Jinyong Hahn

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Contact

Affiliations

• University of California-Los Angeles (UCLA) / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

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