Research

Publications

Choi, J. and Yuan, M., 2025. High Dimensional Factor Analysis with Weak Factors. Journal of Econometrics, just accepted.

Choi, J., Kwon, H., and Liao,Y., 2025. Inference for Low-rank Models without Estimating the Rank. Journal of the American Statistical Association, just accepted.

Choi, J. and Yuan, M., 2024. Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. Journal of the American Statistical Association, forthcoming. Selected as 2025 JASA T&M Discussion Paper and discussed at the 2025 JSM (Discussants: Susan Athey, Guido Imbens, & Joonhyuk Lee/ Yuxin Chen, Cong Ma, & Yuepeng Yang/ Eli Ben-Michael & Avi Feller/ Dmitry Arkhangelsky, Christos Mylonakis, & Rodrigo Pena Illana/ Sohom Bhattacharya & Bikram Karmakar).

Choi, J., Kwon, H., and Liao,Y., 2024. Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation. Journal of Econometrics 240 (1).

Choi, J. and Yang, X., 2022. Asymptotic Properties of Correlation-Based Principal Component Analysis. Journal of Econometrics 229 (1), 1-18.

Choi, J. and Choi, I., 2019. Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors. Annals of the Institute of Statistical Mathematics 71 (5), 1121-1142.

Working Papers

Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics (with Ming Yuan).

Work In Progress

Robust Matrix Estimation with Side Information (with Anish Agarwal, Ming Yuan).

Fixed Effect Estimation in Causal Inference (with Ming Yuan).

Technical Reports

Bias Correction and Robust Inference in Semiparametric Models (with Xiye Yang).

Convolution of Kernels and Recursive Bias Correction (with Xiye Yang).