Seung Ahn


  • 932 Citations
  • 12 h-Index
1992 …2018
If you made any changes in Pure, your changes will be visible here soon.

Personal profile

Education/Academic qualification

PHD, Michigan State University

… → 1990

MA, Michigan State University

… → 1989

BA, Sogang University

… → 1984

Fingerprint Dive into the research topics where Seung Ahn is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Panel Data Mathematics
Data Model Mathematics
Efficient Estimation Mathematics
Moment Conditions Mathematics
Estimator Mathematics
Time-varying Mathematics
Instrumental Variables Mathematics
Dynamic Model Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1992 2018

  • 932 Citations
  • 12 h-Index
  • 27 Article
  • 1 Review article
2 Citations (Scopus)

Beta Matrix and Common Factors in Stock Returns

Ahn, S., Horenstein, A. R. & Wang, N., Jun 1 2018, In : Journal of Financial and Quantitative Analysis. 53, 3, p. 1417-1440 24 p.

Research output: Contribution to journalReview article

Stock returns
Common factors
Bayesian information criterion

Is there a missing factor? A canonical correlation approach to factor models

Ahn, S., Dieckmann, S. & Perez, M. F., Jan 1 2018, (Accepted/In press) In : Review of Financial Economics.

Research output: Contribution to journalArticle

Canonical correlation
Common factors
Macroeconomic variables

Life-cycle consumption, precautionary saving, and risk sharing: An integrated analysis using household panel data

Ahn, S., Kim, H. Y. & Kang, T. H., Jun 1 2017, In : B.E. Journal of Macroeconomics. 17, 2, 20160082.

Research output: Contribution to journalArticle

Integrated model
Life-cycle consumption
Panel data
Quantile regression
Youth labour market
2 Citations (Scopus)

Comment on 'IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis

Ahn, S., Apr 1 2015, In : Journal of Econometrics. 185, 2, p. 542-544 3 p.

Research output: Contribution to journalArticle

Instrumental Variables
Identification Problem
Identification (control systems)