J. Hahn

发表

Bootstrapping Quantile Regression Estimators

J. Hahn, 1995, Econometric Theory.

On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects

J. Hahn, 1998 .

Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange

Anthony S. Tay, F. Diebold, J. Hahn, 1999, Review of Economics and Statistics.

IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN

J. Hahn, P. Todd, W. V. D. Klaauw, 2001 .

LM Test of Neglected Correlated Random Effects and Its Application

J. Hahn, H. Moon, C. Snider, 2015 .

Dornsife Institute for New Economic Thinking Working Paper No . 15-11 LM Test of Neglected Correlated Random Effects and Its Application

J. Hahn, H. Moon, C. S. March, 2022 .

Understanding Bias in Nonlinear Panel Models: Some Recent Developments ∗

Jinyong Hahn, J. Hahn, M. Arellano, 2005 .

An Alternative Estimator for the Censored Quantile Regression Model

Jinyong Hahn, Moshe Buchinsky, J. Hahn, 1998 .

A New Specification Test for the Validity of Instrumental Variables

Jinyong Hahn, J. Hahn, J. Hausman, 2000 .

Notes on bias in estimators for simultaneous equation models

Jerry A. Hausman, Jinyong Hahn, J. Hahn, 2002 .

Weak Instruments: Diagnosis and Cures in Empirical Econometrics

Jerry A. Hausman, Jinyong Hahn, J. Hahn, 2003 .

Identification and estimation of marginal effects in nonlinear panel models

W. Newey, V. Chernozhukov, J. Hahn, 2008 .

A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators

Daniel A. Ackerberg, Xiaohong Chen, J. Hahn, 2011, Review of Economics and Statistics.

Adaptive Experimental Design Using the Propensity Score

Dean Karlan, Jinyong Hahn, Dean S. Karlan, 2009 .

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

Jinyong Hahn, Guido M. Kuersteiner, J. Hahn, 2011, Econometric Theory.

Asymptotic Variance of Semiparametric Estimators With Generated Regressors

Geert Ridder, Jinyong Hahn, G. Ridder, 2013 .

The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors

G. Ridder, J. Hahn, 2010 .

Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange

Anthony S. Tay, F. Diebold, J. Hahn, 1998 .

JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS

Jinyong Hahn, Whitney K. Newey, W. Newey, 2003 .

Average and Quantile Effects in Nonseparable Panel Models

W. Newey, V. Chernozhukov, J. Hahn, 2009, 0904.1990.

A quantile correlated random coefficients panel data model

J. Powell, J. Hahn, B. Graham, 2016, Journal of Econometrics.

Quantile Regression with Panel Data

J. Powell, J. Hahn, B. Graham, 2015 .

A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS

Jinyong Hahn, Atsushi Inoue, J. Hahn, 2002 .

Estimation with Valid and Invalid Instruments

J. Hahn, J. Hausman, 2005 .

Specification testing under moment inequalities

J. Hahn, Patrik Guggenberger, K. Kim, 2008 .

The Hausman Test and Weak Instruments y

John C. Ham, J. Hahn, H. Moon, 2010 .

Monetary Policy, Expectations and Business Cycles in the U.S. Post-War Period

Pablo D. Fajgelbaum, Edward P. Herbst, J. Hahn, 2017 .

Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models

J. Hahn, Xueyu Liu, 2022, Economics Letters.

TSLS and the limited-information maximum likelihood (LIML) estimator. Bekker's approach is based on increasing the number of instrumental variables along with the sample size, whereas Staiger and Stock's approach is based on a vanishing correlation

Peter E. Rossi, J. Angrist, S. Athey, 2007 .

Discontinuities of weak instrument limiting distributions

J. Hahn, G. Kuersteiner, 2002 .

TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS

J. Hahn, Juergen Meinecke, 2005, Econometric Theory.

When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects

Jinyong Hahn, Joshua Angrist, J. Angrist, 2004, Review of Economics and Statistics.

Estimation with Weak Instruments: Accuracy of Higher-Order Bias and MSE Approximations

Jinyong Hahn, J. Hahn, J. Hausman, 2004 .

Synthetic Control and Inference

Ruoyao Shi, Jinyong Hahn, J. Hahn, 2017 .

Identification and estimation of marginal effects in nonlinear panel models

W. Newey, V. Chernozhukov, J. Hahn, 2008 .

Bound Analysis in Panel Models with Correlated Random Eects

Victor Chernozhukov, Jinyong Hahn, Whitney K. Newey, 2005 .

The Hausman Test and Weak Instruments

John C. Ham, J. Hahn, H. Moon, 2011 .

Série Scientifique Scientific Series Testing and Comparing Value-at-risk Measures

Jinyong Hahn, Atsushi Inoue, Peter Christoffersen, 2022 .

NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE

G. Ridder, J. Hahn, Z. Liao, 2018, Econometric Theory.

A Note on Semiparametric Estimation of Finite Mixtures of Discrete Choice Models with Application to Game Theoretic Models

Han Hong, Geert Ridder, Jinyong Hahn, 2011 .

Higher Order E¢ ciency of Bias Corrections

J. Hahn, Guido Kuersteinery, Whitney Neweyz, 2005 .

Functional Restriction and Efficiency in Causal Inference

Jinyong Hahn, J. Hahn, 2004, Review of Economics and Statistics.

OPTIMAL INFERENCE WITH MANY INSTRUMENTS

J. Hahn, 2002, Econometric Theory.

Higher Order Properties of Bootstrap and Jackknife Bias Corrected Maximum Likelihood Estimators

W. Newey, J. Hahn, G. Kuersteiner, 2002 .

THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS

J. Hahn, 2001, Econometric Theory.

How informative is the initial condition in the dynamic panel model with fixed effects

Jinyong Hahn, J. Hahn, 1999 .

JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS

J. Hahn, Maurizio Mazzocco, G. Kuersteiner, 2019, Econometric Theory.

Stationarity and mixing properties of the dynamic Tobit model

J. Hahn, G. Kuersteiner, 2010 .

Quantile Regression Model with Unknown Censoring Point

J. Hahn, Moshe Buchinsky, 1995 .

Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both N and T are Large

Jinyong Hahn, Guido M. Kuersteiner, J. Hahn, 2000 .

Efficient estimation of panel data models with sequential moment restrictions

Jinyong Hahn, J. Hahn, 1997 .

Bounds on ATE with discrete outcomes

Jinyong Hahn, J. Hahn, 2010 .

Asymptotic Efficiency of Semiparametric Two-Step GMM

Xiaohong Chen, J. Hahn, Z. Liao, 2012 .

IV Estimation with Valid and Invalid Instruments

Jerry A. Hausman, Jinyong Hahn, J. Hahn, 2003 .

A Bekker Asymptotic Distribution of 2 SLS , OLS , and Nagar under Misspecification

J. Hahn, J. Hausman, 2011 .

Why has the Health Inequality among Infants Declined ? Accounting for the Shrinking Gap

J. Hahn, Moshe Buchinsky, Wanchuan Lin, 2006 .

Long difference instrumental variables estimation for dynamic panel models with fixed effects

J. Hahn, J. Hausman, G. Kuersteiner, 2007 .

A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects

Jinyong Hahn, J. Hahn, M. Arellano, 2016 .

Bootstrap Standard Error Estimates and Inference

J. Hahn, Z. Liao, 2021 .

The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables

G. Ridder, J. Hahn, Z. Liao, 2021 .

CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS

J. Hahn, Maurizio Mazzocco, G. Kuersteiner, 2016, Econometric Theory.

REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL

Hyungsik Roger Moon, Jinyong Hahn, J. Hahn, 2005, Econometric Theory.

Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects

Jerry A. Hausman, Jinyong Hahn, Guido M. Kuersteiner, 2001 .

Identification and estimation of the linear-in-means model of social interactions

Bryan S. Graham, Jinyong Hahn, J. Hahn, 2005 .

A Note on Bootstrapping Generalized Method of Moments Estimators

J. Hahn, 1996, Econometric Theory.

Estimation with Aggregate Shocks

Maurizio Mazzocco, Jinyong Hahn, Guido Kuersteiner, 2015, The Review of Economic Studies.

IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN

Petra E. Todd, J. Hahn, Wilbert Van der Klaauw, 2001 .

Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design

Petra E. Todd, Petra Todd, Jinyong Hahn, 1999 .

PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA

Hyungsik Roger Moon, Jinyong Hahn, J. Hahn, 2009, Econometric Theory.

Three-Stage Semi-Parametric Inference: Control Variables and Differentiability

G. Ridder, J. Hahn, 2016, Journal of Econometrics.

Testing, Comparing, and Combining Value-at-Risk Measures

Peter F. Christoffersen, J. Hahn, A. Inoue, 1999 .

When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects

J. Angrist, J. Hahn, 1999 .

A Likelihood-based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects

J. Hahn, M. Arellano, Manuel Arellano, 2006 .

Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments

J. Hahn, J. Hausman, 2021, Journal of Quantitative Economics.

Bandwidth Choice for Bias Estimators in Dynamic Nonlinear Panel Models

J. Hahn, G. Kuersteiner, 2007 .

Conditional Moment Restrictions and Triangular Simultaneous Equations

G. Ridder, J. Hahn, 2007, Review of Economics and Statistics.

2 Does The Conditional Moment Restriction Identify Anything Structural ?

G. Ridder, J. Hahn, 2008 .

Design of randomized experiments to measure social interaction effects

Keisuke Hirano, Jinyong Hahn, K. Hirano, 2010 .

A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects

J. Hahn, Manuel Arellano, 2016 .

Higher Order MSE of Jackknife 2SLS

J. Hahn, J. Hausman, G. Kuersteiner, 2001 .

Semiparametric information bound of dynamic discrete choice models

J. Hahn, Moshe Buchinsky, K. Kim, 2010 .

The incidental parameter problem in a non-differentiable panel data model

J. Hahn, B. Graham, J. Powell, 2009 .

Test of Random vs Fixed Eects with Small Within Variation

John C. Ham, J. Hahn, H. Moon, 2009 .

Jackknife minimum distance estimation

J. Hahn, Gary Solon, G. Kézdi, 2002 .

Measurement Error in Survey Data : Revisiting the Study of Income and Consumption Dynamics

John C. Ham, G. Ridder, J. Hahn, 2008 .

Tests for Neglected Heterogeneity in Moment Condition Models

J. Hahn, Richard J. Smith, Whitney Newey, 2011 .

Neglected heterogeneity in moment condition models

J. Hahn, Richard J. Smith, Whitney Newey, 2014 .

Finite Sample Properties of the Two-Step Empirical Likelihood Estimator

J. Hahn, Patrik Guggenberger, 2005 .

Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables

G. Ridder, J. Hahn, 2017 .

Test of neglected heterogeneity in dyadic models

J. Hahn, H. Moon, Ruoyao Shi, 2024, Journal of Econometrics.

Breusch and Pagan’s (1980) Test Revisited

J. Hahn, 2021 .

The Efficiency Bound of the Mixed Proportional Hazard Model

Jinyong Hahn, J. Hahn, 1994 .