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Taesuk Lee   (PDF Version)

 


University Address (Registered)
Depart. of economics

University of Rochester,
Rochester, NY 14627
Phone: (585) 275-5252
Fax:     (585) 256-2309

University Address

(Visiting)
Depart. of Economics
Washington Univ. in St. Louis,
         Saint Louis, MO 63130
Phone: (314) 935-5670
Fax:     (314) 935-4156

 

Personal Information

Citizenship:  Korea

Visa status:  F1

Homepage :

http://www.taesuk.com

Email :         taesuk@taesuk.net


EDUCATION

2010
Ph.D.
Economics
University of Rochester (Expected)
2007M.A.EconomicsUniversity of Rochester
2001
M.A.
Economics
Seoul National University, Korea
1999
B.A.
Economics
Seoul National University, Korea, Summa Cum Laude

DISSERTATION

Essays in Econometrics and Time-Series Analysis:
    "Pre-averaging Estimator of Realized Variance" (with Werner Ploberger)
    "Rate-optimal Tests for Jumps in Diffusion Processes" (with Werner Ploberger)

FIELDS OF SPECIALIZATION

Primary:
Econometrics, Time-Series, Applied Econometrics, Financial Econmetrics
Secondary:Microeconomics, Industrial Organization

PUBLICATIONS

“Asymptotic Expansions for Canonical Cointegrating Regression,” Research Review of the Third Military Academy, Vol 58, 2003
“Estimation of Diffusions using Approximate Maximum Likelihood Method,” Master's Dissertation, Seoul National University, 2001 (Korean)

RESEARCH EXPERIENCE

2006 - 2009
 Research Assistant
  Prof. Werner Ploberger, Washington Univ. in St. Louis
2001 - 2001
 Research Assistant
  Korea Fixed Income Research Institute
1999 - 2001
 Research Assistant
  Prof. Joon Y. Park, Seoul National University
TEACHING EXPERIENCE
Instructor
Washington University in St. Louis


 Econometric Techniques  Summer 2009
Teaching Assistant
Washington University in St. Louis


EconometricsFall 2006
Teaching Assistant
University of Rochester

 Industrial Organization  Spring  2006
Invited Lecturer
Korea Power Exchange
 

Time-Series Analysis
Summer 2004
Full-Time Lecturer Korea Army Academy at Yeongcheon


Public Finance
Spring 2002, 2003, 2004

Principles of Economics
Spring 2002, 2003

Defense Management
Spring 2002, 2003, Fall 2001

Korean Economy
Fall 2003

Microeconomics
Fall 2001, 2002
Teaching Assistant Seoul National University
 

Advanced Microeconomics
  Fall 2000

Econometrics / Statistics for Economists
Spring 2000

The Korean Economy in a Global Context
Fall 1999

Economics of Food and  Agriculture
Spring 1999

Conference Presentation

2009      
Meetings of the Midwest Econometrics Group, Purdue University
Title:  Rate-optimal Tests for Jumps in Diffusion Processes

Fellowships

2006 - 2009      
Scholarship, Washington University in St. Louis
2004 - 2009
Graduate Fellowship, University of Rochester
1999 - 2000
Graduate Fellowship, Dongbu Culture Foundation
1995 - 1998
Undergraduate Fellowship, Daelim Culture Foundation


Refrences

Werner Ploberger      
Washington University in St. Louis
Joon Y. Park
Indiana University
Shakeeb Khan
Duke University
Paulo Barelli
University of Rochester