Research

Publications

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: 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

High Dimensional Factor Analysis with Weak Factors (with Ming Yuan), minor revision requested from the Journal of Econometrics.

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

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

Work In Progress

Inferential Theory for Pricing Errors with Orthogonal Alphas to Betas (with Ming Yuan).

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