Jinyong Hahn

Names

Affiliations

• University of California-Los Angeles (UCLA) → Department of Economics
  • website
  • location: Los Angeles, California (United States)

Research profile

author of:

• Long difference instrumental variables estimation for dynamic panel models with fixed effects
  by Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido
• Notes on bias in estimators for simultaneous equation models
  by Hahn, Jinyong & Hausman, Jerry
• Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• OPTIMAL INFERENCE WITH MANY INSTRUMENTS
  by Hahn, Jinyong
• Neglected heterogeneity in moment condition models
  by Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J.
• Functional Restriction and Efficiency in Causal Inference
  by Jinyong Hahn
• Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
  by Jinyong Hahn & Whitney Newey
• PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
  by Hahn, Jinyong & Moon, Hyungsik Roger
• Jackknife and analytical bias reduction for nonlinear panel models
  by Jinyong Hahn & Whitney K. Newey
• Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
  by Hahn Jinyong & Ridder Geert
• Parameter orthogonalization and Bayesian inference with many instruments
  by Hahn, Jinyong & Hansen, Karsten
• On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
  by Jinyong Hahn
• Partial identification and mergers
  by Hahn, Jinyong & Ridder, Geert & Snider, Connan
• Estimation with Valid and Invalid Instruments
  by Jinyong Hahn & Jerry Hausman
• Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
  by Hahn, Jinyong & Ridder, Geert
• Identification and estimation of the linear-in-means model of social interactions
  by Graham, Bryan S. & Hahn, Jinyong
• Identification and Estimation of Marginal Effects in Nonlinear Panel Models
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey
• Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design.
  by Hahn, Jinyong & Todd, Petra & Van der Klaauw, Wilbert
• Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations
  by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner
• The incidental parameter problem in a non-differentiable panel data model
  by Graham, Bryan S. & Hahn, Jinyong & Powell, James L.
• Estimation with Valid and Invalid Instruments
  by Jinyong Hahn & Jerry Hausman
  edited by
• Quantile Regression Model with Unknown Censoring
  by Moshe Buchinsky & Jinyong Hahn
• THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
  by Hahn, Jinyong
• Jackknife minimum distance estimation
  by Kezdi, Gabor & Hahn, Jinyong & Solon, Gary
• Identification and estimation of marginal effects in nonlinear panel models
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey
• Quantile Regression with Panel Data
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design
  by Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw
• Quantile Regression Model with Unknown Censoring Point
  by Moshe Buchinsky & Jinyong Hahn
• Efficient estimation of panel data models with sequential moment restrictions
  by Hahn, Jinyong
• Quantile regression with panel data
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• How informative is the initial condition in the dynamic panel model with fixed effects?
  by Hahn, Jinyong
• Identification and estimation of marginal effects in nonlinear panel models
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey
• The Hausman test and weak instruments
  by Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger
• When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects
  by Joshua Angrist & Jinyong Hahn
• Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
  by Patrik Guggenberger & Jinyong Hahn
• The Efficiency Bound of the Mixed Proportional Hazard Model
  by Jinyong Hahn
• Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"
  by Daniel Ackerberg & John Geweke & Jinyong Hahn
• Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
  by Hahn, Jinyong
• Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects.
  by Hahn, Jinyong
• When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects
  by Joshua D. Angrist & Jinyong Hahn
• Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• Design of randomized experiments to measure social interaction effects
  by Hirano, Keisuke & Hahn, Jinyong
• Does Jeffrey's prior alleviate the incidental parameter problem?
  by Hahn, Jinyong
• Conditional Moment Restrictions and Triangular Simultaneous Equations
  by Jinyong Hahn & Geert Ridder
• Discontinuities of weak instrument limiting distributions
  by Hahn, Jinyong & Kuersteiner, Guido
• Bounds on ATE with discrete outcomes
  by Hahn, Jinyong
• Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
  by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay
• Reducing Bias of MLE in a Dynamic Panel Model
  by Jinyong Hahn & Hyungsik Roger Moon
• REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
  by Hahn, Jinyong & Moon, Hyungsik Roger
• Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
  by Hahn, Jinyong & Kuersteiner, Guido & Cho, Myeong Hyeon
• Average and Quantile Effects in Nonseparable Panel Models
  by Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey
• Test of random versus fixed effects with small within variation
  by Hahn, Jinyong & Ham, John & Moon, Hyungsik Roger
• BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
  by Hahn, Jinyong & Kuersteiner, Guido
• Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study.
  by Hahn, Jinyong
• Reducing Bias of MLE in a Dynamic Panel Model
  by Jinyong Hahn & Hyungsik Roger Moon
• Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects
  by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner
• Weak Instruments: Diagnosis and Cures in Empirical Econometrics
  by Jinyong Hahn & Jerry Hausman
• Bootstrapping Quantile Regression Estimators
  by Hahn, Jinyong
• TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
  by Hahn, Jinyong & Meinecke, Juergen
• Specification testing under moment inequalities
  by Guggenberger, Patrik & Hahn, Jinyong & Kim, Kyooil
• Asymptotic Variance of Semiparametric Estimators With Generated Regressors
  by Jinyong Hahn & Geert Ridder
• Testing, Comparing, and Combining Value at Risk Measures
  by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue
• Testing and comparing Value-at-Risk measures
  by Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi
• Asymptotic Efficiency of Semiparametric Two-step GMM
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
• Asymptotic efficiency of semiparametric two-step GMM
  by Xiaohong Chen & Jinyong Hahn
• Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Asymptotic Efficiency of Semiparametric Two-step GMM
  by Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
• Testing and Comparing Value-at-Risk Measures
  by Peter Christoffersen & Jinyong Hahn & Atsushi Inoue
• Stationarity and mixing properties of the dynamic Tobit model
  by Hahn, Jinyong & Kuersteiner, Guido
• Asymptotic efficiency of semiparametric two-step GMM
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Tests for neglected heterogeneity in moment condition models
  by Jinyong Hahn & Whitney K. Newey & Richard Smith
• A consistent semiparametric estimation of the consumer surplus distribution
  by Foster, Andrew & Hahn, Jinyong
• Adaptive Experimental Design Using the Propensity Score
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
• A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• The asymptotic variance of semi-parametric estimators with generated regressors
  by Jinyong Hahn & Geert Ridder
• A practical asymptotic variance estimator for two-step semiparametric estimators
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn
• Semiparametric information bound of dynamic discrete choice models
  by Buchinsky, Moshe & Hahn, Jinyong & Kim, Kyoo il
• The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors
  by Jinyong Hahn & Geert Ridder
• A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS
  by Patrick Bajari & Jinyong Hahn & Han Hong & Geert Ridder
• A Consistent Semiparametric Estimator of the Consumer Surplus Distribution
  by Jinyong Hahn & Andrew D. Foster
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large
  by Jinyong Hahn & Guido Kuersteiner
• A quantile correlated random coefficients panel data model
  by Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell
• A New Specification Test for the Validity of Instrumental Variables
  by Jinyong Hahn & Jerry Hausman
• Adaptive Experimental Design Using the Propensity Score
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
• A New Specification Test for the Validity of Instrumental Variables
  by Jinyong Hahn & Jerry Hausman
• Adaptive Experimental Design Using the Propensity Score
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean
• Adaptive Experimental Design Using the Propensity Score
  by Jinyong Hahn & Keisuke Hirano & Dean Karlan
• An Alternative Estimator for the Censored Quantile Regression Model
  by Moshe Buchinsky & Jinyong Hahn
• Adaptive Experimental Design Using the Propensity Score
  by Jinyong Hahn & Keisuke Hirano & Dean Karlan
• Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss
  by Quick, Reiner & Hahn, J.
• A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
  by Jinyong Hahn & Atsushi Inoue
• A Note on Bootstrapping Generalized Method of Moments Estimators
  by Hahn, Jinyong
• Synthetic Control and Inference
  by Jinyong Hahn & Ruoyao Shi
• A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
  by Manuel Arellano & Jinyong Hahn
• LM Test of Neglected Correlated Random Effects and Its Application
  by Jinyong Hahn & Hyungsik Roger Moon & Connan Snider
• Average and Quantile Effects in Nonseparable Panel Models
  by Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey
• Synthetic Control and Inference
  by Ruoyao Shi & Jinyong Hahn
• Specification test on mixed logit models
  by Jinyong Hahn & Jerry Hausman & Josh Lustig
• NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
  by Hahn, Jinyong & Liao, Zhipeng
• NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
  by Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert
• Adaptive Experimental Design Using the Propensity Score
  by Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S.
• A quantile correlated random coefficients panel data model
  by Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L.
• Understanding Bias in Nonlinear Panel Models: Some Recent Developments
  by Manuel Arellano & Jinyong Hahn
• A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
  by Manuel Arellano & Jinyong Hahn
• Three-stage semi-parametric inference: Control variables and differentiability
  by Hahn, Jinyong & Ridder, Geert