Details about Jinyong Hahn

Access statistics for papers by Jinyong Hahn.

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Short-id: pha1189

Working Papers

2017

1. Specification test on mixed logit models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2. Synthetic Control and Inference
   Working Papers, University of California at Riverside, Department of Economics View citations (8)
   See also Journal Article in Econometrics (2017)

2016

3. A quantile correlated random coefficients panel data model
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
   See also Journal Article in Journal of Econometrics (2018)
4. 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

5. Quantile Regression with Panel Data
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (7)

2014

6. Asymptotic efficiency of semiparametric two-step GMM
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
   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

7. Average and Quantile Effects in Nonseparable Panel Models
   Papers, arXiv.org View citations (39)
   See also Journal Article in Econometrica (2013)

2011

8. 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)
9. Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
10. Tests for neglected heterogeneity in moment condition models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2010

11. 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)

2009

12. 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, Yale University, Department of Economics (2009) View citations (2)
    Working Papers, Economic Growth Center, Yale University (2009) View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2011)
13. 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

14. 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

15. 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)
16. 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)
17. Understanding Bias in Nonlinear Panel Models: Some Recent Developments
    Working Papers, CEMFI View citations (13)

2003

18. Jackknife and analytical bias reduction for nonlinear panel models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    See also Journal Article in Econometrica (2004)

2001

19. Testing and Comparing Value-at-Risk Measures
    CIRANO Working Papers, CIRANO View citations (55)
    See also Journal Article in Journal of Empirical Finance (2001)

1999

20. 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)
21. Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
22. 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)
23. 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 (18)

1998

24. Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
    Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) View citations (3)
    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)

1995

25. Quantile Regression Model with Unknown Censoring Point
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)

Undated

26. A Consistent Semiparametric Estimator of the Consumer Surplus Distribution
    Home Pages, University of Pennsylvania
    See also Journal Article in Economics Letters (2000)
27. Quantile Regression Model with Unknown Censoring
    Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive

Journal Articles

2018

1. A quantile correlated random coefficients panel data model
   Journal of Econometrics, 2018, 206, (2), 305-335
   See also Working Paper (2016)
2. NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
   Econometric Theory, 2018, 34, (03), 574-597
3. NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
   Econometric Theory, 2018, 34, (06), 1281-1324 View citations (1)

2017

4. Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
   Journal of Econometrics, 2017, 200, (2), 238-250
5. LM Test of Neglected Correlated Random Effects and Its Application
   Journal of Business & Economic Statistics, 2017, 35, (3), 359-370 View citations (1)
6. Synthetic Control and Inference
   Econometrics, 2017, 5, (4), 1-12 View citations (5)
   See also Working Paper (2017)

2016

7. 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 (3)
   See also Working Paper (2006)

2015

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

2014

9. Asymptotic Efficiency of Semiparametric Two-step GMM
   Review of Economic Studies, 2014, 81, (3), 919-943 View citations (8)
   See also Working Paper (2014)
10. Neglected heterogeneity in moment condition models
    Journal of Econometrics, 2014, 178, (P1), 86-100

2013

11. Asymptotic Variance of Semiparametric Estimators With Generated Regressors
    Econometrica, 2013, 81, (1), 315-340 View citations (16)
12. Average and Quantile Effects in Nonseparable Panel Models
    Econometrica, 2013, 81, (2), 535-580 View citations (70)
    See also Working Paper (2013)
13. Partial identification and mergers
    Economics Letters, 2013, 118, (1), 126-129

2012

14. A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
    The Review of Economics and Statistics, 2012, 94, (2), 481-498 View citations (32)
    See also Working Paper (2011)

2011

15. 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 (10)
16. Adaptive Experimental Design Using the Propensity Score
    Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 View citations (15)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 96-108 (2011) View citations (18)
    See also Working Paper (2009)
17. BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
    Econometric Theory, 2011, 27, (06), 1152-1191 View citations (80)
18. Conditional Moment Restrictions and Triangular Simultaneous Equations
    The Review of Economics and Statistics, 2011, 93, (2), 683-689 View citations (11)
19. Parameter orthogonalization and Bayesian inference with many instruments
    Economics Letters, 2011, 112, (2), 207-209
20. Test of random versus fixed effects with small within variation
    Economics Letters, 2011, 112, (3), 293-297 View citations (1)
21. The Hausman test and weak instruments
    Journal of Econometrics, 2011, 160, (2), 289-299 View citations (23)

2010

22. Bounds on ATE with discrete outcomes
    Economics Letters, 2010, 109, (1), 24-27
23. Design of randomized experiments to measure social interaction effects
    Economics Letters, 2010, 106, (1), 51-53 View citations (6)
24. PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
    Econometric Theory, 2010, 26, (03), 863-881 View citations (8)
25. Semiparametric information bound of dynamic discrete choice models
    Economics Letters, 2010, 108, (2), 109-112
26. Stationarity and mixing properties of the dynamic Tobit model
    Economics Letters, 2010, 107, (2), 105-111 View citations (6)

2009

27. Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"
    Econometrica, 2009, 77, (6), 2009-2017 View citations (5)
28. The incidental parameter problem in a non-differentiable panel data model
    Economics Letters, 2009, 105, (2), 181-182 View citations (16)

2008

29. Specification testing under moment inequalities
    Economics Letters, 2008, 99, (2), 375-378 View citations (13)

2007

30. Long difference instrumental variables estimation for dynamic panel models with fixed effects
    Journal of Econometrics, 2007, 140, (2), 574-617 View citations (46)

2006

31. REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
    Econometric Theory, 2006, 22, (03), 499-512 View citations (22)
    See also Working Paper (2005)

2005

32. Estimation with Valid and Invalid Instruments
    Annals of Economics and Statistics, 2005, (79-80), 25-57 View citations (4)
    See also Chapter (2010)
33. Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
    Econometric Reviews, 2005, 24, (3), 247-263 View citations (8)
34. Identification and estimation of the linear-in-means model of social interactions
    Economics Letters, 2005, 88, (1), 1-6 View citations (57)
35. TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
    Econometric Theory, 2005, 21, (02), 455-469 View citations (1)

2004

36. 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)
37. Does Jeffrey's prior alleviate the incidental parameter problem?
    Economics Letters, 2004, 82, (1), 135-138 View citations (2)
38. Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
    Econometrics Journal, 2004, 7, (1), 272-306 View citations (137)
39. Functional Restriction and Efficiency in Causal Inference
    The Review of Economics and Statistics, 2004, 86, (1), 73-76 View citations (16)
40. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
    Econometrica, 2004, 72, (4), 1295-1319 View citations (142)
    See also Working Paper (2003)
41. 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 (30)

2003

42. Weak Instruments: Diagnosis and Cures in Empirical Econometrics
    American Economic Review, 2003, 93, (2), 118-125 View citations (103)

2002

43. 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)
44. A New Specification Test for the Validity of Instrumental Variables
    Econometrica, 2002, 70, (1), 163-189 View citations (143)
    See also Working Paper (1999)
45. 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 (208)
46. Discontinuities of weak instrument limiting distributions
    Economics Letters, 2002, 75, (3), 325-331 View citations (34)
47. Jackknife minimum distance estimation
    Economics Letters, 2002, 76, (1), 35-45 View citations (7)
48. Notes on bias in estimators for simultaneous equation models
    Economics Letters, 2002, 75, (2), 237-241 View citations (62)
49. OPTIMAL INFERENCE WITH MANY INSTRUMENTS
    Econometric Theory, 2002, 18, (01), 140-168 View citations (22)

2001

50. Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects
    Journal of Business & Economic Statistics, 2001, 19, (1), 16-17 View citations (12)
51. Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
    Economics Letters, 2001, 73, (2), 227-231
52. Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
    Econometrica, 2001, 69, (1), 201-09 View citations (786)
53. THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
    Econometric Theory, 2001, 17, (05), 913-932 View citations (14)
54. Testing and comparing Value-at-Risk measures
    Journal of Empirical Finance, 2001, 8, (3), 325-342 View citations (64)
    See also Working Paper (2001)

2000

55. A consistent semiparametric estimation of the consumer surplus distribution
    Economics Letters, 2000, 69, (3), 245-251 View citations (3)
    See also Working Paper

1999

56. How informative is the initial condition in the dynamic panel model with fixed effects?
    Journal of Econometrics, 1999, 93, (2), 309-326 View citations (31)
57. 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 (136)

1998

58. An Alternative Estimator for the Censored Quantile Regression Model
    Econometrica, 1998, 66, (3), 653-672 View citations (72)
59. On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
    Econometrica, 1998, 66, (2), 315-332 View citations (191)

1997

60. A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models
    Econometric Theory, 1997, 13, (04), 583-588 View citations (6)
61. Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
    International Economic Review, 1997, 38, (4), 795-808 View citations (15)
62. Efficient estimation of panel data models with sequential moment restrictions
    Journal of Econometrics, 1997, 79, (1), 1-21 View citations (28)

1996

63. A Note on Bootstrapping Generalized Method of Moments Estimators
    Econometric Theory, 1996, 12, (01), 187-197 View citations (30)

1995

64. Bootstrapping Quantile Regression Estimators
    Econometric Theory, 1995, 11, (01), 105-121 View citations (70)

1994

65. The Efficiency Bound of the Mixed Proportional Hazard Model
    Review of Economic Studies, 1994, 61, (4), 607-629 View citations (17)

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 in Annals of Economics and Statistics (2005)