Overview
Donggyu Sul is an econometrician, at the time of the DSUR paper affiliated with Ohio State University and later Yale University. He specializes in panel data econometrics and cointegration, and co-developed DSUR and panel DOLS with Nelson Mark.
Key Contributions / Features
- DSUR (Mark-Ogaki-Sul 2003): feasible GLS estimator for systems of cointegrating regressions; Monte Carlo design and analysis.
- Panel DOLS (Mark-Sul 1999): computationally simple cointegration vector estimator for panel data.
- Phillips-Sul (2002): dynamic panel estimation and homogeneity testing under cross-section dependence (mimeo, Yale University).
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