Details about Jinyong Hahn

Workplace:

Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by Jinyong Hahn.

Last updated 2023-06-07. Update your information in the RePEc Author Service.

Short-id: pha1189

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Working Papers

2025

1. Stratifying on Treatment Status
   Papers, arXiv.org

2024

2. 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)
3. 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)
4. Overidentification in Shift-Share Designs
   Papers, arXiv.org

2023

5. Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?
   NBER Working Papers, National Bureau of Economic Research, Inc
6. Logit-based alternatives to two-stage least squares
   Papers, arXiv.org
7. 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)
8. Standard errors when a regressor is randomly assigned
   Papers, arXiv.org View citations (2)

2022

9. Test of Neglected Heterogeneity in Dyadic Models
   Working Papers, University of California at Riverside, Department of Economics

2021

10. Breusch and Pagan’s (1980) Test Revisited
    Working Papers, University of California at Riverside, Department of Economics
11. 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

12. 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)
13. Synthetic Control and Inference
    Working Papers, University of California at Riverside, Department of Economics View citations (50)
    See also Journal Article Synthetic Control and Inference, Econometrics, MDPI (2017) View citations (41) (2017)

2016

14. 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)
15. 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

16. 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

17. Asymptotic efficiency of semiparametric two-step GMM
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (34)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (1)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012) View citations (6)
    CeMMAP working papers, Institute for Fiscal Studies (2014) View citations (9)
    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

18. 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

19. 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)
20. Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
21. Tests for neglected heterogeneity in moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2010

22. 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

23. Adaptive Experimental Design Using the Propensity Score
    Center Discussion Papers, Yale University, Economic Growth Center View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (2)
    Working Papers, Economic Growth Center, Yale University (2009) View citations (1)
    Working Papers, Yale University, Department of Economics (2009) View citations (2)
    See also Journal Article Adaptive Experimental Design Using the Propensity Score, Journal of Business & Economic Statistics, American Statistical Association (2011) View citations (54) (2011)
24. 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 (2008) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (23)

2006

25. 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

26. 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)
27. 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)
28. Understanding Bias in Nonlinear Panel Models: Some Recent Developments
    Working Papers, CEMFI View citations (23)

2003

29. 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 (360) (2004)

2001

30. 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

31. 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)
32. Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (60)
33. 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)
34. 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

35. 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

36. Quantile Regression Model with Unknown Censoring Point
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)

Undated

37. 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)
38. Quantile Regression Model with Unknown Censoring
    Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive

Journal Articles

2024

1. CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS
   Econometric Theory, 2024, 40, (1), 162-212
2. 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)
3. Estimation of average treatment effects for massively unbalanced binary outcomes
   Econometric Reviews, 2024, 43, (6), 319-344
4. 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

5. IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
   Econometric Theory, 2023, 39, (5), 1044-1066
6. Properties of least squares estimator in estimation of average treatment effects
   SERIEs: Journal of the Spanish Economic Association, 2023, 14, (3), 301-313
7. THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM
   Econometric Theory, 2023, 39, (1), 219-219
8. 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

9. JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS
   Econometric Theory, 2022, 38, (5), 942-958
10. Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
    Economics Letters, 2022, 219, (C)

2021

11. A small sigma approach to certain problems in errors-in-variables models
    Economics Letters, 2021, 208, (C) View citations (4)
12. Bootstrap Standard Error Estimates and Inference
    Econometrica, 2021, 89, (4), 1963-1977 View citations (7)
13. 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

14. 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

15. Three-stage semi-parametric inference: Control variables and differentiability
    Journal of Econometrics, 2019, 211, (1), 262-293 View citations (1)

2018

16. 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)
17. NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
    Econometric Theory, 2018, 34, (3), 574-597
18. NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
    Econometric Theory, 2018, 34, (6), 1281-1324 View citations (15)

2017

19. Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
    Journal of Econometrics, 2017, 200, (2), 238-250 View citations (4)
20. LM Test of Neglected Correlated Random Effects and Its Application
    Journal of Business & Economic Statistics, 2017, 35, (3), 359-370 View citations (1)
21. 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 (50) (2017)

2016

22. 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

23. Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
    Journal of Econometric Methods, 2015, 4, (1), 1-28

2014

24. 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 (34) (2014)
25. Neglected heterogeneity in moment condition models
    Journal of Econometrics, 2014, 178, (P1), 86-100

2013

26. 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)
27. 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)
28. Partial identification and mergers
    Economics Letters, 2013, 118, (1), 126-129

2012

29. 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

30. 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)
31. Adaptive Experimental Design Using the Propensity Score
    Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 View citations (54)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 (2011) View citations (54)
    See also Working Paper Adaptive Experimental Design Using the Propensity Score, Center Discussion Papers (2009) View citations (1) (2009)
32. BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
    Econometric Theory, 2011, 27, (6), 1152-1191 View citations (154)
33. Conditional Moment Restrictions and Triangular Simultaneous Equations
    The Review of Economics and Statistics, 2011, 93, (2), 683-689 View citations (17)
34. Parameter orthogonalization and Bayesian inference with many instruments
    Economics Letters, 2011, 112, (2), 207-209
35. Test of random versus fixed effects with small within variation
    Economics Letters, 2011, 112, (3), 293-297 View citations (3)
36. The Hausman test and weak instruments
    Journal of Econometrics, 2011, 160, (2), 289-299 View citations (37)

2010

37. Bounds on ATE with discrete outcomes
    Economics Letters, 2010, 109, (1), 24-27 View citations (4)
38. Design of randomized experiments to measure social interaction effects
    Economics Letters, 2010, 106, (1), 51-53 View citations (11)
39. PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
    Econometric Theory, 2010, 26, (3), 863-881 View citations (40)
40. Semiparametric information bound of dynamic discrete choice models
    Economics Letters, 2010, 108, (2), 109-112 View citations (3)
41. Stationarity and mixing properties of the dynamic Tobit model
    Economics Letters, 2010, 107, (2), 105-111 View citations (13)

2009

42. Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"
    Econometrica, 2009, 77, (6), 2009-2017 View citations (8)
43. The incidental parameter problem in a non-differentiable panel data model
    Economics Letters, 2009, 105, (2), 181-182 View citations (25)

2008

44. Specification testing under moment inequalities
    Economics Letters, 2008, 99, (2), 375-378 View citations (21)

2007

45. Long difference instrumental variables estimation for dynamic panel models with fixed effects
    Journal of Econometrics, 2007, 140, (2), 574-617 View citations (84)

2006

46. 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

47. 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)
48. Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
    Econometric Reviews, 2005, 24, (3), 247-263 View citations (12)
49. Identification and estimation of the linear-in-means model of social interactions
    Economics Letters, 2005, 88, (1), 1-6 View citations (76)
50. TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
    Econometric Theory, 2005, 21, (2), 455-469 View citations (3)

2004

51. 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)
52. Does Jeffrey's prior alleviate the incidental parameter problem?
    Economics Letters, 2004, 82, (1), 135-138 View citations (2)
53. Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
    Econometrics Journal, 2004, 7, (1), 272-306 View citations (206)
54. Functional Restriction and Efficiency in Causal Inference
    The Review of Economics and Statistics, 2004, 86, (1), 73-76 View citations (25)
55. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
    Econometrica, 2004, 72, (4), 1295-1319 View citations (360)
    See also Working Paper Jackknife and analytical bias reduction for nonlinear panel models, CeMMAP working papers (2003) (2003)
56. 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

57. Weak Instruments: Diagnosis and Cures in Empirical Econometrics
    American Economic Review, 2003, 93, (2), 118-125 View citations (139)

2002

58. 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)
59. 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)
60. 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 (386)
61. Discontinuities of weak instrument limiting distributions
    Economics Letters, 2002, 75, (3), 325-331 View citations (40)
62. Jackknife minimum distance estimation
    Economics Letters, 2002, 76, (1), 35-45 View citations (9)
63. Notes on bias in estimators for simultaneous equation models
    Economics Letters, 2002, 75, (2), 237-241 View citations (68)
64. OPTIMAL INFERENCE WITH MANY INSTRUMENTS
    Econometric Theory, 2002, 18, (1), 140-168 View citations (30)

2001

65. Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects
    Journal of Business & Economic Statistics, 2001, 19, (1), 16-17 View citations (15)
66. Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
    Economics Letters, 2001, 73, (2), 227-231 View citations (2)
67. Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
    Econometrica, 2001, 69, (1), 201-09 View citations (1444)
68. THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
    Econometric Theory, 2001, 17, (5), 913-932 View citations (34)
69. 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

70. 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

71. 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)
72. 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

73. An Alternative Estimator for the Censored Quantile Regression Model
    Econometrica, 1998, 66, (3), 653-672 View citations (105)
74. On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
    Econometrica, 1998, 66, (2), 315-332 View citations (417)

1997

75. A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models
    Econometric Theory, 1997, 13, (4), 583-588 View citations (23)
76. Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
    International Economic Review, 1997, 38, (4), 795-808 View citations (31)
77. Efficient estimation of panel data models with sequential moment restrictions
    Journal of Econometrics, 1997, 79, (1), 1-21 View citations (39)

1996

78. A Note on Bootstrapping Generalized Method of Moments Estimators
    Econometric Theory, 1996, 12, (1), 187-197 View citations (38)

1995

79. Bootstrapping Quantile Regression Estimators
    Econometric Theory, 1995, 11, (1), 105-121 View citations (122)

1994

80. The Efficiency Bound of the Mixed Proportional Hazard Model
    The Review of Economic Studies, 1994, 61, (4), 607-629 View citations (30)

Chapters

2010

1. 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)