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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
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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:
- 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:
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