College of Business

Directory

      Sung K. Ahn
Faculty: Professor
Department of Finance and Management Science
Washington State University, Pullman

Office: Todd 337 K
Phone: 509-335-6819
Email: ahn@wsu.edu
Home Page: www.wsu.edu/~ahn/
Vita: www.wsu.edu/~ahn/VITA_AHN.pdf
Joined Washington State University in 1989
Media: You may contact me directly
 
   
  Expertise:
  • Decision Sciences: Financial modeling
  • Decision Sciences: Forecasting
  • Decision Sciences: Statistical methods
  • Decision Sciences: Time series analysis
  • Economics: Econometrics
Teaching Area:
  • Ph.D. - Decision Sciences
  • Undergraduate - Decision Sciences
Research:
  • Cointegration with Mixed Frequency
  • Unit Root Tests
  • Seasonally Conintegrated Time Series Model
Education:
  • Ph.D., Statistics, University of Wisconsin-Madison, 1987
  • MS, Statistics, Wright State University, 1983
  • BS, Computer Science and Statistics, Seoul National University, 1979
Professional Memberships:

  • American Statistical Association (Fellow)
  • Korean Statistical Society
  • Korean-American University Professors
Publications:
  • Article (Artistic or other creative): "Estimation of Vector Error Correction Models with Mixed Frequency Data," Journal of Time Series Analysis, 2012    
  • Article (Refereed journal): "GMM Estimation for the Cointegrated VAR Model," Computational Statistics and Data Analysis, 2011    
  • Article (Refereed journal): "Cotton Market Integration and the Impact of China's New Exchange Regime," Agricultural Economics, 2010    
  • Article (Refereed journal): "Maximum Eigenvalue Test for Seasonal Cointegrating Ranks," Oxford Bulletin of Economics and Statistics, 2006    
  • Article (Refereed journal): "Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration," Oxford Bulletin of Economics and Statistics, 2004    
  • Article (Refereed journal): "Rank-Based Dickey-Fuller Test Statistics," Journal of Time Series Analysis, 2003    
  • Article (Refereed journal): "Unit Root Tests with Infinite Variance Errors," Econometric Reviews, 2001    
  • Article (Refereed journal): "A Note on Testing the Nested Structure in Multivariate Regression Models," Oxford Bulletin of Economics and Statistics, 2000    
  • Article (Refereed journal): "Long- and Short-Run Fisher Effects: new Tests and New Results," Applied Economics, 1998    
  • Article (Refereed journal): "Inference of Vector Autoregressive Models with Cointegration and Scalar Components," Journal of the American Statistical Association, 1997    
  • Article (Refereed journal): "Common Cycles in Seasonally Cointegrated Time Series," Economic Letters, 1996    
Experience:

   Teaching
  • Visiting Assistant Professor, University of Maryland-College Park, 1988-1989
  • Visiting Assistant Professor, University of Tennessee, 1987-1988
   Professional
  • Visiting Professor, Pohang University of Science and Technology, Korea, 2002-2003
  • Visiting Associate Professor, Pohang University of Science and Technology, Korea, 1995-1996
Service:

  • Tenure and Promotion Committee, Member
  • the McAllister Quality Management Scholarship Award Committee, Chair
  • International Business Institute, Fellow
  • Korea Study Abroad Program, Director
  • Admissions Subcommittee, Member
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Financial Journal, Editorial Board Member
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Communications for Statistical Applications and Methods, Co-editor
  • the Social Sciences and Humanities Research Council of Canada, Reviewer of a grant proposal
  • MPPC, Member
  • T & P Committee, Member
  • McAllister Quality Management Scholarship Award Committee, Chair
  • International Business Institute, Fellow
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Financial Journal, Editorial Board Member
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Communications for Statistical Applications and Methods, Co-editor
  • MPPC, Member
  • McAllister Quality Management Scholarship Award Committee, Chair
  • IAB Scholarship Review Committee, Member
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Financial Journal, Editorial Board Member
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Nomination Committee of the Business and Economics Section of the American Statistical Association, Member
  • 2011 Korean Statistical Society International Conference on Statistics and Probability, Chair of an invited session
  • MBA Taskforce, Member
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Finance Journal, Editorial Board Member
  • Purdue University, Graduate Faculty
  • Business and Economic Statistics Section, American Statistical Association, Secretary/Treasurer
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Finance Journal, Editorial Board Member
  • Purdue University, Graduate Faculty
  • Institute of Mathematical Statistics, Organizer and Chairof an Invites Session of the
  • Journal of Times Series Analysis, Econometric Journal, The Manchester School, Econometric Reviews, Referee
  • Business and Economic Statistics Section, American Statistical Association, Secretary/Treasurer
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Finance Journal, Editorial Board Member
  • Graduate Faculty, Purdue University
  • Korean Scientists and Engineers Association, Organizer and Co-Chair
  • National Science Foundation, Reviewer of a grant proposal
  • Social Sciences and Humanities Research Council of Canada, Reviewer of a grant proposal
  • Institute of Mathematical Statistics, Organizer of an Invites Session of the Inaugural Asian Pacific Rim Meeting
  • Biometrika, Econometric Journal, Statistical Method,, Reviewer
  • University of the Thai Chamber of Commerce, Affiliate Professor
  • International Business Program, Fellow
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Finance Journal, Editorial Board Member
  • MBA Program, Volunteer
  • University of the Thai Chamber of Commerce, Affiliated Professor of Economics
  • Undergraduate Program Policy Committee, Member
  • Graduate Program Policy Committee, Member
  • Research and Arts Committee, Member
  • Curriculum committee (Statistics department), Member
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Review of Applied Economics, Distinguished Editorial Advisor
  • International Economics and Finance Journal, Editorial Board Member
  • Professional Journals, Referee
  • Attended Freshmen Convovcation, Attendee
  • Attended the Spring Commencement, Hooding fcaulty
  • Attended the Winter Commencement, Attendee
  • Diversity Task Force, Member
  • Curriculum task force committee, Member
  • Research and Arts Committee, Member
  • Undergraduate Program Policy Committee, Member
  • Review committee of the International Travel Grant Program, Chair
  • Faculty recruiting committees of a Strategy/Organization Theory position, Member
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Review of Applied Economics, Distinguished Editorial Advisor
  • Professional Journals, Referee
  • International Business Institute, Fellow
  • International Travel Grant Committee, Chair
  • Strategy/OT Faculty Search Committee, Member
  • Journal of Statistical Computation and Simulation, Associate Editor
  • Graduate Studies Committee of the Department of Statistics, Member
  • University Advisory Committee for Computing and Telecommuniications, Member
  • Committee on committees, Committee member
  • Faculty Senate, Senator
  • University advisory committe on computing and telecommunication, Committee member
  • Review committee of the Boeing travel grant, Chair
  • Journal of Statistical Computation andSimulation, Associate Editor
  • Graduate studies committee of the Program in Statistics, Member
  • North America Chapter of the Korean Statistical Society, President
  • Curriculum committee, Committee member
  • MBA admissions panel, Member
Awards:
  • Fernand Braudel Senior Fellow , European University Institute, Florence, Italy , 2011
  • Dean's Fellow , College of Business, WSU , 2009
  • Fellow , American Statistical Association , 2009
  • Dean's Fellow , College of Business, WSU , 2007
  • Dean's Fellow , College of Business, WSU , 2003
  • Fulbright Senior Specialist , Council for International Exchange of Scholars , 2002
  • Outstanding Faculty Research and Scholarship Award , College of Business and Economics, Washington State University , 1997
Web Links: Languages:
  • English
  • Korean
 
 

Contact us: business@wsu.edu Phone: 888-585-5433 Fax: 509-335-3851 | Accessibility | Copyright | Policies
College of Business, PO Box 644750, Washington State University, Pullman, WA 99164-4750 USA