Jinyong Hahn
Names
first: | Jinyong |
last: | Hahn |
Affiliations
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University of California-Los Angeles (UCLA)
→ Department of Economics
- website
- location: Los Angeles, California (United States)
Research profile
author of:
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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