Jungjun Choi

Research

Econometrics, Machine Learning, High-dimensional Statistics, Causal Inference, Financial Econometrics, Computational Social Science

Education

2022 Ph.D. Rutgers University (NJ, USA) Economics
2016 M.A. Sogang University (Seoul, South Korea) Economics
2010 B.A. Sogang University (Seoul, South Korea) Economics

Selected Publications

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

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

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.

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.

Choi, J. and Yang, X., 2022. Asymptotic Properties of Correlation-Based Principal Component Analysis. Journal of Econometrics.