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 1 433
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 1 1 2 67 1 2 3 195
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 1 2 4 933
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 1 2 4 129
A quantile correlated random coefficients panel data model 0 0 0 1 1 2 3 5
A quantile correlated random coefficients panel data model 0 0 0 15 0 1 2 47
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 0 1 5 255
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 0 0 1 538
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 0 1 85
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 1 2 3 162
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 1 1 2 110
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 41 0 1 4 161
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 0 0 80
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 1 2 4 11
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 0 0 0 1
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 2 2 3 69
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 0 1 1 35
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 0 1 5 896
Breusch and Pagan’s (1980) Test Revisited 1 1 4 29 3 4 14 45
Econometric Inference Using Hausman Instruments 0 0 1 1 4 5 15 15
Econometric Inference Using Hausman Instruments 0 0 8 8 0 1 9 9
Efficient Bias Correction for Cross-section and Panel Data 0 1 1 34 0 2 2 56
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 0 2 505 1 2 10 2,366
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 2 7 179
Identification and estimation of marginal effects in nonlinear panel models 0 0 1 31 1 1 3 118
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 0 0 3 325
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 0 0 3 19
Jackknife and analytical bias reduction for nonlinear panel models 0 1 1 3 0 24 32 38
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 0 0 789
Logit-based alternatives to two-stage least squares 0 0 1 17 0 2 5 14
Overidentification in Shift-Share Designs 0 1 2 11 1 2 10 22
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 0 1 807
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 0 0 1 598
Quantile Regression with Panel Data 0 2 3 54 0 9 22 167
Quantile regression with panel data 0 0 2 29 0 0 5 125
Quantile regression with panel data 0 0 0 0 0 1 2 6
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 0 122 0 1 2 381
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 1 2 743
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 1 500
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 1 203
Some Finite-Sample Results on the Hausman Test 0 0 0 7 0 1 2 11
Specification test on mixed logit models 0 0 0 0 0 1 2 6
Specification test on mixed logit models 0 0 0 41 0 0 1 37
Standard errors when a regressor is randomly assigned 0 0 0 20 0 0 2 9
Stratifying on Treatment Status 0 0 0 11 0 0 1 9
Synthetic Control and Inference 0 0 2 68 1 4 11 176
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 1 1 2 23
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 1 6 5,288
Testing, Comparing, and Combining Value at Risk Measures 0 0 1 622 0 0 1 1,283
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 0 0 99
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 1 20 1 3 4 85
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 0 0 4 25
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 0 0 2 13
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 0 1 3 99
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 0 0 4 373 0 1 12 773
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 0 2 4 1,973
Total Working Papers 2 7 37 7,009 22 92 253 22,699
1 registered items for which data could not be found

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 1 114 2 4 4 349
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 0 0 0 77
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 0 0 2 1,561
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 1 31 0 0 2 74
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 0 10 0 0 0 39
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 3 107 0 2 8 291
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 0 1 2 135
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 0 0 1 34
A quantile correlated random coefficients panel data model 0 0 0 7 0 2 6 59
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 0 1 3 21
Adaptive Experimental Design Using the Propensity Score 0 0 1 10 0 0 4 61
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 0 0 0 188
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 1 5 5 1,166
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 12 0 2 7 126
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 0 1 3 121
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 1 2 120
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 0 0 8 745
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 38 0 3 7 197
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 1 134 0 1 4 284
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 0 2 4 564
Bootstrap Standard Error Estimates and Inference 0 1 2 17 0 5 10 55
Bootstrapping Quantile Regression Estimators 0 2 8 157 0 5 17 373
Bounds on ATE with discrete outcomes 0 0 0 11 0 4 5 43
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 0 0 1
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 0 1 7 443
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 1 2 216
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 1 27 0 3 5 102
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 0 1 1 138
Design of randomized experiments to measure social interaction effects 0 0 4 88 1 3 10 230
Discontinuities of weak instrument limiting distributions 0 0 1 42 0 0 2 128
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 0 2 3 833
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 1 3 7
Efficient estimation of panel data models with sequential moment restrictions 0 0 0 51 0 1 3 162
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 2 3 0 1 5 6
Estimation with Valid and Invalid Instruments 0 0 1 18 1 2 4 58
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 2 5 693
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 0 1 2 164
Functional Restriction and Efficiency in Causal Inference 1 2 4 45 3 5 7 156
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 1 4 267
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 1 1 0 0 2 3
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 4 11 79 3,192
Identification and estimation of the linear-in-means model of social interactions 0 0 1 262 0 1 3 585
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 0 1 18 0 1 3 84
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 2 4 0 0 4 11
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 3 172 1 2 10 662
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 1 1 0 0 2 8
Jackknife minimum distance estimation 0 0 0 99 0 0 2 428
LM Test of Neglected Correlated Random Effects and Its Application 0 0 1 5 0 2 4 36
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 4 834 2 4 11 2,042
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 1 1 2 257 3 4 7 685
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 0 0 2 21
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 1 2 10 39
Neglected heterogeneity in moment condition models 0 0 0 20 0 1 2 89
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 1 3 3 66
Notes on bias in estimators for simultaneous equation models 0 0 1 214 0 0 2 487
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 0 1 1 53
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 7 14 54 1,544
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 0 0 4 74
Parameter orthogonalization and Bayesian inference with many instruments 0 0 1 18 0 0 1 58
Partial identification and mergers 0 0 1 4 0 1 4 57
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments 0 0 1 2 1 2 3 10
Properties of least squares estimator in estimation of average treatment effects 0 0 1 2 1 2 7 11
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 0 1 97
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 0 2 3 54
Some finite-sample results on the Hausman test 0 0 1 1 0 0 3 4
Specification test on mixed logit models 0 0 1 11 0 1 3 46
Specification testing under moment inequalities 0 0 0 29 1 1 2 83
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 1 2 130
Synthetic Control and Inference 0 0 5 45 0 2 13 185
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 0 0 0 150
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 2 1 1 2 7
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 0 0 0 156
Test of random versus fixed effects with small within variation 0 0 0 63 0 1 2 167
Testing and comparing Value-at-Risk measures 0 0 6 269 0 1 10 719
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 1 67 0 3 5 251
The Hausman test and weak instruments 1 1 6 190 1 5 17 691
The incidental parameter problem in a non-differentiable panel data model 0 1 1 36 0 4 5 116
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 0 2 2 4
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 0 0 2 43
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 1 3 327 0 3 7 720
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 1 1 1 126 2 2 8 469
Total Journal Articles 5 11 80 5,835 34 144 474 24,624

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 5 89
Total Chapters 0 0 0 0 0 1 5 89

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Statistics updated 2025-10-06