Department of Economics
University of Pennsylvania

215 898-8206
kysong "at" sas.upenn.edu

 



Kyungchul(Kevin)Song's Homepage



          
                                                 Education: Ph D. Yale University, 2005

                                                 Research Interests: Econometric Theory
  
                                                      (Estimation and Specification Tests of Semiparametric Models

                                                       Optimal Estimation of Nonregular Parameters,

                                                       Simulation-Based Estimation, etc.)
                                      

                                                 Recent Working Papers:
  
                                                      "Robust Estimation of Some Nonregular Parameters" PIER Working Paper 10-20 (June 2010)

                                                      "Point Decisions for Interval-Identified Parameters" October, 2010

  
                                                 Selected Publications:

                                                       "An Improved Bootstrap Test of Stochastic Dominance" (with Oliver Linton and Yoon-Jae Whang)

 
                                                              
Journal of Econometrics 2010, 154, 186-202.
 
                                            "Testing Conditional Independence via Rosenblatt Transforms"

 
                                                                      Annals of Statistics 2009, 37, 4011-4015.


 
                                        Click Here for my Vita

 
                                                  Click Here for my Researches