Access Statistics for Jinyong Hahn

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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 0 0 432
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 2 65 0 0 5 192
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 2 2 2 931
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 0 2 126
A quantile correlated random coefficients panel data model 0 0 0 1 0 0 1 3
A quantile correlated random coefficients panel data model 0 0 0 15 0 0 1 46
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 0 1 85
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 0 1 1 160
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 1 2 3 253
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 0 0 2 46
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 0 2 109
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 1 2 41 1 1 4 159
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 44 0 0 0 80
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 0 0 3 9
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 0 2 67
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 0 2 4 895
Breusch and Pagan’s (1980) Test Revisited 0 1 3 27 1 5 14 40
Econometric Inference Using Hausman Instruments 0 1 1 1 1 6 9 9
Econometric Inference Using Hausman Instruments 0 0 6 6 0 0 6 6
Efficient Bias Correction for Cross-section and Panel Data 0 0 0 33 0 0 2 54
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 1 2 505 0 1 11 2,364
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 3 175
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 0 1 323
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 1 3 19
Jackknife and analytical bias reduction for nonlinear panel models 0 0 2 2 0 1 7 9
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 323 0 0 2 789
Logit-based alternatives to two-stage least squares 0 0 0 16 0 0 2 10
Overidentification in Shift-Share Designs 0 0 9 9 0 3 18 18
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 1 1 807
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 0 0 1 598
Quantile Regression with Panel Data 0 0 2 52 0 2 11 154
Quantile regression with panel data 0 0 0 0 0 0 1 5
Quantile regression with panel data 0 1 2 28 1 2 5 124
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 0 236 0 0 1 742
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 1 1 1 380
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 0 202
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 1 500
Some Finite-Sample Results on the Hausman Test 0 0 0 7 1 1 3 10
Specification test on mixed logit models 0 0 0 0 0 0 2 5
Specification test on mixed logit models 0 0 0 41 0 1 2 37
Standard errors when a regressor is randomly assigned 0 0 0 20 0 1 3 9
Stratifying on Treatment Status 0 0 11 11 0 1 9 9
Synthetic Control and Inference 1 1 3 68 1 3 8 170
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 0 0 0 21
Testing and Comparing Value-at-Risk Measures 0 0 1 2,082 1 3 8 5,287
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 1 1 1 20 1 1 2 82
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 1 2 5 13
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 1 17 0 1 6 25
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 1 41 0 2 3 98
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 0 1 6 373 0 2 14 770
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 0 0 0 1,969
Total Working Papers 3 8 58 6,995 13 49 202 22,618

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 1 345
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 0 0 1 77
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 1 1 3 1,561
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 2 31 0 1 4 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 1 6 107 0 1 13 288
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 0 1 1 134
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 1 7 0 1 3 34
A quantile correlated random coefficients panel data model 0 0 0 7 0 1 6 57
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 2 2 20
Adaptive Experimental Design Using the Propensity Score 0 0 1 41 0 0 2 188
Adaptive Experimental Design Using the Propensity Score 0 0 2 10 0 0 5 60
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 0 0 2 1,161
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 3 12 1 2 10 124
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 1 9 0 0 5 120
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 0 0 0 118
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 1 7 744
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 38 0 0 6 193
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 134 0 0 4 282
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 1 1 1 561
Bootstrap Standard Error Estimates and Inference 1 1 2 16 2 4 7 50
Bootstrapping Quantile Regression Estimators 0 0 5 153 2 2 14 364
Bounds on ATE with discrete outcomes 0 0 0 11 0 0 1 39
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 3 7 442
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 0 1 215
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 1 27 0 1 3 99
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 1 26 0 0 1 137
Design of randomized experiments to measure social interaction effects 0 1 8 88 1 3 11 227
Discontinuities of weak instrument limiting distributions 0 1 1 42 0 1 2 128
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 0 1 1 831
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 2 6 6
Efficient estimation of panel data models with sequential moment restrictions 0 0 0 51 1 1 2 161
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 3 3 1 1 5 5
Estimation with Valid and Invalid Instruments 1 1 3 18 2 2 8 56
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 2 3 691
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 1 1 163
Functional Restriction and Efficiency in Causal Inference 0 1 2 43 0 1 4 151
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 0 3 266
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 1 1 0 1 2 3
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 4 21 100 3,167
Identification and estimation of the linear-in-means model of social interactions 1 1 1 262 1 1 3 584
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 1 1 18 0 1 2 83
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 1 2 4 0 1 4 10
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 1 1 4 172 1 2 11 659
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 0 0 0 0 0 6
Jackknife minimum distance estimation 0 0 0 99 0 0 3 428
LM Test of Neglected Correlated Random Effects and Its Application 0 1 1 5 1 2 2 34
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 2 5 832 0 3 11 2,036
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 1 255 0 0 3 680
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 0 1 2 21
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 0 5 8 36
Neglected heterogeneity in moment condition models 0 0 0 20 0 0 1 88
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 0 0 1 63
Notes on bias in estimators for simultaneous equation models 0 1 2 214 0 1 3 487
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 0 0 0 52
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 3 15 103 1,524
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 30 1 2 2 72
Parameter orthogonalization and Bayesian inference with many instruments 0 0 1 18 0 0 2 58
Partial identification and mergers 0 1 1 4 0 1 3 56
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 2 8
Properties of least squares estimator in estimation of average treatment effects 0 1 2 2 0 4 6 9
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 1 1 97
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 0 0 1 52
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 0 1 2 45
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 0 0 1 129
Synthetic Control and Inference 0 0 4 44 0 1 16 181
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 0 1 1 166
Testing and comparing Value-at-Risk measures 0 0 6 268 0 0 10 716
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 0 66 0 0 1 247
The Hausman test and weak instruments 0 0 2 186 0 2 7 680
The incidental parameter problem in a non-differentiable panel data model 0 0 1 35 0 0 3 112
The influence function of semiparametric two-step estimators with estimated control variables 0 0 1 1 0 0 1 2
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 1 2 2 43
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 1 2 326 0 2 7 717
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 0 125 0 2 5 464
Total Journal Articles 4 17 87 5,810 25 110 497 24,425

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 3 7 88
Total Chapters 0 0 0 0 1 3 7 88

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Statistics updated 2025-05-12