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Details about Sukjin Han

Homepage:https://sites.google.com/site/sukjinhanwebpage/
Workplace:Department of Economics, University of Texas-Austin, (more information at EDIRC)

Access statistics for papers by Sukjin Han.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pha802


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Working Papers

2024

  1. Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
    Papers, arXiv.org Downloads
  2. Inference for Interval-Identified Parameters Selected from an Estimated Set
    Papers, arXiv.org Downloads
  3. Mining Causality: AI-Assisted Search for Instrumental Variables
    Papers, arXiv.org Downloads
  4. Policy Learning with Distributional Welfare
    Papers, arXiv.org Downloads
  5. Set-Valued Control Functions
    Papers, arXiv.org Downloads
  6. Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts
    Papers, arXiv.org Downloads View citations (2)
    Also in Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK (2021) Downloads View citations (2)
  7. Testing Information Ordering for Strategic Agents
    Papers, arXiv.org Downloads

2023

  1. A Computational Approach to Identification of Treatment Effects for Policy Evaluation
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article A computational approach to identification of treatment effects for policy evaluation, Journal of Econometrics, Elsevier (2024) Downloads (2024)
  2. On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables
    Papers, arXiv.org Downloads

2021

  1. Optimal Dynamic Treatment Regimes and Partial Welfare Ordering
    Papers, arXiv.org Downloads View citations (2)

2019

  1. Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors
    Papers, arXiv.org Downloads View citations (21)
    See also Journal Article Estimation in a generalization of bivariate probit models with dummy endogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) Downloads View citations (17) (2019)
  2. Identification in Nonparametric Models for Dynamic Treatment Effects
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Identification in nonparametric models for dynamic treatment effects, Journal of Econometrics, Elsevier (2021) Downloads View citations (7) (2021)
  3. Multiple Treatments with Strategic Interaction
    Papers, arXiv.org Downloads View citations (4)

2018

  1. Censored Quantile Instrumental Variable Estimation with Stata
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article Censored quantile instrumental-variable estimation with Stata, Stata Journal, StataCorp LP (2019) Downloads View citations (5) (2019)

2014

  1. Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification
    Department of Economics Working Papers, The University of Texas at Austin, Department of Economics Downloads View citations (2)
    See also Journal Article Nonparametric estimation of triangular simultaneous equations models under weak identification, Quantitative Economics, Econometric Society (2020) Downloads View citations (5) (2020)

2013

  1. Identification in a Generalization of Bivariate Probit Models with Endogenous Regressors
    Department of Economics Working Papers, The University of Texas at Austin, Department of Economics Downloads View citations (4)

2008

  1. Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

Journal Articles

2024

  1. A computational approach to identification of treatment effects for policy evaluation
    Journal of Econometrics, 2024, 240, (1) Downloads
    See also Working Paper A Computational Approach to Identification of Treatment Effects for Policy Evaluation, Papers (2023) Downloads View citations (2) (2023)

2023

  1. Multiple treatments with strategic substitutes
    Journal of Econometrics, 2023, 234, (2), 732-757 Downloads View citations (2)

2021

  1. Comment: Individualized Treatment Rules Under Endogeneity
    Journal of the American Statistical Association, 2021, 116, (533), 192-195 Downloads View citations (1)
  2. Identification in nonparametric models for dynamic treatment effects
    Journal of Econometrics, 2021, 225, (2), 132-147 Downloads View citations (7)
    See also Working Paper Identification in Nonparametric Models for Dynamic Treatment Effects, Papers (2019) Downloads View citations (5) (2019)

2020

  1. Nonparametric estimation of triangular simultaneous equations models under weak identification
    Quantitative Economics, 2020, 11, (1), 161-202 Downloads View citations (5)
    See also Working Paper Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification, Department of Economics Working Papers (2014) Downloads View citations (2) (2014)

2019

  1. Censored quantile instrumental-variable estimation with Stata
    Stata Journal, 2019, 19, (4), 768-781 Downloads View citations (5)
    See also Working Paper Censored Quantile Instrumental Variable Estimation with Stata, NBER Working Papers (2018) Downloads View citations (3) (2018)
  2. Estimation and inference with a (nearly) singular Jacobian
    Quantitative Economics, 2019, 10, (3), 1019-1068 Downloads View citations (24)
  3. Estimation in a generalization of bivariate probit models with dummy endogenous regressors
    Journal of Applied Econometrics, 2019, 34, (6), 994-1015 Downloads View citations (17)
    See also Working Paper Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors, Papers (2019) Downloads View citations (21) (2019)

2017

  1. Identification in a generalization of bivariate probit models with dummy endogenous regressors
    Journal of Econometrics, 2017, 199, (1), 63-73 Downloads View citations (52)

2009

  1. Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
    Econometrics Journal, 2009, 12, (s1), S172-S199 View citations (15)

Software Items

2019

  1. CQIV: Stata module to perform censored quantile instrumental variables regression
    Statistical Software Components, Boston College Department of Economics Downloads View citations (11)
 
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