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 8 441
A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 1 68 0 9 25 220
A New Specification Test for the Validity of Instrumental Variables 0 0 0 0 2 3 18 951
A practical asymptotic variance estimator for two-step semiparametric estimators 0 0 0 47 1 2 15 144
A quantile correlated random coefficients panel data model 0 0 0 1 0 1 17 22
A quantile correlated random coefficients panel data model 0 0 0 15 0 1 15 62
Adaptive Experimental Design Using the Propensity Score 0 0 0 42 0 0 17 179
Adaptive Experimental Design Using the Propensity Score 0 0 0 55 0 1 16 271
Adaptive Experimental Design Using the Propensity Score 0 0 0 4 0 1 17 102
Adaptive Experimental Design Using the Propensity Score 0 0 0 108 0 0 18 556
Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss 0 0 0 0 0 0 10 56
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 4 22 132
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators 0 0 1 42 0 0 14 175
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 2 0 1 19 30
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 9 0 0 15 84
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 0 0 1 24 25
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 1 11 91
Average and Quantile Effects in Nonseparable Panel Models 0 0 0 6 2 4 16 51
Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects 0 0 0 320 1 4 19 915
Breusch and Pagan’s (1980) Test Revisited 0 0 4 33 2 2 40 85
Econometric Inference Using Hausman Instruments 0 0 2 10 1 1 22 31
Econometric Inference Using Hausman Instruments 0 0 1 2 1 6 33 48
Efficient Bias Correction for Cross-section and Panel Data 0 0 0 34 0 1 6 62
Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design 0 0 2 507 2 4 23 2,389
Identification and Estimation of Marginal Effects in Nonlinear Panel Models 0 0 0 47 0 1 12 191
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 106 1 2 9 334
Identification and estimation of marginal effects in nonlinear panel models 0 0 0 31 0 0 12 130
Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? 0 0 0 14 1 1 16 35
Jackknife and analytical bias reduction for nonlinear panel models 0 0 0 323 0 0 16 805
Jackknife and analytical bias reduction for nonlinear panel models 0 0 1 4 0 0 20 58
Logit-based alternatives to two-stage least squares 0 0 3 20 0 1 12 26
Overidentification in Shift-Share Designs 0 0 2 13 1 3 21 43
Quantile Regression Model with Unknown Censoring 0 0 0 282 0 0 13 820
Quantile Regression Model with Unknown Censoring Point 0 0 0 174 0 0 10 608
Quantile Regression with Panel Data 0 0 2 56 1 5 41 208
Quantile regression with panel data 0 0 1 30 0 3 15 140
Quantile regression with panel data 0 0 0 0 0 0 9 15
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 0 2 11 392
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 0 2 12 1,132
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 1 9 752
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 169 0 0 23 523
Reducing Bias of MLE in a Dynamic Panel Model 0 0 0 58 0 0 7 210
Some Finite-Sample Results on the Hausman Test 0 0 0 7 0 1 15 26
Specification test on mixed logit models 0 0 0 41 0 0 7 44
Specification test on mixed logit models 0 0 0 0 0 0 7 13
Standard errors when a regressor is randomly assigned 0 0 0 20 0 3 10 19
Stratifying on Treatment Status 0 0 0 11 0 1 9 18
Synthetic Control and Inference 0 0 1 69 5 12 29 205
Test of Neglected Heterogeneity in Dyadic Models 0 0 0 23 1 2 10 33
Testing and Comparing Value-at-Risk Measures 0 0 0 2,082 0 0 23 5,311
Testing, Comparing, and Combining Value at Risk Measures 0 0 0 622 0 3 22 1,305
Tests for neglected heterogeneity in moment condition models 0 0 0 62 0 1 5 104
The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors 0 0 0 20 0 2 24 109
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 3 0 0 18 31
The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables 0 0 0 17 1 2 16 41
The asymptotic variance of semi-parametric estimators with generated regressors 0 0 0 41 0 2 23 122
Understanding Bias in Nonlinear Panel Models: Some Recent Developments 1 1 4 377 1 2 21 794
When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects 0 0 0 277 0 0 12 1,985
Total Working Papers 1 1 25 7,034 25 100 959 23,704

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 0 114 1 2 27 376
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS 0 0 0 9 0 0 11 88
A New Specification Test for the Validity of Instrumental Variables 0 0 0 431 0 0 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 0 1 2 109 0 4 24 315
A consistent semiparametric estimation of the consumer surplus distribution 2 2 2 32 2 4 16 151
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects 0 0 0 7 0 1 12 46
A quantile correlated random coefficients panel data model 0 1 2 9 1 5 20 79
A small sigma approach to certain problems in errors-in-variables models 2 2 2 10 4 4 10 31
Adaptive Experimental Design Using the Propensity Score 0 0 0 41 0 1 17 205
Adaptive Experimental Design Using the Propensity Score 0 0 0 10 1 1 11 72
An Alternative Estimator for the Censored Quantile Regression Model 0 0 0 4 0 1 14 1,180
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 13 2 3 22 148
Asymptotic Variance of Semiparametric Estimators With Generated Regressors 0 0 0 9 0 1 15 136
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 3 4 17 762
Average and Quantile Effects in Nonseparable Panel Models 0 0 1 39 0 2 19 216
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS 0 0 2 136 0 0 32 316
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study 0 0 0 1 0 1 14 578
Bootstrap Standard Error Estimates and Inference 0 1 2 19 0 1 19 74
Bootstrapping Quantile Regression Estimators 1 1 1 158 3 5 17 390
Bounds on ATE with discrete outcomes 0 0 0 11 0 2 10 53
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS 0 0 0 0 0 0 11 12
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects 0 0 0 0 1 1 12 455
Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" 0 0 0 52 0 2 11 227
Conditional Moment Restrictions and Triangular Simultaneous Equations 0 0 0 27 0 1 11 113
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system 0 0 0 26 0 1 5 143
Design of randomized experiments to measure social interaction effects 0 0 0 88 0 1 9 239
Discontinuities of weak instrument limiting distributions 0 0 0 42 0 3 14 142
Does Jeffrey's prior alleviate the incidental parameter problem? 0 0 0 236 0 0 10 843
Efficient bias correction for cross‐section and panel data 0 0 0 0 0 2 13 20
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 3 17 75
Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations 0 0 0 196 0 0 24 717
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator 0 0 0 52 1 1 11 175
Functional Restriction and Efficiency in Causal Inference 0 0 2 47 1 2 13 169
How informative is the initial condition in the dynamic panel model with fixed effects? 0 0 0 132 0 1 6 273
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR 0 0 0 1 0 0 8 11
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design 0 0 0 4 10 18 361 3,553
Identification and estimation of the linear-in-means model of social interactions 0 0 1 263 2 3 9 594
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables 0 0 2 20 0 0 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 1 2 40 702
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models 0 0 1 2 1 2 18 26
Jackknife minimum distance estimation 0 0 0 99 0 0 9 437
LM Test of Neglected Correlated Random Effects and Its Application 0 0 0 5 0 0 3 39
Long difference instrumental variables estimation for dynamic panel models with fixed effects 0 0 2 836 0 0 23 2,065
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 1 1 258 1 2 17 702
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION 0 0 0 4 0 1 9 30
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE 0 0 0 8 0 0 14 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 0 1 1 20 0 1 4 70
Notes on bias in estimators for simultaneous equation models 0 0 0 214 0 2 20 507
OPTIMAL INFERENCE WITH MANY INSTRUMENTS 0 0 0 19 1 1 13 66
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects 0 0 0 2 3 10 68 1,612
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA 0 0 0 32 0 0 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 10 20
Properties of least squares estimator in estimation of average treatment effects 0 0 0 2 2 4 19 30
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL 0 0 0 32 0 0 13 110
Semiparametric information bound of dynamic discrete choice models 0 0 0 15 1 1 13 67
Some finite-sample results on the Hausman test 0 0 1 2 1 2 13 17
Specification test on mixed logit models 0 0 1 12 1 2 9 55
Specification testing under moment inequalities 0 0 1 30 0 0 10 93
Stationarity and mixing properties of the dynamic Tobit model 0 0 0 36 0 2 11 141
Synthetic Control and Inference 0 0 2 47 1 2 28 213
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS 0 0 0 48 0 1 8 158
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM 0 0 1 3 1 1 17 24
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS 0 0 0 52 0 0 8 164
Test of random versus fixed effects with small within variation 0 0 4 67 0 2 21 188
Testing and comparing Value-at-Risk measures 0 0 1 270 0 0 15 734
The Efficiency Bound of the Mixed Proportional Hazard Model 0 0 0 67 0 0 7 258
The Hausman test and weak instruments 0 0 3 193 1 4 25 716
The incidental parameter problem in a non-differentiable panel data model 0 0 0 36 0 0 16 132
The influence function of semiparametric two-step estimators with estimated control variables 0 0 0 1 0 0 11 15
Three-stage semi-parametric inference: Control variables and differentiability 0 1 1 19 0 2 13 56
Weak Instruments: Diagnosis and Cures in Empirical Econometrics 0 0 1 328 0 0 17 737
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects 0 2 2 128 0 3 15 484
Total Journal Articles 5 13 45 5,880 48 128 1,549 26,173

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 2026-10-11