Access Statistics for Jinyong Hahn

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Semiparametric Estimator of the Consumer Surplus Distribution 0 0 0 95 0 1 1 433
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 1 1 66 1 2 3 194
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 0 0 2 931
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 1 3 127
A quantile correlated random coefficients panel data model 0 0 0 15 0 0 1 46
A quantile correlated random coefficients panel data model 0 0 0 1 0 0 1 3
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 0 0 1 538
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 1 1 2 161
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 0 1 4 254
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 0 1 85
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 0 0 1 46
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 0 2 109
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 2 41 0 1 4 160
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 0 0 80
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 0 2 67
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 0 0 0 1
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 0 0 3 9
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 0 0 34
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 1 1 5 896
Breusch and Pagan’s (1980) Test Revisited 0 1 4 28 0 1 11 41
Econometric Inference Using Hausman Instruments 0 0 1 1 1 2 11 11
Econometric Inference Using Hausman Instruments 0 2 8 8 1 3 9 9
Efficient Bias Correction for Cross-section and Panel Data 1 1 1 34 2 2 2 56
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 0 2 505 0 0 8 2,364
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 3 6 178
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 2 3 325
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 31 0 0 2 117
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 0 0 3 19
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 2 23 28 32 37
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 0 0 789
Logit-based alternatives to two-stage least squares 0 1 1 17 1 3 4 13
Overidentification in Shift-Share Designs 1 2 3 11 1 3 10 21
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 0 1 807
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 0 0 1 598
Quantile Regression with Panel Data 1 1 2 53 3 7 16 161
Quantile regression with panel data 0 0 0 0 0 0 1 5
Quantile regression with panel data 0 1 3 29 0 1 6 125
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 0 0 0 1,120
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 1 1 2 381
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 0 1 742
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 1 500
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 1 1 203
Some Finite-Sample Results on the Hausman Test 0 0 0 7 0 0 1 10
Specification test on mixed logit models 0 0 0 0 1 1 3 6
Specification test on mixed logit models 0 0 0 41 0 0 2 37
Standard errors when a regressor is randomly assigned 0 0 0 20 0 0 2 9
Stratifying on Treatment Status 0 0 0 11 0 0 1 9
Synthetic Control and Inference 0 0 2 68 2 4 10 174
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 0 1 1 22
Testing and Comparing Value-at-Risk Measures 0 0 1 2,082 1 1 7 5,288
Testing, Comparing, and Combining Value at Risk Measures 0 0 1 622 0 0 1 1,283
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 0 0 99
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 1 20 1 1 2 83
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 0 0 3 13
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 0 0 5 25
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 0 0 2 98
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 0 0 5 373 0 2 13 772
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 1 3 3 1,972
Total Working Papers 3 10 40 7,005 43 78 223 22,696

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS 0 0 0 113 0 0 0 345
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 0 0 0 77
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 0 0 2 1,561
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 1 31 0 0 2 74
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 1 10 0 0 2 39
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 5 107 2 3 12 291
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 1 1 2 135
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 0 0 1 34
A quantile correlated random coefficients panel data model 0 0 0 7 0 0 5 57
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 0 2 20
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 0 0 0 188
Adaptive Experimental Design Using the Propensity Score 0 0 1 10 0 1 4 61
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 3 3 3 1,164
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 2 12 2 2 9 126
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 1 9 0 0 3 120
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large 0 0 0 41 1 2 2 120
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 1 8 745
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 38 1 2 5 195
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 1 134 0 1 3 283
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 0 1 2 562
Bootstrap Standard Error Estimates and Inference 0 0 1 16 3 3 8 53
Bootstrapping Quantile Regression Estimators 2 4 8 157 5 9 20 373
Bounds on ATE with discrete outcomes 0 0 0 11 4 4 5 43
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 0 1 1
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 1 1 8 443
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 1 2 216
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 1 27 2 2 5 101
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 1 26 1 1 2 138
Design of randomized experiments to measure social interaction effects 0 0 7 88 2 2 12 229
Discontinuities of weak instrument limiting distributions 0 0 1 42 0 0 2 128
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 1 1 2 832
Efficient bias correction for cross‐section and panel data 0 0 0 0 1 1 7 7
Efficient estimation of panel data models with sequential moment restrictions 0 0 0 51 1 1 3 162
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 3 3 1 1 6 6
Estimation with Valid and Invalid Instruments 0 0 1 18 0 0 3 56
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 0 3 691
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 1 1 2 164
Functional Restriction and Efficiency in Causal Inference 0 0 2 43 1 1 3 152
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 1 1 4 267
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 1 1 0 0 2 3
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 3 17 88 3,184
Identification and estimation of the linear-in-means model of social interactions 0 0 1 262 0 0 2 584
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 0 1 18 1 1 3 84
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 2 4 0 1 5 11
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 4 172 0 1 9 660
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 1 1 1 0 2 2 8
Jackknife minimum distance estimation 0 0 0 99 0 0 3 428
LM Test of Neglected Correlated Random Effects and Its Application 0 0 1 5 1 1 3 35
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 2 5 834 0 2 9 2,038
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 1 1 256 0 1 3 681
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 0 0 2 21
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 0 1 8 37
Neglected heterogeneity in moment condition models 0 0 0 20 1 1 2 89
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 1 1 1 64
Notes on bias in estimators for simultaneous equation models 0 0 1 214 0 0 2 487
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 1 1 1 53
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 5 11 63 1,535
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 2 2 32 0 2 4 74
Parameter orthogonalization and Bayesian inference with many instruments 0 0 1 18 0 0 1 58
Partial identification and mergers 0 0 1 4 1 1 4 57
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments 0 0 1 2 0 0 1 8
Properties of least squares estimator in estimation of average treatment effects 0 0 1 2 0 0 5 9
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 0 1 97
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 2 2 3 54
Some finite-sample results on the Hausman test 0 0 1 1 0 0 4 4
Specification test on mixed logit models 0 0 1 11 1 1 3 46
Specification testing under moment inequalities 0 0 0 29 0 0 1 82
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 1 1 2 130
Synthetic Control and Inference 0 1 5 45 1 3 17 184
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 0 0 0 150
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 2 0 0 1 6
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 0 0 0 156
Test of random versus fixed effects with small within variation 0 0 0 63 1 1 2 167
Testing and comparing Value-at-Risk measures 0 1 6 269 0 2 10 718
The Efficiency Bound of the Mixed Proportional Hazard Model 0 1 1 67 3 4 5 251
The Hausman test and weak instruments 0 3 5 189 2 8 14 688
The incidental parameter problem in a non-differentiable panel data model 1 1 1 36 2 2 4 114
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 1 1 1 3
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 0 0 2 43
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 0 2 326 1 1 7 718
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 0 125 0 3 6 467
Total Journal Articles 3 17 84 5,827 65 120 471 24,545

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation with Valid and Invalid Instruments 0 0 0 0 1 1 7 89
Total Chapters 0 0 0 0 1 1 7 89

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Statistics updated 2025-08-05