics and Statistics, Economic Modelling, Journal of Credit Risk, Economics Bulletin.
Department and university service:
Binghamton University: Graduate placement director (2013-2016), Faculty recruiting committee (2013-2015, 2016-2017), Graduate program committee (2013-2014, 2016-2017), Co-chair of graduate admissions (2013-2014), Director of graduate admissions (2016-2017), Department seminar organizer (2014-2016), Department executive committee (2014-2015, 2016-2017).
Purdue University: 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).
Binghamton University - Economic Statistics (Ph.D.), Topics in Time Series (Ph.D.), Risk Management and Insurance (Undergraduate), Advanced Financial Economics (Master's).
Purdue University - Risk Management (Undergraduate), Investment (Undergraduate), Global Consumer (Undergraduate).
Texas A&M University - Introduction to Econometrics (Undergraduate), Topics in Time Series (Ph.D.).
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.