Jinyong Hahn

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Affiliations

• University of California-Los Angeles (UCLA) / Department of Economics
  • EDIRC entry
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Research profile

author of:

• Estimation with Valid and Invalid Instruments (RePEc:adr:anecst:y:2005:i:79-80:p:25-57)
  by Jinyong Hahn & Jerry Hausman
• Weak Instruments: Diagnosis and Cures in Empirical Econometrics (RePEc:aea:aecrev:v:93:y:2003:i:2:p:118-125)
  by Jinyong Hahn & Jerry Hausman
• Adaptive Experimental Design Using the Propensity Score (RePEc:ags:yaleeg:47107)
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S.
• Average and Quantile Effects in Nonseparable Panel Models (RePEc:arx:papers:0904.1990)
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey
• Efficient Bias Correction for Cross-section and Panel Data (RePEc:arx:papers:2207.09943)
  by Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey
• Standard errors when a regressor is randomly assigned (RePEc:arx:papers:2303.10306)
  by Denis Chetverikov & Jinyong Hahn & Zhipeng Liao & Andres Santos
• Logit-based alternatives to two-stage least squares (RePEc:arx:papers:2312.10333)
  by Denis Chetverikov & Jinyong Hahn & Zhipeng Liao & Shuyang Sheng
• Some Finite-Sample Results on the Hausman Test (RePEc:arx:papers:2312.10558)
  by Jinyong Hahn & Zhipeng Liao & Nan Liu & Shuyang Sheng
• Stratifying on Treatment Status (RePEc:arx:papers:2404.04700)
  by Jinyong Hahn & John Ham & Geert Ridder & Shuyang Sheng
• Overidentification in Shift-Share Designs (RePEc:arx:papers:2404.17049)
  by Jinyong Hahn & Guido Kuersteiner & Andres Santos & Wavid Willigrod
• Quantile regression with panel data (RePEc:azt:cemmap:12/15)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Jackknife and analytical bias reduction for nonlinear panel models (RePEc:azt:cemmap:17/03)
  by Jinyong Hahn & Whitney K. Newey
• Asymptotic efficiency of semiparametric two-step GMM (RePEc:azt:cemmap:28/14)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Asymptotic efficiency of semiparametric two-step GMM (RePEc:azt:cemmap:31/12)
  by Xiaohong Chen & Jinyong Hahn
• A quantile correlated random coefficients panel data model (RePEc:azt:cemmap:34/16)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Specification test on mixed logit models (RePEc:azt:cemmap:58/17)
  by Jinyong Hahn & Jerry Hausman & Josh Lustig
• Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects (RePEc:bes:jnlbes:v:19:y:2001:i:1:p:16-17)
  by Hahn, Jinyong
• Adaptive Experimental Design Using the Propensity Score (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:96-108)
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
• Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects (RePEc:bos:wpaper:wp2005-024)
  by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner
• Identification and Estimation of Marginal Effects in Nonlinear Panel Models (RePEc:bos:wpaper:wp2009-b)
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey
• Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters (RePEc:bpj:jecome:v:4:y:2015:i:1:p:28:n:8)
  by Hahn Jinyong & Ridder Geert
• Testing and Comparing Value-at-Risk Measures (RePEc:cir:cirwor:2001s-03)
  by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue
• Understanding Bias in Nonlinear Panel Models: Some Recent Developments (RePEc:cmf:wpaper:wp2005_0507)
  by Manuel Arellano & Jinyong Hahn
• A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects (RePEc:cmf:wpaper:wp2006_0613)
  by Manuel Arellano & Jinyong Hahn
• Bootstrapping Quantile Regression Estimators (RePEc:cup:etheor:v:11:y:1995:i:01:p:105-121_00)
  by Hahn, Jinyong
• A Note on Bootstrapping Generalized Method of Moments Estimators (RePEc:cup:etheor:v:12:y:1996:i:01:p:187-197_00)
  by Hahn, Jinyong
• A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models (RePEc:cup:etheor:v:13:y:1997:i:04:p:583-588_00)
  by Hahn, Jinyong
• The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects (RePEc:cup:etheor:v:17:y:2001:i:05:p:913-932_17)
  by Hahn, Jinyong
• Optimal Inference With Many Instruments (RePEc:cup:etheor:v:18:y:2002:i:01:p:140-168_18)
  by Hahn, Jinyong
• Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects (RePEc:cup:etheor:v:21:y:2005:i:02:p:455-469_05)
  by Hahn, Jinyong & Meinecke, Juergen
• Reducing Bias Of Mle In A Dynamic Panel Model (RePEc:cup:etheor:v:22:y:2006:i:03:p:499-512_06)
  by Hahn, Jinyong & Moon, Hyungsik Roger
• Panel Data Models With Finite Number Of Multiple Equilibria (RePEc:cup:etheor:v:26:y:2010:i:03:p:863-881_99)
  by Hahn, Jinyong & Moon, Hyungsik Roger
• Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects (RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00)
  by Hahn, Jinyong & Kuersteiner, Guido
• Nonparametric Instrumental Variables And Regular Estimation (RePEc:cup:etheor:v:34:y:2018:i:03:p:574-597_00)
  by Hahn, Jinyong & Liao, Zhipeng
• Nonparametric Two-Step Sieve M Estimation And Inference (RePEc:cup:etheor:v:34:y:2018:i:06:p:1281-1324_00)
  by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert
• Joint Time-Series And Cross-Section Limit Theory Under Mixingale Assumptions (RePEc:cup:etheor:v:38:y:2022:i:5:p:942-958_5)
  by Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio
• The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects — Corrigendum (RePEc:cup:etheor:v:39:y:2023:i:1:p:219-219_7)
  by Gu, Jiaying & Hahn, Jinyong & Kim, Kyoo Il
• Identification And The Influence Function Of Olley And Pakes’ (1996) Production Function Estimator (RePEc:cup:etheor:v:39:y:2023:i:5:p:1044-1066_6)
  by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert
• Central Limit Theory For Combined Cross Section And Time Series With An Application To Aggregate Productivity Shocks (RePEc:cup:etheor:v:40:y:2024:i:1:p:162-212_5)
  by Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio
• Quantile Regression Model with Unknown Censoring Point (RePEc:cwl:cwldpp:1096)
  by Moshe Buchinsky & Jinyong Hahn
• Asymptotic Variance Estimator for Two-Step Semiparametric Estimators (RePEc:cwl:cwldpp:1803)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Asymptotic Efficiency of Semiparametric Two-step GMM (RePEc:cwl:cwldpp:1880)
  by Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
• Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss (RePEc:dar:wpaper:84652)
  by Quick, Reiner & Hahn, J.
• Adaptive Experimental Design Using the Propensity Score (RePEc:ecl:yaleco:59)
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects (RePEc:ecm:emetrp:v:66:y:1998:i:2:p:315-332)
  by Jinyong Hahn
• An Alternative Estimator for the Censored Quantile Regression Model (RePEc:ecm:emetrp:v:66:y:1998:i:3:p:653-672)
  by Moshe Buchinsky & Jinyong Hahn
• Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design (RePEc:ecm:emetrp:v:69:y:2001:i:1:p:201-09)
  by Hahn, Jinyong & Todd, Petra & Van der Klaauw, Wilbert
• A New Specification Test for the Validity of Instrumental Variables (RePEc:ecm:emetrp:v:70:y:2002:i:1:p:163-189)
  by Jinyong Hahn & Jerry Hausman
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large (RePEc:ecm:emetrp:v:70:y:2002:i:4:p:1639-1657)
  by Jinyong Hahn & Guido Kuersteiner
• Jackknife and Analytical Bias Reduction for Nonlinear Panel Models (RePEc:ecm:emetrp:v:72:y:2004:i:4:p:1295-1319)
  by Jinyong Hahn & Whitney Newey
• Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models" (RePEc:ecm:emetrp:v:77:y:2009:i:6:p:2009-2017)
  by Daniel Ackerberg & John Geweke & Jinyong Hahn
• Asymptotic Variance of Semiparametric Estimators With Generated Regressors (RePEc:ecm:emetrp:v:81:y:2013:i:1:p:315-340)
  by Jinyong Hahn & Geert Ridder
• Average and Quantile Effects in Nonseparable Panel Models (RePEc:ecm:emetrp:v:81:y:2013:i:2:p:535-580)
  by Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey
• Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306)
  by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner
• The incidental parameter problem in a non-differentiable panel data model (RePEc:eee:ecolet:v:105:y:2009:i:2:p:181-182)
  by Graham, Bryan S. & Hahn, Jinyong & Powell, James L.
• Design of randomized experiments to measure social interaction effects (RePEc:eee:ecolet:v:106:y:2010:i:1:p:51-53)
  by Hirano, Keisuke & Hahn, Jinyong
• Stationarity and mixing properties of the dynamic Tobit model (RePEc:eee:ecolet:v:107:y:2010:i:2:p:105-111)
  by Hahn, Jinyong & Kuersteiner, Guido
• Semiparametric information bound of dynamic discrete choice models (RePEc:eee:ecolet:v:108:y:2010:i:2:p:109-112)
  by Buchinsky, Moshe & Hahn, Jinyong & Kim, Kyoo il
• Bounds on ATE with discrete outcomes (RePEc:eee:ecolet:v:109:y:2010:i:1:p:24-27)
  by Hahn, Jinyong
• Parameter orthogonalization and Bayesian inference with many instruments (RePEc:eee:ecolet:v:112:y:2011:i:2:p:207-209)
  by Hahn, Jinyong & Hansen, Karsten
• Test of random versus fixed effects with small within variation (RePEc:eee:ecolet:v:112:y:2011:i:3:p:293-297)
  by Hahn, Jinyong & Ham, John & Moon, Hyungsik Roger
• Partial identification and mergers (RePEc:eee:ecolet:v:118:y:2013:i:1:p:126-129)
  by Hahn, Jinyong & Ridder, Geert & Snider, Connan
• A small sigma approach to certain problems in errors-in-variables models (RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003712)
  by Hahn, Jinyong & Hausman, Jerry & Kim, Jeonghwan
• Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models (RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002841)
  by Hahn, Jinyong & Liu, Xueyuan
• The influence function of semiparametric two-step estimators with estimated control variables (RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003026)
  by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert & Shi, Ruoyao
• Some finite-sample results on the Hausman test (RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524002040)
  by Hahn, Jinyong & Liao, Zhipeng & Liu, Nan & Sheng, Shuyang
• A consistent semiparametric estimation of the consumer surplus distribution (RePEc:eee:ecolet:v:69:y:2000:i:3:p:245-251)
  by Foster, Andrew & Hahn, Jinyong
• Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system (RePEc:eee:ecolet:v:73:y:2001:i:2:p:227-231)
  by Hahn, Jinyong
• Notes on bias in estimators for simultaneous equation models (RePEc:eee:ecolet:v:75:y:2002:i:2:p:237-241)
  by Hahn, Jinyong & Hausman, Jerry
• Discontinuities of weak instrument limiting distributions (RePEc:eee:ecolet:v:75:y:2002:i:3:p:325-331)
  by Hahn, Jinyong & Kuersteiner, Guido
• Jackknife minimum distance estimation (RePEc:eee:ecolet:v:76:y:2002:i:1:p:35-45)
  by Kezdi, Gabor & Hahn, Jinyong & Solon, Gary
• Does Jeffrey's prior alleviate the incidental parameter problem? (RePEc:eee:ecolet:v:82:y:2004:i:1:p:135-138)
  by Hahn, Jinyong
• Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large (RePEc:eee:ecolet:v:84:y:2004:i:1:p:117-125)
  by Hahn, Jinyong & Kuersteiner, Guido & Cho, Myeong Hyeon
• Identification and estimation of the linear-in-means model of social interactions (RePEc:eee:ecolet:v:88:y:2005:i:1:p:1-6)
  by Graham, Bryan S. & Hahn, Jinyong
• Specification testing under moment inequalities (RePEc:eee:ecolet:v:99:y:2008:i:2:p:375-378)
  by Guggenberger, Patrik & Hahn, Jinyong & Kim, Kyooil
• Long difference instrumental variables estimation for dynamic panel models with fixed effects (RePEc:eee:econom:v:140:y:2007:i:2:p:574-617)
  by Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido
• The Hausman test and weak instruments (RePEc:eee:econom:v:160:y:2011:i:2:p:289-299)
  by Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger
• Neglected heterogeneity in moment condition models (RePEc:eee:econom:v:178:y:2014:i:p1:p:86-100)
  by Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J.
• Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables (RePEc:eee:econom:v:200:y:2017:i:2:p:238-250)
  by Hahn, Jinyong & Ridder, Geert
• A quantile correlated random coefficients panel data model (RePEc:eee:econom:v:206:y:2018:i:2:p:305-335)
  by Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L.
• Three-stage semi-parametric inference: Control variables and differentiability (RePEc:eee:econom:v:211:y:2019:i:1:p:262-293)
  by Hahn, Jinyong & Ridder, Geert
• Specification test on mixed logit models (RePEc:eee:econom:v:219:y:2020:i:1:p:19-37)
  by Hahn, Jinyong & Hausman, Jerry & Lustig, Josh
• Efficient estimation of panel data models with sequential moment restrictions (RePEc:eee:econom:v:79:y:1997:i:1:p:1-21)
  by Hahn, Jinyong
• How informative is the initial condition in the dynamic panel model with fixed effects? (RePEc:eee:econom:v:93:y:1999:i:2:p:309-326)
  by Hahn, Jinyong
• Testing and comparing Value-at-Risk measures (RePEc:eee:empfin:v:8:y:2001:i:3:p:325-342)
  by Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi
• Adaptive Experimental Design Using the Propensity Score (RePEc:egc:wpaper:969)
  by Jinyong Hahn & Keisuke Hirano & Dean Karlan
• Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange (RePEc:fth:nystfi:98-079)
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• Synthetic Control and Inference (RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610)
  by Jinyong Hahn & Ruoyao Shi
• Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study (RePEc:ier:iecrev:v:38:y:1997:i:4:p:795-808)
  by Hahn, Jinyong
• A Note On Semiparametric Estimation Of Finite Mixtures Of Discrete Choice Models With Application To Game Theoretic Models (RePEc:ier:iecrev:v:52:y:2011:i:3:p:807-824)
  by Patrick Bajari & Jinyong Hahn & Han Hong & Geert Ridder
• Identification and estimation of marginal effects in nonlinear panel models (RePEc:ifs:cemmap:05/09)
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey
• Quantile regression with panel data (RePEc:ifs:cemmap:12/15)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Jackknife and analytical bias reduction for nonlinear panel models (RePEc:ifs:cemmap:17/03)
  by Jinyong Hahn & Whitney K. Newey
• A practical asymptotic variance estimator for two-step semiparametric estimators (RePEc:ifs:cemmap:22/11)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• The asymptotic variance of semi-parametric estimators with generated regressors (RePEc:ifs:cemmap:23/10)
  by Jinyong Hahn & Geert Ridder
• Identification and estimation of marginal effects in nonlinear panel models (RePEc:ifs:cemmap:25/08)
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey
• Tests for neglected heterogeneity in moment condition models (RePEc:ifs:cemmap:26/11)
  by Jinyong Hahn & Whitney K. Newey & Richard Smith
• Asymptotic efficiency of semiparametric two-step GMM (RePEc:ifs:cemmap:28/14)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Asymptotic efficiency of semiparametric two-step GMM (RePEc:ifs:cemmap:31/12)
  by Xiaohong Chen & Jinyong Hahn
• A quantile correlated random coefficients panel data model (RePEc:ifs:cemmap:34/16)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Specification test on mixed logit models (RePEc:ifs:cemmap:58/17)
  by Jinyong Hahn & Jerry Hausman & Josh Lustig
• A New Specification Test for the Validity of Instrumental Variables (RePEc:mit:worpap:99-11)
  by Jinyong Hahn & Jerry Hausman
• Estimation with Valid and Invalid Instruments (RePEc:nbr:nberch:12227)
  by Jinyong Hahn & Jerry Hausman
• When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects (RePEc:nbr:nberte:0241)
  by Joshua D. Angrist & Jinyong Hahn
• Quantile Regression with Panel Data (RePEc:nbr:nberwo:21034)
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous? (RePEc:nbr:nberwo:31384)
  by Jinyong Hahn & John D. Singleton & Neşe Yildiz
• Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange (RePEc:nbr:nberwo:6845)
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design (RePEc:nbr:nberwo:7131)
  by Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw
• The Efficiency Bound of the Mixed Proportional Hazard Model (RePEc:oup:restud:v:61:y:1994:i:4:p:607-629.)
  by Jinyong Hahn
• Asymptotic Efficiency of Semiparametric Two-step GMM (RePEc:oup:restud:v:81:y:2014:i:3:p:919-943)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
• Adaptive Experimental Design Using the Propensity Score (RePEc:pra:mprapa:8315)
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
• The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors (RePEc:rio:texdis:575)
  by Jinyong Hahn & Geert Ridder
• Reducing Bias of MLE in a Dynamic Panel Model (RePEc:scp:wpaper:04-5)
  by Jinyong Hahn & Hyungsik Roger Moon
• Reducing Bias of MLE in a Dynamic Panel Model (RePEc:scp:wpaper:05-36)
  by Jinyong Hahn & Hyungsik Roger Moon
• Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments (RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00262-y)
  by Jinyong Hahn & Jerry Hausman
• Properties of least squares estimator in estimation of average treatment effects (RePEc:spr:series:v:14:y:2023:i:3:d:10.1007_s13209-023-00279-x)
  by Jinyong Hahn
• A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators (RePEc:taf:emetrv:v:21:y:2002:i:3:p:309-336)
  by Jinyong Hahn & Atsushi Inoue
• Finite Sample Properties of the Two-Step Empirical Likelihood Estimator (RePEc:taf:emetrv:v:24:y:2005:i:3:p:247-263)
  by Patrik Guggenberger & Jinyong Hahn
• Estimation of average treatment effects for massively unbalanced binary outcomes (RePEc:taf:emetrv:v:43:y:2024:i:6:p:319-344)
  by Jinyong Hahn & Xueyuan Liu & Geert Ridder
• A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects (RePEc:taf:glecrv:v:45:y:2016:i:3:p:251-274)
  by Manuel Arellano & Jinyong Hahn
• Adaptive Experimental Design Using the Propensity Score (RePEc:taf:jnlbes:v:29:y:2011:i:1:p:96-108)
  by Jinyong Hahn & Keisuke Hirano & Dean Karlan
• LM Test of Neglected Correlated Random Effects and Its Application (RePEc:taf:jnlbes:v:35:y:2017:i:3:p:359-370)
  by Jinyong Hahn & Hyungsik Roger Moon & Connan Snider
• Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange (RePEc:tpr:restat:v:81:y:1999:i:4:p:661-673)
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects (RePEc:tpr:restat:v:86:y:2004:i:1:p:58-72)
  by Joshua Angrist & Jinyong Hahn
• Functional Restriction and Efficiency in Causal Inference (RePEc:tpr:restat:v:86:y:2004:i:1:p:73-76)
  by Jinyong Hahn
• Conditional Moment Restrictions and Triangular Simultaneous Equations (RePEc:tpr:restat:v:93:y:2011:i:2:p:683-689)
  by Jinyong Hahn & Geert Ridder
• A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators (RePEc:tpr:restat:v:94:y:2012:i:2:p:481-498)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Synthetic Control and Inference (RePEc:ucr:wpaper:201802)
  by Ruoyao Shi & Jinyong Hahn
• The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables (RePEc:ucr:wpaper:202107)
  by Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi
• Breusch and Pagan’s (1980) Test Revisited (RePEc:ucr:wpaper:202110)
  by Jinyong Hahn & Ruoyao Shi
• The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables (RePEc:ucr:wpaper:202202)
  by Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi
• Test of Neglected Heterogeneity in Dyadic Models (RePEc:ucr:wpaper:202206)
  by Jinyong Hahn & Hyungsik Roger Moon & Ruoyao Shi
• Econometric Inference Using Hausman Instruments (RePEc:ucr:wpaper:202405)
  by Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi
• Econometric Inference Using Hausman Instruments (RePEc:ucr:wpaper:202406)
  by Jinyong Hahn & Zhipeng Liao & Nan Liu & Ruoyao Shi
• Bootstrap Standard Error Estimates and Inference (RePEc:wly:emetrp:v:89:y:2021:i:4:p:1963-1977)
  by Jinyong Hahn & Zhipeng Liao
• Efficient bias correction for cross‐section and panel data (RePEc:wly:quante:v:15:y:2024:i:3:p:783-816)
  by Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey
• Quantile Regression Model with Unknown Censoring (RePEc:wop:calbem:_004)
  by Moshe Buchinsky & Jinyong Hahn
• A Consistent Semiparametric Estimator of the Consumer Surplus Distribution (RePEc:wop:pennhp:_077)
  by Jinyong Hahn & Andrew D. Foster
• Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange (RePEc:wop:pennin:99-05)
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• Testing, Comparing, and Combining Value at Risk Measures (RePEc:wop:pennin:99-44)
  by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue