Jungjun Choi
About
I am an Assistant Professor of Statistics in the Department of Computer Science and Statistics at the University of Rhode Island. Before joining URI, I was a Postdoctoral Research Scientist in the Department of Statistics at Columbia University, where I had the great privilege of being advised by Ming Yuan. I received my Ph.D. in Economics at Rutgers University under the invaluable supervision of Yuan Liao and Xiye Yang. I earned both my M.A. and B.A. in Economics from Sogang University, where I was fortunate to be mentored by In Choi, who first introduced me to the joy of statistics and econometrics. My research interests lie in econometric theory and data science, with a particular focus on the intersection of econometrics and machine learning.
Research Performance Summary
First Recorded Paper
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors
Year: 2019
Citations: 3
Venue: Annals of the Institute of Statistical Mathematics 71 (5)
Latest Recorded Paper
Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics
Year: 2025
Citations: 0
Venue: arXiv preprint arXiv:2511.03076
Last 10 Years Publication Activity
This timeline shows the professor's yearly publication activity.