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 3 435
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 2 67 5 7 10 202
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 1 8 12 941
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 4 6 10 135
A quantile correlated random coefficients panel data model 0 0 0 15 1 2 3 49
A quantile correlated random coefficients panel data model 0 0 0 1 2 4 6 9
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 2 3 3 541
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 6 9 9 94
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 2 2 6 257
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 2 6 9 168
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 1 2 2 48
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 5 8 9 118
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 41 3 5 9 166
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 4 7 73
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 2 3 3 4
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 2 2 82
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 0 4 7 15
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 5 6 40
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 1 5 9 901
Breusch and Pagan’s (1980) Test Revisited 0 1 4 30 1 8 18 53
Econometric Inference Using Hausman Instruments 0 0 2 8 1 2 5 11
Econometric Inference Using Hausman Instruments 0 0 1 1 5 7 19 22
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 3 3 5 59
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 0 1 505 0 3 8 2,369
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 2 8 181
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 1 2 119
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 0 2 325
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 3 7 8 26
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 3 3 4 34 42
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 2 6 6 795
Logit-based alternatives to two-stage least squares 2 2 3 19 3 4 9 18
Overidentification in Shift-Share Designs 0 0 2 11 4 7 15 29
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 1 2 808
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 4 5 5 603
Quantile Regression with Panel Data 0 1 3 55 3 8 24 175
Quantile regression with panel data 0 0 0 0 3 3 4 9
Quantile regression with panel data 0 0 2 29 2 5 8 130
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 1 2 4 745
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 1 1 3 382
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 3 4 5 207
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 9 11 12 511
Some Finite-Sample Results on the Hausman Test 0 0 0 7 3 5 7 16
Specification test on mixed logit models 0 0 0 0 0 2 3 8
Specification test on mixed logit models 0 0 0 41 1 3 4 40
Standard errors when a regressor is randomly assigned 0 0 0 20 0 1 2 10
Stratifying on Treatment Status 0 0 0 11 1 5 6 14
Synthetic Control and Inference 0 0 1 68 3 7 16 183
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 0 2 4 25
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 3 11 16 5,299
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 2 7 7 1,290
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 1 1 100
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 1 20 2 10 14 95
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 0 1 3 14
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 4 6 7 31
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 3 9 12 108
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 1 1 2 374 4 9 14 782
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 2 5 9 1,978
Total Working Papers 3 5 27 7,014 121 265 456 23,010

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 4 8 353
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 2 6 6 83
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 1 2 3 1,563
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 0 31 0 3 4 77
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 0 10 1 2 2 41
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 1 3 108 0 9 15 300
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 0 3 5 138
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 1 2 3 36
A quantile correlated random coefficients panel data model 0 0 0 7 2 4 7 63
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 1 4 22
Adaptive Experimental Design Using the Propensity Score 0 0 1 10 1 1 5 62
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 1 5 5 193
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 5 8 13 1,174
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 12 0 3 9 129
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 1 2 3 123
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 2 120
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 3 7 15 752
Average and Quantile Effects in Nonseparable Panel Models 0 1 1 39 0 7 11 204
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 1 1 2 135 8 13 16 297
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 1 5 9 569
Bootstrap Standard Error Estimates and Inference 0 0 2 17 9 11 20 66
Bootstrapping Quantile Regression Estimators 0 0 5 157 1 4 17 377
Bounds on ATE with discrete outcomes 0 0 0 11 1 2 7 45
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 3 3 4
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 1 6 11 449
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 4 6 220
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 27 1 3 7 105
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 2 3 4 141
Design of randomized experiments to measure social interaction effects 0 0 2 88 2 3 10 233
Discontinuities of weak instrument limiting distributions 0 0 1 42 1 4 5 132
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 1 2 5 835
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 5 8 12
Efficient estimation of panel data models with sequential moment restrictions 0 1 1 52 25 29 31 191
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 0 3 1 1 4 7
Estimation with Valid and Invalid Instruments 0 0 1 18 2 7 11 65
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 3 8 12 701
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 1 3 165
Functional Restriction and Efficiency in Causal Inference 0 0 3 45 1 6 12 162
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 1 2 268
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 0 1 3 4 5 7
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 94 110 164 3,302
Identification and estimation of the linear-in-means model of social interactions 0 1 2 263 1 3 5 588
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 0 1 18 0 1 3 85
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 1 4 0 2 5 13
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 2 172 2 8 14 670
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 1 1 0 2 4 10
Jackknife minimum distance estimation 0 0 0 99 1 5 6 433
LM Test of Neglected Correlated Random Effects and Its Application 0 0 1 5 0 0 4 36
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 1 5 835 4 6 16 2,048
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 0 2 8 687
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 2 3 4 24
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 1 1 10 40
Neglected heterogeneity in moment condition models 0 0 0 20 0 1 2 90
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 0 1 4 67
Notes on bias in estimators for simultaneous equation models 0 0 1 214 2 4 5 491
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 1 2 3 55
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 8 24 61 1,568
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 1 2 6 76
Parameter orthogonalization and Bayesian inference with many instruments 0 0 1 18 0 2 3 60
Partial identification and mergers 0 0 1 4 0 1 4 58
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments 0 1 1 3 1 4 6 14
Properties of least squares estimator in estimation of average treatment effects 0 0 1 2 2 5 11 16
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 1 3 4 100
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 2 5 8 59
Some finite-sample results on the Hausman test 0 0 1 1 3 4 5 8
Specification test on mixed logit models 0 1 1 12 1 4 6 50
Specification testing under moment inequalities 0 0 0 29 4 5 7 88
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 3 4 5 134
Synthetic Control and Inference 1 2 5 47 2 6 14 191
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 1 3 3 153
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 1 1 3 2 4 5 11
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 2 4 4 160
Test of random versus fixed effects with small within variation 1 1 1 64 3 8 10 175
Testing and comparing Value-at-Risk measures 1 1 3 270 6 9 14 728
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 1 67 1 3 7 254
The Hausman test and weak instruments 0 1 7 191 1 8 23 699
The incidental parameter problem in a non-differentiable panel data model 0 0 1 36 1 4 8 120
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 1 2 4 6
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 3 5 7 48
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 0 2 327 2 5 10 725
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 1 126 3 6 13 475
Total Journal Articles 4 14 70 5,849 245 475 833 25,099

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 2 6 91
Total Chapters 0 0 0 0 1 2 6 91

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Statistics updated 2026-01-09