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 4 6 438
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 2 67 2 11 16 208
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 1 6 17 946
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 1 7 12 138
A quantile correlated random coefficients panel data model 0 0 0 1 0 9 13 16
A quantile correlated random coefficients panel data model 0 0 0 15 1 10 12 58
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 0 5 6 544
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 2 4 10 170
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 2 12 15 100
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 0 8 11 263
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 0 3 4 50
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 11 15 124
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 41 0 7 12 170
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 6 12 79
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 3 5 85
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 1 8 14 23
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 2 11 12 13
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 6 10 44
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 2 7 13 907
Breusch and Pagan’s (1980) Test Revisited 0 1 5 31 1 11 26 63
Econometric Inference Using Hausman Instruments 0 0 2 8 0 11 15 21
Econometric Inference Using Hausman Instruments 0 0 1 1 3 13 27 30
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 4 6 60
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 2 2 2 507 5 7 12 2,376
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 2 9 14 189
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 1 5 7 124
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 3 5 328
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 1 8 12 31
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 1 7 11 800
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 3 2 13 43 52
Logit-based alternatives to two-stage least squares 0 2 3 19 1 4 9 19
Overidentification in Shift-Share Designs 0 0 2 11 3 9 18 34
Quantile Regression Model with Unknown Censoring 0 0 0 282 1 5 7 813
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 1 6 7 605
Quantile Regression with Panel Data 0 0 3 55 4 10 30 182
Quantile regression with panel data 1 1 2 30 1 4 9 132
Quantile regression with panel data 0 0 0 0 1 6 7 12
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 1 6 6 1,126
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 4 6 748
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 0 5 7 386
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 17 19 519
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 1 5 7 209
Some Finite-Sample Results on the Hausman Test 0 0 0 7 2 6 10 19
Specification test on mixed logit models 0 0 0 0 2 3 6 11
Specification test on mixed logit models 0 0 0 41 1 4 6 43
Standard errors when a regressor is randomly assigned 0 0 0 20 0 4 5 14
Stratifying on Treatment Status 0 0 0 11 0 2 7 15
Synthetic Control and Inference 0 0 1 68 3 9 20 189
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 1 5 9 30
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 9 21 5,305
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 2 9 14 1,297
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 2 101
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 1 20 1 6 18 99
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 2 10 12 24
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 0 6 8 33
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 0 9 16 114
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 0 1 2 374 1 8 17 786
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 0 4 11 1,980
Total Working Papers 3 7 29 7,018 60 406 707 23,295

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 18 363
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 0 4 8 85
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 0 4 6 1,566
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 0 31 2 8 11 85
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 0 10 1 5 6 45
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 108 4 8 20 308
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 1 5 9 143
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 1 6 7 41
A quantile correlated random coefficients panel data model 0 0 0 7 3 9 14 70
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 3 6 25
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 1 9 13 201
Adaptive Experimental Design Using the Propensity Score 0 0 0 10 1 7 8 68
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 1 7 15 1,176
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 0 7 14 136
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 2 7 9 129
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 4 122
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 6 11 755
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 2 8 19 212
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 2 2 136 0 25 32 314
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 1 6 14 574
Bootstrap Standard Error Estimates and Inference 1 1 3 18 1 13 24 70
Bootstrapping Quantile Regression Estimators 0 0 4 157 1 7 21 383
Bounds on ATE with discrete outcomes 0 0 0 11 0 4 9 48
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 2 6 9 10
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 1 4 12 452
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 4 8 223
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 27 0 5 10 109
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 0 2 4 141
Design of randomized experiments to measure social interaction effects 0 0 0 88 2 6 11 237
Discontinuities of weak instrument limiting distributions 0 0 0 42 0 4 7 135
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 0 5 8 839
Efficient bias correction for cross‐section and panel data 0 0 0 0 1 3 10 15
Efficient estimation of panel data models with sequential moment restrictions 0 0 1 52 1 33 39 199
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 0 3 1 5 7 11
Estimation with Valid and Invalid Instruments 0 0 1 18 1 7 16 70
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 1 7 16 705
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 7 9 172
Functional Restriction and Efficiency in Causal Inference 1 1 4 46 1 3 14 164
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 4 6 272
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 0 1 1 5 6 9
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 49 266 319 3,474
Identification and estimation of the linear-in-means model of social interactions 0 0 2 263 0 3 7 590
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 1 1 19 1 8 10 93
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 1 5 8 18
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 1 172 1 21 31 689
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 1 2 2 2 9 13 19
Jackknife minimum distance estimation 0 0 0 99 1 3 7 435
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 1 4 37
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 5 835 1 13 23 2,057
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 2 5 12 692
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 0 5 6 27
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 1 6 12 45
Neglected heterogeneity in moment condition models 0 0 0 20 2 3 5 93
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 0 1 5 68
Notes on bias in estimators for simultaneous equation models 0 0 1 214 5 11 14 500
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 4 8 10 62
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 3 14 60 1,574
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 2 6 10 81
Parameter orthogonalization and Bayesian inference with many instruments 0 0 0 18 0 1 3 61
Partial identification and mergers 0 0 0 4 2 3 5 61
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments 0 0 1 3 1 6 11 19
Properties of least squares estimator in estimation of average treatment effects 0 0 0 2 3 8 14 22
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 2 7 10 106
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 4 8 13 65
Some finite-sample results on the Hausman test 0 0 0 1 0 5 6 10
Specification test on mixed logit models 0 0 1 12 1 3 7 52
Specification testing under moment inequalities 0 0 0 29 0 7 9 91
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 4 6 135
Synthetic Control and Inference 0 1 3 47 8 17 25 206
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 1 2 4 154
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 3 1 10 13 19
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 0 4 6 162
Test of random versus fixed effects with small within variation 0 2 2 65 0 8 14 180
Testing and comparing Value-at-Risk measures 0 1 2 270 2 10 16 732
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 1 67 0 4 10 257
The Hausman test and weak instruments 0 0 5 191 1 3 22 701
The incidental parameter problem in a non-differentiable panel data model 0 0 1 36 2 10 17 129
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 1 6 9 11
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 1 5 9 50
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 0 1 327 4 12 19 735
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 1 126 1 5 13 477
Total Journal Articles 2 10 53 5,855 147 817 1,307 25,671

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 2 5 8 95
Total Chapters 0 0 0 0 2 5 8 95

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Statistics updated 2026-03-04