Details about Jinyong Hahn
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Short-id: pha1189
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Working Papers
2025
- Stratifying on Treatment Status
Papers, arXiv.org
2024
- Econometric Inference Using Hausman Instruments
Working Papers, University of California at Riverside, Department of Economics 
Also in Working Papers, University of California at Riverside, Department of Economics (2024)
- Efficient Bias Correction for Cross-section and Panel Data
Papers, arXiv.org View citations (1)
See also Journal Article Efficient bias correction for cross‐section and panel data, Quantitative Economics, Econometric Society (2024) (2024)
- Overidentification in Shift-Share Designs
Papers, arXiv.org
2023
- Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?
NBER Working Papers, National Bureau of Economic Research, Inc
- Logit-based alternatives to two-stage least squares
Papers, arXiv.org
- Some Finite-Sample Results on the Hausman Test
Papers, arXiv.org 
See also Journal Article Some finite-sample results on the Hausman test, Economics Letters, Elsevier (2024) View citations (1) (2024)
- Standard errors when a regressor is randomly assigned
Papers, arXiv.org View citations (2)
2022
- Test of Neglected Heterogeneity in Dyadic Models
Working Papers, University of California at Riverside, Department of Economics
2021
- Breusch and Pagan’s (1980) Test Revisited
Working Papers, University of California at Riverside, Department of Economics
- The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables
Working Papers, University of California at Riverside, Department of Economics 
Also in Working Papers, University of California at Riverside, Department of Economics (2021) 
See also Journal Article The influence function of semiparametric two-step estimators with estimated control variables, Economics Letters, Elsevier (2023) (2023)
2017
- Specification test on mixed logit models
CeMMAP working papers, Institute for Fiscal Studies 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) 
See also Journal Article Specification test on mixed logit models, Journal of Econometrics, Elsevier (2020) View citations (2) (2020)
- Synthetic Control and Inference
Working Papers, University of California at Riverside, Department of Economics View citations (49)
See also Journal Article Synthetic Control and Inference, Econometrics, MDPI (2017) View citations (41) (2017)
2016
- A quantile correlated random coefficients panel data model
CeMMAP working papers, Institute for Fiscal Studies 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (7)
See also Journal Article A quantile correlated random coefficients panel data model, Journal of Econometrics, Elsevier (2018) View citations (25) (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 (19)
Also in CeMMAP working papers, Institute for Fiscal Studies (2015) View citations (3) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (21)
2014
- Asymptotic efficiency of semiparametric two-step GMM
CeMMAP working papers, Institute for Fiscal Studies View citations (9)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012) View citations (6) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (1) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (34) CeMMAP working papers, Institute for Fiscal Studies (2012) 
See also Journal Article Asymptotic Efficiency of Semiparametric Two-step GMM, The Review of Economic Studies, Review of Economic Studies Ltd (2014) View citations (33) (2014)
2013
- Average and Quantile Effects in Nonseparable Panel Models
Papers, arXiv.org View citations (202)
See also Journal Article Average and Quantile Effects in Nonseparable Panel Models, Econometrica, Econometric Society (2013) View citations (196) (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 (4)
See also Journal Article A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators, The Review of Economics and Statistics, MIT Press (2012) View citations (58) (2012)
- Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
- 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 Asymptotic Variance of Semiparametric Estimators With Generated Regressors, Econometrica, Econometric Society (2013) View citations (51) (2013)
2009
- Adaptive Experimental Design Using the Propensity Score
Working Papers, Yale University, Department of Economics View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (2) Center Discussion Papers, Yale University, Economic Growth Center (2009) View citations (1) Working Papers, Economic Growth Center, Yale University (2009) View citations (1)
See also Journal Article Adaptive Experimental Design Using the Propensity Score, Journal of Business & Economic Statistics, American Statistical Association (2011) View citations (53) (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 (23)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (23) 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 (38)
See also Journal Article A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects, Global Economic Review, Taylor & Francis Journals (2016) View citations (28) (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) View citations (3)
See also Journal Article REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL, Econometric Theory, Cambridge University Press (2006) View citations (49) (2006)
- Understanding Bias in Nonlinear Panel Models: Some Recent Developments
Working Papers, CEMFI View citations (23)
2003
- Jackknife and analytical bias reduction for nonlinear panel models
CeMMAP working papers, Institute for Fiscal Studies 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2003) View citations (3)
See also Journal Article Jackknife and Analytical Bias Reduction for Nonlinear Panel Models, Econometrica, Econometric Society (2004) View citations (359) (2004)
2001
- Testing and Comparing Value-at-Risk Measures
CIRANO Working Papers, CIRANO View citations (82)
See also Journal Article Testing and comparing Value-at-Risk measures, Journal of Empirical Finance, Elsevier (2001) View citations (84) (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 A New Specification Test for the Validity of Instrumental Variables, Econometrica, Econometric Society (2002) View citations (183) (2002)
- Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
NBER Working Papers, National Bureau of Economic Research, Inc View citations (60)
- 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 (9)
- 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
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1998) View citations (2) 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 (5)
Undated
- A Consistent Semiparametric Estimator of the Consumer Surplus Distribution
Home Pages, University of Pennsylvania 
See also Journal Article A consistent semiparametric estimation of the consumer surplus distribution, Economics Letters, Elsevier (2000) View citations (8) (2000)
- Quantile Regression Model with Unknown Censoring
Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive
Journal Articles
2024
- CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS
Econometric Theory, 2024, 40, (1), 162-212
- Efficient bias correction for cross‐section and panel data
Quantitative Economics, 2024, 15, (3), 783-816 
See also Working Paper Efficient Bias Correction for Cross-section and Panel Data, Papers (2024) View citations (1) (2024)
- Estimation of average treatment effects for massively unbalanced binary outcomes
Econometric Reviews, 2024, 43, (6), 319-344
- Some finite-sample results on the Hausman test
Economics Letters, 2024, 238, (C) View citations (1)
See also Working Paper Some Finite-Sample Results on the Hausman Test, Papers (2023) (2023)
2023
- IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
Econometric Theory, 2023, 39, (5), 1044-1066
- Properties of least squares estimator in estimation of average treatment effects
SERIEs: Journal of the Spanish Economic Association, 2023, 14, (3), 301-313
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM
Econometric Theory, 2023, 39, (1), 219-219
- The influence function of semiparametric two-step estimators with estimated control variables
Economics Letters, 2023, 231, (C) 
See also Working Paper The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables, Working Papers (2021) (2021)
2022
- JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS
Econometric Theory, 2022, 38, (5), 942-958
- Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Economics Letters, 2022, 219, (C)
2021
- A small sigma approach to certain problems in errors-in-variables models
Economics Letters, 2021, 208, (C) View citations (4)
- Bootstrap Standard Error Estimates and Inference
Econometrica, 2021, 89, (4), 1963-1977 View citations (7)
- Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments
Journal of Quantitative Economics, 2021, 19, (1), 39-58 View citations (5)
2020
- Specification test on mixed logit models
Journal of Econometrics, 2020, 219, (1), 19-37 View citations (2)
See also Working Paper Specification test on mixed logit models, CeMMAP working papers (2017) (2017)
2019
- Three-stage semi-parametric inference: Control variables and differentiability
Journal of Econometrics, 2019, 211, (1), 262-293 View citations (1)
2018
- A quantile correlated random coefficients panel data model
Journal of Econometrics, 2018, 206, (2), 305-335 View citations (25)
See also Working Paper A quantile correlated random coefficients panel data model, CeMMAP working papers (2016) (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 (15)
2017
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
Journal of Econometrics, 2017, 200, (2), 238-250 View citations (4)
- 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), 1-12 View citations (41)
See also Working Paper Synthetic Control and Inference, Working Papers (2017) View citations (49) (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 (28)
See also Working Paper A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects, Working Papers (2006) View citations (38) (2006)
2015
- Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
Journal of Econometric Methods, 2015, 4, (1), 1-28
2014
- Asymptotic Efficiency of Semiparametric Two-step GMM
The Review of Economic Studies, 2014, 81, (3), 919-943 View citations (33)
See also Working Paper Asymptotic efficiency of semiparametric two-step GMM, CeMMAP working papers (2014) View citations (9) (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 (51)
See also Working Paper The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors, Textos para discussão (2010) View citations (3) (2010)
- Average and Quantile Effects in Nonseparable Panel Models
Econometrica, 2013, 81, (2), 535-580 View citations (196)
See also Working Paper Average and Quantile Effects in Nonseparable Panel Models, Papers (2013) View citations (202) (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 (58)
See also Working Paper A practical asymptotic variance estimator for two-step semiparametric estimators, CeMMAP working papers (2011) View citations (4) (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 (19)
- Adaptive Experimental Design Using the Propensity Score
Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 View citations (53)
Also in Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 (2011) View citations (53)
See also Working Paper Adaptive Experimental Design Using the Propensity Score, Working Papers (2009) View citations (2) (2009)
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
Econometric Theory, 2011, 27, (6), 1152-1191 View citations (153)
- Conditional Moment Restrictions and Triangular Simultaneous Equations
The Review of Economics and Statistics, 2011, 93, (2), 683-689 View citations (17)
- 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 (3)
- The Hausman test and weak instruments
Journal of Econometrics, 2011, 160, (2), 289-299 View citations (37)
2010
- Bounds on ATE with discrete outcomes
Economics Letters, 2010, 109, (1), 24-27 View citations (3)
- Design of randomized experiments to measure social interaction effects
Economics Letters, 2010, 106, (1), 51-53 View citations (11)
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
Econometric Theory, 2010, 26, (3), 863-881 View citations (39)
- Semiparametric information bound of dynamic discrete choice models
Economics Letters, 2010, 108, (2), 109-112 View citations (3)
- Stationarity and mixing properties of the dynamic Tobit model
Economics Letters, 2010, 107, (2), 105-111 View citations (13)
2009
- Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"
Econometrica, 2009, 77, (6), 2009-2017 View citations (8)
- The incidental parameter problem in a non-differentiable panel data model
Economics Letters, 2009, 105, (2), 181-182 View citations (25)
2008
- Specification testing under moment inequalities
Economics Letters, 2008, 99, (2), 375-378 View citations (21)
2007
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
Journal of Econometrics, 2007, 140, (2), 574-617 View citations (83)
2006
- REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
Econometric Theory, 2006, 22, (3), 499-512 View citations (49)
See also Working Paper Reducing Bias of MLE in a Dynamic Panel Model, IEPR Working Papers (2005) (2005)
2005
- Estimation with Valid and Invalid Instruments
Annals of Economics and Statistics, 2005, (79-80), 25-57 View citations (44)
See also Chapter Estimation with Valid and Invalid Instruments, NBER Chapters, 2010, 25-57 (2010) (2010)
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Econometric Reviews, 2005, 24, (3), 247-263 View citations (12)
- Identification and estimation of the linear-in-means model of social interactions
Economics Letters, 2005, 88, (1), 1-6 View citations (76)
- TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
Econometric Theory, 2005, 21, (2), 455-469 View citations (3)
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 (205)
- Functional Restriction and Efficiency in Causal Inference
The Review of Economics and Statistics, 2004, 86, (1), 73-76 View citations (25)
- Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
Econometrica, 2004, 72, (4), 1295-1319 View citations (359)
See also Working Paper Jackknife and analytical bias reduction for nonlinear panel models, CeMMAP working papers (2003) (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 (55)
2003
- Weak Instruments: Diagnosis and Cures in Empirical Econometrics
American Economic Review, 2003, 93, (2), 118-125 View citations (138)
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 (32)
- A New Specification Test for the Validity of Instrumental Variables
Econometrica, 2002, 70, (1), 163-189 View citations (183)
See also Working Paper A New Specification Test for the Validity of Instrumental Variables, Working papers (1999) View citations (11) (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 (384)
- Discontinuities of weak instrument limiting distributions
Economics Letters, 2002, 75, (3), 325-331 View citations (40)
- Jackknife minimum distance estimation
Economics Letters, 2002, 76, (1), 35-45 View citations (9)
- Notes on bias in estimators for simultaneous equation models
Economics Letters, 2002, 75, (2), 237-241 View citations (68)
- OPTIMAL INFERENCE WITH MANY INSTRUMENTS
Econometric Theory, 2002, 18, (1), 140-168 View citations (30)
2001
- Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects
Journal of Business & Economic Statistics, 2001, 19, (1), 16-17 View citations (15)
- Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
Economics Letters, 2001, 73, (2), 227-231 View citations (2)
- Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
Econometrica, 2001, 69, (1), 201-09 View citations (1441)
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
Econometric Theory, 2001, 17, (5), 913-932 View citations (34)
- Testing and comparing Value-at-Risk measures
Journal of Empirical Finance, 2001, 8, (3), 325-342 View citations (84)
See also Working Paper Testing and Comparing Value-at-Risk Measures, CIRANO Working Papers (2001) View citations (82) (2001)
2000
- A consistent semiparametric estimation of the consumer surplus distribution
Economics Letters, 2000, 69, (3), 245-251 View citations (8)
See also Working Paper A Consistent Semiparametric Estimator of the Consumer Surplus Distribution, Home Pages
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 (45)
- 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 (217)
1998
- An Alternative Estimator for the Censored Quantile Regression Model
Econometrica, 1998, 66, (3), 653-672 View citations (104)
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
Econometrica, 1998, 66, (2), 315-332 View citations (416)
1997
- A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models
Econometric Theory, 1997, 13, (4), 583-588 View citations (23)
- Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
International Economic Review, 1997, 38, (4), 795-808 View citations (31)
- Efficient estimation of panel data models with sequential moment restrictions
Journal of Econometrics, 1997, 79, (1), 1-21 View citations (39)
1996
- A Note on Bootstrapping Generalized Method of Moments Estimators
Econometric Theory, 1996, 12, (1), 187-197 View citations (38)
1995
- Bootstrapping Quantile Regression Estimators
Econometric Theory, 1995, 11, (1), 105-121 View citations (121)
1994
- The Efficiency Bound of the Mixed Proportional Hazard Model
The Review of Economic Studies, 1994, 61, (4), 607-629 View citations (30)
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 Estimation with Valid and Invalid Instruments, GENES (2005) View citations (44) (2005)
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