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 1 2 7 440
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 2 67 0 2 18 210
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 0 2 17 948
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 4 16 142
A quantile correlated random coefficients panel data model 0 0 0 15 0 2 14 60
A quantile correlated random coefficients panel data model 0 0 0 1 2 5 18 21
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 2 11 17 555
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 1 16 101
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 2 9 19 179
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 0 6 15 269
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 1 6 10 56
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 1 4 19 128
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 1 1 42 2 5 15 175
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 1 11 23 24
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 5 10 90
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 3 5 17 84
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 1 5 19 28
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 1 3 13 47
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 0 3 15 910
Breusch and Pagan’s (1980) Test Revisited 0 1 5 32 12 17 40 80
Econometric Inference Using Hausman Instruments 1 1 1 2 2 10 30 40
Econometric Inference Using Hausman Instruments 0 2 2 10 0 8 21 29
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 0 6 60
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 0 2 507 1 8 20 2,384
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 1 14 190
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 5 12 129
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 4 8 332
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 0 3 15 34
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 4 15 804
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 3 3 5 48 57
Logit-based alternatives to two-stage least squares 0 1 3 20 1 4 11 23
Overidentification in Shift-Share Designs 1 2 4 13 1 5 20 39
Quantile Regression Model with Unknown Censoring 0 0 0 282 1 5 11 818
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 0 3 10 608
Quantile Regression with Panel Data 1 1 4 56 8 19 43 201
Quantile regression with panel data 0 0 0 0 1 2 9 14
Quantile regression with panel data 0 0 1 30 0 3 10 135
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 0 4 10 1,130
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 1 3 9 751
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 0 3 9 389
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 1 3 22 522
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 1 7 210
Some Finite-Sample Results on the Hausman Test 0 0 0 7 2 6 15 25
Specification test on mixed logit models 0 0 0 41 1 1 7 44
Specification test on mixed logit models 0 0 0 0 0 1 7 12
Standard errors when a regressor is randomly assigned 0 0 0 20 0 2 7 16
Stratifying on Treatment Status 0 0 0 11 0 1 7 16
Synthetic Control and Inference 0 1 1 69 0 4 21 193
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 0 1 9 31
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 5 23 5,310
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 0 5 19 1,302
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 1 3 102
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 0 20 1 3 20 102
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 1 6 17 30
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 2 6 14 39
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 1 5 21 119
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 1 2 3 376 1 6 22 792
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 1 4 15 1,984
Total Working Papers 4 12 31 7,030 59 268 925 23,563

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 1 114 2 11 29 374
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 1 3 11 88
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 2 4 9 1,570
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 0 31 0 4 15 89
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 0 10 0 1 7 46
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 108 1 2 21 310
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 0 4 13 147
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 2 3 10 44
A quantile correlated random coefficients panel data model 0 0 0 7 0 3 16 73
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 2 7 27
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 0 3 16 204
Adaptive Experimental Design Using the Propensity Score 0 0 0 10 0 3 10 71
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 0 3 18 1,179
Asymptotic Efficiency of Semiparametric Two-step GMM 1 1 1 13 3 9 21 145
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 0 5 14 134
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 2 6 124
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 2 12 757
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 1 2 21 214
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 0 1 33 315
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 0 2 14 576
Bootstrap Standard Error Estimates and Inference 0 0 2 18 2 3 23 73
Bootstrapping Quantile Regression Estimators 0 0 3 157 0 2 20 385
Bounds on ATE with discrete outcomes 0 0 0 11 0 3 12 51
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 0 9 10
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 0 1 11 453
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 1 9 224
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 27 2 3 13 112
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 0 1 5 142
Design of randomized experiments to measure social interaction effects 0 0 0 88 0 0 10 237
Discontinuities of weak instrument limiting distributions 0 0 0 42 2 4 11 139
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 0 3 11 842
Efficient bias correction for cross‐section and panel data 0 0 0 0 1 3 12 18
Efficient estimation of panel data models with sequential moment restrictions 0 0 1 52 0 3 41 202
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 0 3 0 3 9 14
Estimation with Valid and Invalid Instruments 0 0 0 18 0 2 16 72
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 10 24 715
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 2 11 174
Functional Restriction and Efficiency in Causal Inference 1 1 4 47 1 3 16 167
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 0 6 272
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 0 1 1 2 8 11
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 14 52 349 3,526
Identification and estimation of the linear-in-means model of social interactions 0 0 1 263 0 1 7 591
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 1 2 20 2 13 23 106
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 0 0 8 18
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 2 8 37 697
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 1 2 3 5 16 24
Jackknife minimum distance estimation 0 0 0 99 1 2 9 437
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 2 5 39
Long difference instrumental variables estimation for dynamic panel models with fixed effects 1 1 3 836 1 5 25 2,062
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 1 7 19 699
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 0 2 8 29
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 0 8 16 53
Neglected heterogeneity in moment condition models 0 0 0 20 0 1 6 94
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 0 1 6 69
Notes on bias in estimators for simultaneous equation models 0 0 0 214 1 5 18 505
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 0 3 13 65
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 8 23 69 1,597
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 1 32 1 1 9 82
Parameter orthogonalization and Bayesian inference with many instruments 0 0 0 18 0 4 7 65
Partial identification and mergers 0 0 0 4 0 2 7 63
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments 0 0 1 3 0 1 12 20
Properties of least squares estimator in estimation of average treatment effects 0 0 0 2 1 4 17 26
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 3 12 109
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 0 1 14 66
Some finite-sample results on the Hausman test 0 0 0 1 0 4 10 14
Specification test on mixed logit models 0 0 1 12 1 1 8 53
Specification testing under moment inequalities 0 1 1 30 0 2 11 93
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 1 4 10 139
Synthetic Control and Inference 0 0 2 47 0 5 29 211
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 0 2 6 156
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 3 1 4 17 23
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 1 2 8 164
Test of random versus fixed effects with small within variation 0 1 3 66 0 4 18 184
Testing and comparing Value-at-Risk measures 0 0 1 270 0 1 16 733
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 0 67 0 1 10 258
The Hausman test and weak instruments 1 2 5 193 4 11 29 712
The incidental parameter problem in a non-differentiable panel data model 0 0 1 36 1 3 20 132
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 0 4 13 15
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 1 4 11 54
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 1 2 328 0 2 20 737
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 1 126 0 4 16 481
Total Journal Articles 4 9 45 5,864 66 330 1,544 26,001

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 0 1 8 96
Total Chapters 0 0 0 0 0 1 8 96

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Statistics updated 2026-06-04