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 0 1 424
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 56 0 0 0 155
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 0 2 6 894
A practical asymptotic variance estimator for two-step semiparametric estimators 0 1 3 43 0 1 5 103
A quantile correlated random coefficients panel data model 0 0 0 12 0 0 4 20
Adaptive Experimental Design Using the Propensity Score 0 0 0 54 0 1 5 202
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 0 0 2 92
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 0 1 6 506
Adaptive Experimental Design Using the Propensity Score 0 0 0 0 0 1 4 4
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 0 1 4 22
Asymptotic Efficiency of Semiparametric Two-step GMM 0 1 2 28 0 3 6 80
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 0 34 0 0 3 125
Asymptotic efficiency of semiparametric two-step GMM 0 0 2 9 0 0 6 44
Asymptotic efficiency of semiparametric two-step GMM 0 1 1 43 2 5 8 60
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 1 0 2 3 5
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 1 2 8 840
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 3 13 459 1 6 28 2,200
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 2 135
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 105 1 1 4 303
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 29 0 0 0 94
Jackknife and analytical bias reduction for nonlinear panel models 0 1 5 311 1 3 12 745
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 0 1 770
Quantile Regression Model with Unknown Censoring Point 0 0 0 166 0 0 1 565
Quantile Regression with Panel Data 1 1 2 38 2 3 8 76
Quantile regression with panel data 0 0 2 18 1 2 11 71
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 120 1 2 2 373
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 235 0 1 3 729
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 195 0 0 1 1,104
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 2 3 195
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 1 3 488
Specification test on mixed logit models 0 2 38 38 1 5 21 21
Synthetic Control and Inference 1 2 4 42 3 9 25 47
Testing and Comparing Value-at-Risk Measures 0 4 7 2,068 0 5 13 5,241
Testing, Comparing, and Combining Value at Risk Measures 0 2 6 597 3 5 17 1,192
Tests for neglected heterogeneity in moment condition models 0 0 1 62 0 1 4 89
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 1 1 15 2 4 5 53
The asymptotic variance of semi-parametric estimators with generated regressors 0 1 1 38 0 2 3 82
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 0 0 1 332 0 0 1 673
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 271 1 1 10 1,940
Total Working Papers 2 20 91 6,539 20 72 249 20,762


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 1 1 4 98 1 2 7 299
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 1 7 1 1 7 63
A New Specification Test for the Validity of Instrumental Variables 0 1 6 431 0 1 13 1,524
A Note on Bootstrapping Generalized Method of Moments Estimators 0 2 3 19 0 2 3 45
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 2 8 1 2 4 25
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 2 6 63 2 6 13 178
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 0 0 3 111
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 1 1 0 0 2 3
A quantile correlated random coefficients panel data model 0 0 1 1 0 3 12 12
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 2 5 17
Adaptive Experimental Design Using the Propensity Score 0 0 0 38 0 0 3 135
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 2 5 17 1,079
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 4 0 3 14 69
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 3 1 2 11 66
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large 0 0 2 40 0 2 4 113
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 2 8 267 0 4 17 678
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 24 0 2 12 125
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 1 4 116 0 3 12 237
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 0 2 7 533
Bootstrapping Quantile Regression Estimators 0 0 0 107 2 5 7 261
Bounds on ATE with discrete outcomes 0 0 1 8 0 1 3 29
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 2 2 13 378
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 1 5 189
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 21 0 0 1 64
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 24 0 0 0 132
Design of randomized experiments to measure social interaction effects 0 0 2 67 0 1 4 176
Discontinuities of weak instrument limiting distributions 0 2 3 37 0 4 7 116
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 2 234 0 0 2 818
Efficient estimation of panel data models with sequential moment restrictions 0 1 1 44 2 3 6 132
Estimation with Valid and Invalid Instruments 0 0 4 10 0 0 4 18
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 1 6 194 0 3 13 663
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 48 1 1 2 140
Functional Restriction and Efficiency in Causal Inference 0 0 1 32 0 0 5 113
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 9 119 2 2 17 239
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 15 42 170 2,391
Identification and estimation of the linear-in-means model of social interactions 0 0 2 239 1 2 10 507
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 0 4 6 1 1 22 54
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 1 2 7 156 1 9 26 578
Jackknife minimum distance estimation 1 1 1 97 1 2 6 412
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 0 0 0 12 21
Long difference instrumental variables estimation for dynamic panel models with fixed effects 5 24 67 655 13 57 178 1,496
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 3 231 0 2 11 614
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 3 3 0 0 6 7
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 0 0 0 2 2
Neglected heterogeneity in moment condition models 0 0 1 18 0 0 5 77
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 1 15 0 2 6 53
Notes on bias in estimators for simultaneous equation models 0 4 14 194 0 6 25 449
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 15 0 0 0 39
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 4 16 58 1,110
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 1 27 0 0 2 60
Parameter orthogonalization and Bayesian inference with many instruments 0 0 2 15 0 0 3 43
Partial identification and mergers 0 0 0 2 0 0 1 39
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 1 9 28 0 1 17 76
Semiparametric information bound of dynamic discrete choice models 0 0 0 14 0 2 2 44
Specification testing under moment inequalities 0 1 2 27 0 1 3 76
Stationarity and mixing properties of the dynamic Tobit model 1 1 2 34 1 1 3 114
Synthetic Control and Inference 1 1 6 12 5 13 33 50
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 45 0 0 6 130
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 1 51 0 1 3 148
Test of random versus fixed effects with small within variation 0 1 1 58 0 2 6 143
Testing and comparing Value-at-Risk measures 0 2 7 246 2 7 27 643
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 1 62 2 2 5 234
The Hausman test and weak instruments 0 0 6 129 5 11 39 513
The incidental parameter problem in a non-differentiable panel data model 0 0 0 30 0 0 0 89
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 4 8 307 1 6 21 663
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 1 2 4 110 3 4 11 413
Total Journal Articles 11 57 221 4,988 72 255 974 20,068


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 0 7 66
Total Chapters 0 0 0 0 0 0 7 66


Statistics updated 2019-07-03