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 1 7 439
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 2 67 2 4 18 210
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 2 3 17 948
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 4 5 16 142
A quantile correlated random coefficients panel data model 0 0 0 15 2 3 14 60
A quantile correlated random coefficients panel data model 0 0 0 1 3 3 16 19
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 7 9 17 177
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 5 6 16 269
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 1 3 16 101
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 8 9 15 553
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 5 5 9 55
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 3 3 18 127
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 1 1 1 42 3 3 14 173
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 4 5 18 27
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 4 5 10 90
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 7 12 22 23
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 2 2 14 81
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 2 12 46
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 2 5 15 910
Breusch and Pagan’s (1980) Test Revisited 1 1 5 32 5 6 28 68
Econometric Inference Using Hausman Instruments 0 0 0 1 8 11 29 38
Econometric Inference Using Hausman Instruments 0 2 4 10 5 8 23 29
Efficient Bias Correction for Cross-section and Panel Data 0 0 1 34 0 0 6 60
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 2 2 507 5 12 19 2,383
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 1 3 15 190
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 5 6 12 129
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 2 4 9 332
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 3 4 15 34
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 3 2 4 45 54
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 4 5 15 804
Logit-based alternatives to two-stage least squares 0 1 4 20 1 4 12 22
Overidentification in Shift-Share Designs 1 1 3 12 2 7 20 38
Quantile Regression Model with Unknown Censoring 0 0 0 282 4 5 10 817
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 1 4 10 608
Quantile Regression with Panel Data 0 0 3 55 7 15 39 193
Quantile regression with panel data 0 0 0 0 1 2 8 13
Quantile regression with panel data 0 1 2 30 3 4 11 135
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 2 2 8 750
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 2 3 9 389
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 3 5 10 1,130
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 1 2 8 210
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 2 2 21 521
Some Finite-Sample Results on the Hausman Test 0 0 0 7 3 6 13 23
Specification test on mixed logit models 0 0 0 0 1 3 7 12
Specification test on mixed logit models 0 0 0 41 0 1 6 43
Standard errors when a regressor is randomly assigned 0 0 0 20 2 2 7 16
Stratifying on Treatment Status 0 0 0 11 1 1 7 16
Synthetic Control and Inference 0 1 1 69 2 7 23 193
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 0 2 10 31
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 2 5 23 5,310
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 4 7 19 1,302
Tests for neglected heterogeneity in moment condition models 0 0 0 62 1 2 3 102
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 0 20 2 3 19 101
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 3 7 16 29
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 3 4 12 37
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 4 4 20 118
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 1 1 2 375 4 6 21 791
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 2 3 14 1,983
Total Working Papers 4 11 31 7,026 170 269 886 23,504

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 7 11 27 372
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 1 2 10 87
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 2 2 7 1,568
A Note on Bootstrapping Generalized Method of Moments Estimators 0 0 0 31 3 6 15 89
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models 0 0 0 10 1 2 7 46
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 108 1 5 21 309
A consistent semiparametric estimation of the consumer surplus distribution 0 0 0 30 3 5 13 147
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 1 2 8 42
A quantile correlated random coefficients panel data model 0 0 0 7 3 6 16 73
A small sigma approach to certain problems in errors-in-variables models 0 0 0 8 1 2 7 27
Adaptive Experimental Design Using the Propensity Score 0 0 0 10 3 4 11 71
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 2 4 16 204
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 1 4 18 1,179
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 12 3 6 18 142
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 5 7 14 134
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 2 2 6 124
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large 0 0 0 269 2 2 13 757
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 3 20 213
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 1 1 33 315
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 2 3 15 576
Bootstrap Standard Error Estimates and Inference 0 1 2 18 1 2 21 71
Bootstrapping Quantile Regression Estimators 0 0 4 157 0 3 21 385
Bounds on ATE with discrete outcomes 0 0 0 11 3 3 12 51
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 2 9 10
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 1 2 11 453
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 1 2 9 224
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 27 1 1 11 110
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 1 1 5 142
Design of randomized experiments to measure social interaction effects 0 0 0 88 0 2 10 237
Discontinuities of weak instrument limiting distributions 0 0 0 42 2 2 9 137
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 2 3 11 842
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 3 11 17
Efficient estimation of panel data models with sequential moment restrictions 0 0 1 52 2 4 41 202
Estimation of average treatment effects for massively unbalanced binary outcomes 0 0 0 3 2 4 9 14
Estimation with Valid and Invalid Instruments 0 0 0 18 1 3 16 72
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 8 11 24 715
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 1 2 11 174
Functional Restriction and Efficiency in Causal Inference 0 1 3 46 2 3 15 166
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 0 6 272
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 0 1 0 2 7 10
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 16 87 345 3,512
Identification and estimation of the linear-in-means model of social interactions 0 0 1 263 0 1 7 591
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 1 2 20 8 12 21 104
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS 0 0 0 4 0 1 8 18
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models 0 0 0 172 4 7 36 695
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 2 2 2 4 15 21
Jackknife minimum distance estimation 0 0 0 99 1 2 8 436
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 2 2 5 39
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 3 835 1 5 25 2,061
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 4 8 18 698
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 2 2 8 29
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 5 9 17 53
Neglected heterogeneity in moment condition models 0 0 0 20 1 3 6 94
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters 0 0 0 19 1 1 6 69
Notes on bias in estimators for simultaneous equation models 0 0 0 214 1 9 17 504
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 2 7 13 65
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 7 18 65 1,589
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 2 32 0 2 9 81
Parameter orthogonalization and Bayesian inference with many instruments 0 0 0 18 4 4 7 65
Partial identification and mergers 0 0 0 4 2 4 7 63
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments 0 0 1 3 1 2 12 20
Properties of least squares estimator in estimation of average treatment effects 0 0 0 2 2 6 16 25
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 3 5 12 109
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 1 5 14 66
Some finite-sample results on the Hausman test 0 0 0 1 2 4 10 14
Specification test on mixed logit models 0 0 1 12 0 1 7 52
Specification testing under moment inequalities 1 1 1 30 2 2 11 93
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 3 3 9 138
Synthetic Control and Inference 0 0 3 47 3 13 30 211
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 1 3 6 156
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 3 3 4 16 22
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 1 1 7 163
Test of random versus fixed effects with small within variation 0 1 3 66 3 4 18 184
Testing and comparing Value-at-Risk measures 0 0 2 270 0 3 17 733
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 1 67 1 1 11 258
The Hausman test and weak instruments 0 1 6 192 1 8 28 708
The incidental parameter problem in a non-differentiable panel data model 0 0 1 36 2 4 19 131
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 3 5 13 15
Three-stage semi-parametric inference: Control variables and differentiability 0 0 0 18 3 4 10 53
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 1 1 2 328 1 6 20 737
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 0 1 126 4 5 17 481
Total Journal Articles 2 7 50 5,860 175 411 1,510 25,935

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 3 8 96
Total Chapters 0 0 0 0 1 3 8 96

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Statistics updated 2026-05-06