Jinyong Hahn

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Person:236047

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zbMath Open hahn.jinyongMaRDI QIDQ236047

List of research outcomes

PublicationDate of PublicationType
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR2023-10-24Paper
The influence function of semiparametric two-step estimators with estimated control variables2023-09-12Paper
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM2023-03-06Paper
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS2022-11-23Paper
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models2022-10-11Paper
Bootstrap Standard Error Estimates and Inference2022-01-06Paper
A small sigma approach to certain problems in errors-in-variables models2021-10-22Paper
Specification test on mixed logit models2021-02-09Paper
Three-stage semi-parametric inference: control variables and differentiability2019-07-01Paper
Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions2019-03-11Paper
Asymptotic Efficiency of Semiparametric Two-step GMM2019-01-23Paper
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE2018-11-09Paper
A quantile correlated random coefficients panel data model2018-10-12Paper
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION2018-05-24Paper
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables2017-08-24Paper
Non-standard tests through a composite null and alternative in point-identified parameters2016-09-15Paper
The Hausman test and weak instruments2016-08-10Paper
Neglected heterogeneity in moment condition models2014-08-07Paper
Partial identification and mergers2014-04-08Paper
Average and Quantile Effects in Nonseparable Panel Models2013-11-04Paper
Asymptotic Variance of Semiparametric Estimators With Generated Regressors2013-10-31Paper
Test of random versus fixed effects with small within variation2013-03-14Paper
Identification and estimation of the linear-in-means model of social interactions2013-01-02Paper
Does Jeffrey's prior alleviate the incidental parameter problem?2013-01-01Paper
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large2013-01-01Paper
Long difference instrumental variables estimation for dynamic panel models with fixed effects2012-09-23Paper
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS2012-01-04Paper
Parameter orthogonalization and Bayesian inference with many instruments2011-08-09Paper
Adaptive Experimental Design Using the Propensity Score2011-04-13Paper
Bounds on ATE with discrete outcomes2010-12-20Paper
Semiparametric information bound of dynamic discrete choice models2010-08-18Paper
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA2010-07-23Paper
Stationarity and mixing properties of the dynamic Tobit model2010-05-27Paper
Design of randomized experiments to measure social interaction effects2010-02-09Paper
Comments on Convergence Properties of the Likelihood of Computed Dynamic Models2010-02-03Paper
The incidental parameter problem in a non-differentiable panel data model2009-12-21Paper
https://portal.mardi4nfdi.de/entity/Q54471242008-03-06Paper
https://portal.mardi4nfdi.de/entity/Q34090642006-11-07Paper
A New Specification Test for the Validity of Instrumental Variables2006-06-16Paper
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large2006-06-16Paper
https://portal.mardi4nfdi.de/entity/Q54750472006-06-16Paper
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator2005-10-17Paper
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS2005-06-07Paper
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations2005-01-06Paper
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS2004-03-22Paper
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS2003-05-18Paper
OPTIMAL INFERENCE WITH MANY INSTRUMENTS2003-05-18Paper
Jackknife minimum distance estimation.2002-07-15Paper
Discontinuities of weak instrument limiting distributions.2002-07-15Paper
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects2002-05-28Paper
An Alternative Estimator for the Censored Quantile Regression Model2002-05-28Paper
Notes on bias in estimators for simultaneous equation models.2002-03-03Paper
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system2002-03-03Paper
A consistent semiparametric estimation of the consumer surplus distribution2000-10-26Paper
How informative is the initial condition in the dynamic panel model with fixed effects?2000-09-10Paper
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study1998-06-22Paper
Efficient estimation of panel data models with sequential moment restrictions1997-08-03Paper
The Efficiency Bound of the Mixed Proportional Hazard Model1995-03-01Paper
Bootstrapping Quantile Regression Estimators1995-01-01Paper

Research outcomes over time


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