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Details about Sukjin Han

E-mail:
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 2020-04-06. Update your information in the RePEc Author Service.

Short-id: pha802


Jump to Journal Articles Software Items

Working Papers

2020

  1. Optimal Dynamic Treatment Regimes and Partial Welfare Ordering
    Papers, arXiv.org Downloads

2019

  1. Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2019)
  2. Identification in Nonparametric Models for Dynamic Treatment Effects
    Papers, arXiv.org Downloads View citations (3)
  3. Multiple Treatments with Strategic Interaction
    Papers, arXiv.org Downloads View citations (2)

2018

  1. Censored Quantile Instrumental Variable Estimation with Stata
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Stata Journal (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 (1)
    See also Journal Article in Quantitative Economics (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 (2)

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

2020

  1. Nonparametric estimation of triangular simultaneous equations models under weak identification
    Quantitative Economics, 2020, 11, (1), 161-202 Downloads
    See also Working Paper (2014)

2019

  1. Censored quantile instrumental-variable estimation with Stata
    Stata Journal, 2019, 19, (4), 768-781 Downloads
    See also Working Paper (2018)
  2. Estimation and inference with a (nearly) singular Jacobian
    Quantitative Economics, 2019, 10, (3), 1019-1068 Downloads View citations (4)
  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 (1)
    See also Working Paper (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 (12)

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 Downloads View citations (7)

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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