tyc1286太阳集团（集团）有限公司

　　1989-1994 韩国 延世大学 经济学学士

　　1994-1996 韩国 延世大学 经济学硕士

　　1997-2002 加州大学圣地亚哥分校 经济学博士

　　2002.08-2008.07 新西兰 惠灵顿维多利亚大学 讲师

　　2008.09-2010.02 韩国 高丽大学 副教授

　　2010.03-至今 韩国 延世大学 副教授、教授

　　理论计量经济学、应用计量经济学、时间序列分析等

1. “Directionally Differentiable Econometric Models” (with Halbert L. White), Econometric Theory, 34(2018),1101-1131.
2. “Sequentially Testing Polynomial Model Hypothesis Using the Power Transform of Regressors” (with Peter C.B. Phillips), Journal of Applied Econometrics, 33.1 (2018) 141-159.
3. “Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea” (with Myung-Ho Park and Peter C. B. Phillips), Journal of Business & Economic Statistics,, 36(2018),523-537.
4.  “Testing for the Mixture Hypothesis of Conditional Geometric and Exponential Distributions”계량경제학보, Journal of Economic Theory and Econometrics 29:2 (2018), 1-27.
5.  “Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices” (with Peter C. B. Phillips), Journal of Econometrics, (2018)
6. “Quantile Cointegration Regression Using Autoregressive Distributed-Lag Modeling Approach” (with TaeHwan Kim and Yongcheol Shin), Journal of Econometrics, 188 (2015), 281–300.
7. “Testing Linearity Using Power Transforms of Regressors” (with Yae In Baek and Peter C. B. Phillips), Journal of Econometrics, 187 (2015), 376–384.
8. “Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity,” (with Yaeji Jun), Journal of Korean Official Statistics, 20 (2015), 87–110 (in Korean).
9.  “Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing” (with Halbert L. White), Advances in Econometrics: Essays in Honor of Peter C. B. Phillips. Vol. 33. Eds. Yoosoon Chang, Thomas B. Fomby, and Joon Y. Park (2014), 491–556. West Yorkshire, UK: Emerald Group Publishing Limited.
10.  “Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions” (with Isao Ishida and Halbert L. White), Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teräsvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014), 3–27. Oxford: Oxford University Press.
11.  “Testing for Neglected Nonlinearity Using Extreme Learning Machines” (with Kyulee Shin), International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117–129.
12.  “An Alternative Proof That OLS is BLUE” (with Halbert L. White), Journal of Econometric Methods, 1 (2012),170.
13.  “Quasi-Maximum Likelihood Estimation Revisited Using the Distance and Direction Method,” Journal of Economic Theory and Econometrics, 23 (2012), 89–112.
14.  “Testing for the Effects of Omitted Power Transformations” (with Isao Ishida), Economics Letters, 117 (2012),287–290.
15.  “Higher-Order Approximations for Testing Neglected Nonlinearity” (with Halbert L. White), Neural Computation, 24 (2012), 273–287.
16.  “Testing Correct Model Specification Using Extreme Leaning Machines” (with Halbert L. White), Neurocomputing, 74 (2011), 2552–2565.
17.  “Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models” (with Ta Ul Cheong and Halbert L. White), Journal of Economic Theory and Econometrics, 22:2 (2011), 60–91.
18.  “Generalized Runs Tests for the IID Hypothesis” (with Halbert L. White), Journal of Econometrics, 162 (2011), 326–344.
19. “Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks” (with Isao Ishida and Halbert L. White), Neural Computation, 23 (2011), 1133–1186.
20. “Infinite Density at the Median and the Typical Shape of Stock Return Distributions” (with Chirok Han and Peter C. B. Phillips), Journal of Business & Economic Statistics, 29 (2011), 282–294.
21. “Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models” (with Halbert L. White), Journal of Econometrics, 157 (2010), 458–480.
22. “LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities” (with Chirok Han and Peter C. B. Phillips), Econometric Theory, 26 (2010), 953–962.
23. “Testing for the Mixture Hypothesis of Geometric Distributions” (with Chirok Han),Journal of Economic Theory and Econometrics, 20:3 (2009), 31–55.
24. “Testing for Regime Switching” (with Halbert L. White),Econometrica, 75 (2007), 1671–1720.

　　Developing Sequential Testing Procedure, Government fund, 2018-2019;

　　Asymptotic Properties on Infinite Dimensional Test Statistic, University fund, 2017-2018;

　　Examination on Korean Income Distribution, LG company, 2016-2017;

　　Developing Test Statistic for Correct Model Specification, Government fund, 2015-2016;

　　Developing Test Statistic for IID Condition, Government fund, 2012-2013;

　　Test Statistic Developing using Artificial Neural Network, Government fund,2010-2013;

　　Developing Directionally Differentiable Econometric Models, Government fund,2009-2010.

　　Isaac Manasseh Meyer Fellow Visitor Program, Isaac Manasseh Meyer Fellowship, 2017;

　　Korean Economic Association, Chengram Award, 2011;

　　Yonsei Economics and Business Alumni Association, Choheon Award, 2012;

　　Yonsei University, Best Research Award, 2013;

　　Graduate School of Yonsei University, Best Research Award, 2011.