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 7 440
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 1 2 68 0 1 17 211
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 0 0 17 948
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 0 0 15 142
A quantile correlated random coefficients panel data model 0 0 0 15 0 1 15 61
A quantile correlated random coefficients panel data model 0 0 0 1 0 2 18 21
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 0 2 18 179
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 0 1 16 270
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 0 3 18 556
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 0 16 101
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 0 1 10 56
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 1 2 20 129
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 42 0 2 15 175
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 3 17 84
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 0 10 90
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 1 3 21 30
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 0 1 23 24
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 1 13 47
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 0 1 15 911
Breusch and Pagan’s (1980) Test Revisited 0 1 5 33 0 15 42 83
Econometric Inference Using Hausman Instruments 0 1 1 2 2 6 33 44
Econometric Inference Using Hausman Instruments 0 0 2 10 0 1 21 30
Efficient Bias Correction for Cross-section and Panel Data 0 0 0 34 0 1 5 61
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 0 2 507 1 3 22 2,386
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 0 12 190
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 1 13 130
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 1 1 8 333
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 0 0 15 34
Jackknife and analytical bias reduction for nonlinear panel models 0 1 2 4 0 4 21 58
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 1 16 805
Logit-based alternatives to two-stage least squares 0 0 3 20 0 3 12 25
Overidentification in Shift-Share Designs 0 1 2 13 1 3 20 41
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 3 13 820
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 0 0 10 608
Quantile Regression with Panel Data 0 1 3 56 0 10 42 203
Quantile regression with panel data 0 0 1 30 2 4 14 139
Quantile regression with panel data 0 0 0 0 0 2 10 15
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 0 0 10 1,130
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 1 2 10 391
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 1 9 751
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 7 210
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 2 23 523
Some Finite-Sample Results on the Hausman Test 0 0 0 7 0 2 15 25
Specification test on mixed logit models 0 0 0 41 0 1 7 44
Specification test on mixed logit models 0 0 0 0 0 1 7 13
Standard errors when a regressor is randomly assigned 0 0 0 20 0 0 7 16
Stratifying on Treatment Status 0 0 0 11 0 1 8 17
Synthetic Control and Inference 0 0 1 69 3 3 22 196
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 0 0 9 31
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 1 23 5,311
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 0 0 19 1,302
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 5 104
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 0 20 0 6 24 107
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 0 2 18 31
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 0 2 14 39
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 0 2 22 120
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 0 1 3 376 0 1 20 792
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 0 2 13 1,985
Total Working Papers 0 7 28 7,033 14 114 922 23,618

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 1 114 1 3 30 375
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 0 1 11 88
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 0 3 10 1,571
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 0 31 0 0 15 89
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 0 10 0 0 7 46
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 1 2 109 2 4 22 313
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 2 2 14 149
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 0 3 11 45
A quantile correlated random coefficients panel data model 1 2 2 9 2 3 19 76
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 0 7 27
Adaptive Experimental Design Using the Propensity Score 0 0 0 10 0 0 10 71
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 1 1 17 205
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 1 1 16 1,180
Asymptotic Efficiency of Semiparametric Two-step GMM 0 1 1 13 0 3 19 145
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 1 2 16 136
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 4 124
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 1 2 14 759
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 1 2 20 215
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 0 1 33 316
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 1 2 16 578
Bootstrap Standard Error Estimates and Inference 0 0 2 18 0 2 20 73
Bootstrapping Quantile Regression Estimators 0 0 0 157 2 2 14 387
Bounds on ATE with discrete outcomes 0 0 0 11 1 1 9 52
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 2 11 12
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 0 1 11 454
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 2 3 11 227
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 27 0 2 11 112
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 1 1 5 143
Design of randomized experiments to measure social interaction effects 0 0 0 88 1 2 10 239
Discontinuities of weak instrument limiting distributions 0 0 0 42 2 4 13 141
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 0 1 11 843
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 1 11 18
Efficient estimation of panel data models with sequential moment restrictions 0 0 1 52 0 0 40 202
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 0 3 0 0 8 14
Estimation with Valid and Invalid Instruments 0 0 0 18 1 1 17 73
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 2 26 717
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 0 10 174
Functional Restriction and Efficiency in Causal Inference 0 1 4 47 1 2 16 168
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 0 5 272
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 0 1 0 1 8 11
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 4 27 355 3,539
Identification and estimation of the linear-in-means model of social interactions 0 0 1 263 1 1 8 592
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 0 2 20 0 3 23 107
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 0 0 7 18
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 0 5 40 700
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 1 2 0 3 16 24
Jackknife minimum distance estimation 0 0 0 99 0 1 9 437
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 0 4 39
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 1 2 836 0 4 27 2,065
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 1 257 0 2 19 700
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 1 1 9 30
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 0 0 16 53
Neglected heterogeneity in moment condition models 0 0 0 20 0 0 5 94
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 1 1 1 20 1 1 6 70
Notes on bias in estimators for simultaneous equation models 0 0 0 214 2 3 20 507
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 0 0 12 65
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 4 17 71 1,606
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 32 0 1 8 82
Parameter orthogonalization and Bayesian inference with many instruments 0 0 0 18 0 0 7 65
Partial identification and mergers 0 0 0 4 0 0 6 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 0 12 20
Properties of least squares estimator in estimation of average treatment effects 0 0 0 2 1 2 18 27
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 1 13 110
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 0 0 12 66
Some finite-sample results on the Hausman test 0 1 1 2 1 2 12 16
Specification test on mixed logit models 0 0 1 12 1 2 8 54
Specification testing under moment inequalities 0 0 1 30 0 0 11 93
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 2 3 11 141
Synthetic Control and Inference 0 0 2 47 1 1 28 212
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 1 2 8 158
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 3 0 1 17 23
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 0 1 8 164
Test of random versus fixed effects with small within variation 0 1 4 67 1 3 20 187
Testing and comparing Value-at-Risk measures 0 0 1 270 0 1 16 734
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 0 67 0 0 7 258
The Hausman test and weak instruments 0 1 4 193 0 4 24 712
The incidental parameter problem in a non-differentiable panel data model 0 0 0 36 0 1 18 132
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 0 0 12 15
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 1 2 12 55
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 0 2 328 0 0 19 737
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 1 126 0 0 14 481
Total Journal Articles 3 10 43 5,870 46 156 1,546 26,091

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 96
Total Chapters 0 0 0 0 0 0 7 96

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Statistics updated 2026-08-07