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WELECOME TO SUNG JAE JUN's HOMEPAGE.
Publications

"Identifying the Effect of Persuasion,'' (with Sokbae Lee) Accepted for Publication in the Journal of Political Economy

“Testing for Risk Aversion in First–Price Sealed–Bid Auctions”
(with Federico Zincenko).  Journal of Econometrics, 226 (2022), 295-320. (Click here for supplementary materials.)

“Counterfactual Prediction in Complete Information Games: Point Prediction Under Partial
Identification”
  (Accepted version)     (with Joris Pinkse), Journal of Econometrics 216, (2020), 394-429.

“Integrated Score Estimation,”  (Accepted version)
(with Joris Pinkse and Yuanyuan Wan), Econometric Theory, 33 (2017), 1418-1456.

“Estimating a Nonparametric Triangular System with Binary Endogenous Regressors,"  (Accepted version)
(with Joris Pinkse and Haiqing Xu), Econometrics Journal, 19 (2016), 113-149.

“Identification of Treatment Effects in a Triangular System of Equations,”
(with Joris Pinkse, Haiqing Xu, and Nese Yildiz), Econometrics, 4 (2016).

“Testing for Distributional Treatment Effects: A Set Identification Approach,”   (Accepted version
(with Youngki Shin and Yoonseok Lee), Journal of Business and Economic Statistics, 34 (2016), 302-311.

“Classical Laplace Estimation for Cube-Root-N Consistent Estimators: Improved Convergence Rates and Rate-
Adaptive Inference,”
  (Accepted version)  
(with Joris Pinkse and Yuanyuan Wan), Journal of Econometrics, 187 (2015), 201-216. 
(Click here for the 2009 working paper version.)

• “Discrete Endogenous Variables in Weakly Separable Models,” (with Joris Pinkse and Haiqing Xu), Econometrics Journal 15 (2012), 288-303.
 
• “Testing under weak identification with conditional moment restrictions,” (with Joris Pinkse), Econometric Theory 28 (2012), 1229-1282.
 
• “Root-n consistent robust integration-based estimation,” (with Joris Pinkse and Yuanyuan Wan), Journal of Multivariabe Analysis 102 (2011), 828-846.
 
• “Tighter bounds in triangular systems,” (with Joris Pinkse and Haiqing Xu), Journal of Econometrics, forthcoming.
            ·  Supplement to Tighter bounds in triangular systems. (This note is not included in the published paper.)
 
• “A consistent nonparametric test of affiliation in auction models,” (with Joris Pinkse and Yuanyuan Wan), Journal of Econometrics 159 (2010), 46-54.
 
• “Bayesian quantile regression methods,” (with Tony Lancaster) Journal of Applied Econometrics 25 (2010), 287-307.
 
“Local structural quantile effects in a model with a nonseparable control variable,” Journal of Econometrics 151 (2009), 82-97.
 
• “Semiparametric tests of conditional moments under weak or partial identification,” (with Joris Pinkse), Journal of Econometrics 152 (2009), 3-18.
 
• “Efficient semiparametric seemingly unrelated quantile regression estimation,” (with Joris Pinkse) Econometric Theory 25 (2009), 1392-1414.
 
• “Adding regressors to obtain efficiency, ” (with Joris Pinkse) Econometric Theory 25 (2009), 298-301.
 
• “Weak identification robust tests in an instrumental quantile model,”  Journal of Econometrics 144 (2008), 118-138.
 
 
 
Working Papers
 
“Point Decisions in Partially Identified Auction Models: An Information Theoretic Approach”
(with Joris Pinkse).  Revised and Resubmitted to the Journal of Econometrics.
 
"Causal Inference in Case-Control Studies," (with Sokbae Lee).
    Under Revision for the Journal of Business and Economic Statistics.