Details about Jinyong Hahn
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Short-id: pha1189
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Working Papers
2017
- Specification test on mixed logit models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
- Synthetic Control and Inference
Working Papers, University of California at Riverside, Department of Economics View citations (18)
See also Journal Article in Econometrics (2017)
2016
- A quantile correlated random coefficients panel data model
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (5)
See also Journal Article in Journal of Econometrics (2018)
- Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss
Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
2015
- Quantile Regression with Panel Data
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (9)
2014
- Asymptotic efficiency of semiparametric two-step GMM
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (13)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012) View citations (5)
See also Journal Article in Review of Economic Studies (2014)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Papers, arXiv.org View citations (79)
See also Journal Article in Econometrica (2013)
2011
- A practical asymptotic variance estimator for two-step semiparametric estimators
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
See also Journal Article in The Review of Economics and Statistics (2012)
- Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
- Tests for neglected heterogeneity in moment condition models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2010
- The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
Textos para discussão, Department of Economics PUC-Rio (Brazil) View citations (3)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (3)
See also Journal Article in Econometrica (2013)
2009
- Adaptive Experimental Design Using the Propensity Score
Center Discussion Papers, Yale University, Economic Growth Center View citations (1)
Also in Working Papers, Economic Growth Center, Yale University (2009) View citations (1) MPRA Paper, University Library of Munich, Germany (2008) View citations (2) Working Papers, Yale University, Department of Economics (2009) View citations (2)
See also Journal Article in Journal of Business & Economic Statistics (2011)
- Identification and Estimation of Marginal Effects in Nonlinear Panel Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (20)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (20) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (5)
2006
- A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
Working Papers, CEMFI View citations (16)
See also Journal Article in Global Economic Review (2016)
2005
- Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (19)
- Reducing Bias of MLE in a Dynamic Panel Model
IEPR Working Papers, Institute of Economic Policy Research (IEPR)
Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004)
See also Journal Article in Econometric Theory (2006)
- Understanding Bias in Nonlinear Panel Models: Some Recent Developments
Working Papers, CEMFI View citations (13)
2003
- Jackknife and analytical bias reduction for nonlinear panel models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
See also Journal Article in Econometrica (2004)
2001
- Testing and Comparing Value-at-Risk Measures
CIRANO Working Papers, CIRANO View citations (63)
See also Journal Article in Journal of Empirical Finance (2001)
1999
- A New Specification Test for the Validity of Instrumental Variables
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (11)
See also Journal Article in Econometrica (2002)
- Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
- Testing, Comparing, and Combining Value at Risk Measures
Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (7)
- When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (19)
1998
- Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (3) Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania (1998) View citations (2)
1995
- Quantile Regression Model with Unknown Censoring Point
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
Undated
- A Consistent Semiparametric Estimator of the Consumer Surplus Distribution
Home Pages, University of Pennsylvania 
See also Journal Article in Economics Letters (2000)
- Quantile Regression Model with Unknown Censoring
Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive
Journal Articles
2019
- Three-stage semi-parametric inference: Control variables and differentiability
Journal of Econometrics, 2019, 211, (1), 262-293
2018
- A quantile correlated random coefficients panel data model
Journal of Econometrics, 2018, 206, (2), 305-335 View citations (12)
See also Working Paper (2016)
- NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
Econometric Theory, 2018, 34, (3), 574-597
- NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
Econometric Theory, 2018, 34, (6), 1281-1324 View citations (2)
2017
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
Journal of Econometrics, 2017, 200, (2), 238-250 View citations (1)
- LM Test of Neglected Correlated Random Effects and Its Application
Journal of Business & Economic Statistics, 2017, 35, (3), 359-370 View citations (1)
- Synthetic Control and Inference
Econometrics, 2017, 5, (4), 1-1 View citations (14)
See also Working Paper (2017)
2016
- A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
Global Economic Review, 2016, 45, (3), 251-274 View citations (6)
See also Working Paper (2006)
2015
- Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
Journal of Econometric Methods, 2015, 4, (1), 28
2014
- Asymptotic Efficiency of Semiparametric Two-step GMM
Review of Economic Studies, 2014, 81, (3), 919-943 View citations (13)
See also Working Paper (2014)
- Neglected heterogeneity in moment condition models
Journal of Econometrics, 2014, 178, (P1), 86-100
2013
- Asymptotic Variance of Semiparametric Estimators With Generated Regressors
Econometrica, 2013, 81, (1), 315-340 View citations (26)
See also Working Paper (2010)
- Average and Quantile Effects in Nonseparable Panel Models
Econometrica, 2013, 81, (2), 535-580 View citations (101)
See also Working Paper (2013)
- Partial identification and mergers
Economics Letters, 2013, 118, (1), 126-129
2012
- A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
The Review of Economics and Statistics, 2012, 94, (2), 481-498 View citations (37)
See also Working Paper (2011)
2011
- A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS
International Economic Review, 2011, 52, (3), 807-824 View citations (12)
- Adaptive Experimental Design Using the Propensity Score
Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 View citations (25)
Also in Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 (2011) View citations (22)
See also Working Paper (2009)
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
Econometric Theory, 2011, 27, (6), 1152-1191 View citations (89)
- Conditional Moment Restrictions and Triangular Simultaneous Equations
The Review of Economics and Statistics, 2011, 93, (2), 683-689 View citations (12)
- Parameter orthogonalization and Bayesian inference with many instruments
Economics Letters, 2011, 112, (2), 207-209
- Test of random versus fixed effects with small within variation
Economics Letters, 2011, 112, (3), 293-297 View citations (2)
- The Hausman test and weak instruments
Journal of Econometrics, 2011, 160, (2), 289-299 View citations (26)
2010
- Bounds on ATE with discrete outcomes
Economics Letters, 2010, 109, (1), 24-27
- Design of randomized experiments to measure social interaction effects
Economics Letters, 2010, 106, (1), 51-53 View citations (6)
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Econometric Theory, 2010, 26, (3), 863-881 View citations (8)
- Semiparametric information bound of dynamic discrete choice models
Economics Letters, 2010, 108, (2), 109-112
- Stationarity and mixing properties of the dynamic Tobit model
Economics Letters, 2010, 107, (2), 105-111 View citations (7)
2009
- Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"
Econometrica, 2009, 77, (6), 2009-2017 View citations (5)
- The incidental parameter problem in a non-differentiable panel data model
Economics Letters, 2009, 105, (2), 181-182 View citations (22)
2008
- Specification testing under moment inequalities
Economics Letters, 2008, 99, (2), 375-378 View citations (14)
2007
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
Journal of Econometrics, 2007, 140, (2), 574-617 View citations (54)
2006
- REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
Econometric Theory, 2006, 22, (3), 499-512 View citations (27)
See also Working Paper (2005)
2005
- Estimation with Valid and Invalid Instruments
Annals of Economics and Statistics, 2005, (79-80), 25-57 View citations (5)
See also Chapter (2010)
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Econometric Reviews, 2005, 24, (3), 247-263 View citations (8)
- Identification and estimation of the linear-in-means model of social interactions
Economics Letters, 2005, 88, (1), 1-6 View citations (64)
- TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
Econometric Theory, 2005, 21, (2), 455-469 View citations (1)
2004
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
Economics Letters, 2004, 84, (1), 117-125 View citations (4)
- Does Jeffrey's prior alleviate the incidental parameter problem?
Economics Letters, 2004, 82, (1), 135-138 View citations (2)
- Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
Econometrics Journal, 2004, 7, (1), 272-306 View citations (150)
- Functional Restriction and Efficiency in Causal Inference
The Review of Economics and Statistics, 2004, 86, (1), 73-76 View citations (18)
- Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
Econometrica, 2004, 72, (4), 1295-1319 View citations (178)
See also Working Paper (2003)
- When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects
The Review of Economics and Statistics, 2004, 86, (1), 58-72 View citations (35)
2003
- Weak Instruments: Diagnosis and Cures in Empirical Econometrics
American Economic Review, 2003, 93, (2), 118-125 View citations (106)
2002
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
Econometric Reviews, 2002, 21, (3), 309-336 View citations (27)
- A New Specification Test for the Validity of Instrumental Variables
Econometrica, 2002, 70, (1), 163-189 View citations (162)
See also Working Paper (1999)
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large
Econometrica, 2002, 70, (4), 1639-1657 View citations (245)
- Discontinuities of weak instrument limiting distributions
Economics Letters, 2002, 75, (3), 325-331 View citations (36)
- Jackknife minimum distance estimation
Economics Letters, 2002, 76, (1), 35-45 View citations (7)
- Notes on bias in estimators for simultaneous equation models
Economics Letters, 2002, 75, (2), 237-241 View citations (61)
- OPTIMAL INFERENCE WITH MANY INSTRUMENTS
Econometric Theory, 2002, 18, (1), 140-168 View citations (23)
2001
- Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects
Journal of Business & Economic Statistics, 2001, 19, (1), 16-17 View citations (12)
- Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
Economics Letters, 2001, 73, (2), 227-231
- Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
Econometrica, 2001, 69, (1), 201-09 View citations (954)
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
Econometric Theory, 2001, 17, (5), 913-932 View citations (19)
- Testing and comparing Value-at-Risk measures
Journal of Empirical Finance, 2001, 8, (3), 325-342 View citations (72)
See also Working Paper (2001)
2000
- A consistent semiparametric estimation of the consumer surplus distribution
Economics Letters, 2000, 69, (3), 245-251 View citations (3)
See also Working Paper
1999
- How informative is the initial condition in the dynamic panel model with fixed effects?
Journal of Econometrics, 1999, 93, (2), 309-326 View citations (32)
- Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange
The Review of Economics and Statistics, 1999, 81, (4), 661-673 View citations (141)
1998
- An Alternative Estimator for the Censored Quantile Regression Model
Econometrica, 1998, 66, (3), 653-672 View citations (77)
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
Econometrica, 1998, 66, (2), 315-332 View citations (227)
1997
- Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
International Economic Review, 1997, 38, (4), 795-808 View citations (19)
- Efficient estimation of panel data models with sequential moment restrictions
Journal of Econometrics, 1997, 79, (1), 1-21 View citations (30)
1996
- A Note on Bootstrapping Generalized Method of Moments Estimators
Econometric Theory, 1996, 12, (1), 187-197 View citations (34)
1995
- Bootstrapping Quantile Regression Estimators
Econometric Theory, 1995, 11, (1), 105-121 View citations (75)
1994
- The Efficiency Bound of the Mixed Proportional Hazard Model
Review of Economic Studies, 1994, 61, (4), 607-629 View citations (20)
Chapters
2010
- Estimation with Valid and Invalid Instruments
A chapter in Contributions in Memory of Zvi Griliches, 2010, pp 25-57
See also Journal Article in Annals of Economics and Statistics (2005)
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