Details about Sukjin Han

Access statistics for papers by Sukjin Han.

Last updated 2021-04-16. Update your information in the RePEc Author Service.

Short-id: pha802

Working Papers

2022

1. Sharp Bounds on Treatment Effects for Policy Evaluation
   Papers, arXiv.org View citations (1)

2021

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

2019

3. Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors
   Papers, arXiv.org View citations (14)
   See also Journal Article in Journal of Applied Econometrics (2019)
4. Identification in Nonparametric Models for Dynamic Treatment Effects
   Papers, arXiv.org View citations (4)
5. Multiple Treatments with Strategic Interaction
   Papers, arXiv.org View citations (4)

2018

6. Censored Quantile Instrumental Variable Estimation with Stata
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article in Stata Journal (2019)

2014

7. Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification
   Department of Economics Working Papers, The University of Texas at Austin, Department of Economics View citations (2)
   See also Journal Article in Quantitative Economics (2020)

2013

8. 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 View citations (3)

2008

9. 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

Journal Articles

2020

1. Nonparametric estimation of triangular simultaneous equations models under weak identification
   Quantitative Economics, 2020, 11, (1), 161-202 View citations (2)
   See also Working Paper (2014)

2019

2. Censored quantile instrumental-variable estimation with Stata
   Stata Journal, 2019, 19, (4), 768-781 View citations (4)
   See also Working Paper (2018)
3. Estimation and inference with a (nearly) singular Jacobian
   Quantitative Economics, 2019, 10, (3), 1019-1068 View citations (19)
4. Estimation in a generalization of bivariate probit models with dummy endogenous regressors
   Journal of Applied Econometrics, 2019, 34, (6), 994-1015 View citations (11)
   See also Working Paper (2019)

2017

5. Identification in a generalization of bivariate probit models with dummy endogenous regressors
   Journal of Econometrics, 2017, 199, (1), 63-73 View citations (31)

2009

6. 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 (10)

Software Items

2019

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