The following pages link to Jinyong Hahn (Q236047):
Displaying 50 items.
- Non-standard tests through a composite null and alternative in point-identified parameters (Q312337) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Bounds on ATE with discrete outcomes (Q613414) (← links)
- The Hausman test and weak instruments (Q737285) (← links)
- Design of randomized experiments to measure social interaction effects (Q846622) (← links)
- Stationarity and mixing properties of the dynamic Tobit model (Q974181) (← links)
- Semiparametric information bound of dynamic discrete choice models (Q988641) (← links)
- The incidental parameter problem in a non-differentiable panel data model (Q1046346) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- (Q1583388) (redirect page) (← links)
- A consistent semiparametric estimation of the consumer surplus distribution (Q1583389) (← links)
- Jackknife minimum distance estimation. (Q1603856) (← links)
- Discontinuities of weak instrument limiting distributions. (Q1605257) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)
- Does Jeffrey's prior alleviate the incidental parameter problem? (Q1927418) (← links)
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large (Q1927538) (← links)
- Identification and estimation of the linear-in-means model of social interactions (Q1927852) (← links)
- Test of random versus fixed effects with small within variation (Q1942936) (← links)
- Three-stage semi-parametric inference: control variables and differentiability (Q2000862) (← links)
- Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models (Q2083556) (← links)
- Specification test on mixed logit models (Q2227072) (← links)
- A small sigma approach to certain problems in errors-in-variables models (Q2236298) (← links)
- Parameter orthogonalization and Bayesian inference with many instruments (Q2275668) (← links)
- Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables (Q2399537) (← links)
- Partial identification and mergers (Q2444175) (← links)
- Neglected heterogeneity in moment condition models (Q2512601) (← links)
- Asymptotic Variance of Semiparametric Estimators With Generated Regressors (Q2857047) (← links)
- Average and Quantile Effects in Nonseparable Panel Models (Q2857548) (← links)
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197) (← links)
- Bootstrapping Quantile Regression Estimators (Q3365347) (← links)
- Comments on ''Convergence Properties of the Likelihood of Computed Dynamic Models'' (Q3402309) (← links)
- (Q3409064) (← links)
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (Q3577704) (← links)
- The Efficiency Bound of the Mixed Proportional Hazard Model (Q4319455) (← links)
- Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study (Q4375442) (← links)
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (Q4443965) (← links)
- On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects (Q4530909) (← links)
- An Alternative Estimator for the Censored Quantile Regression Model (Q4530917) (← links)
- NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE (Q4554604) (← links)
- Asymptotic Efficiency of Semiparametric Two-step GMM (Q4610671) (← links)
- NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION (Q4643223) (← links)
- TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS (Q4680633) (← links)
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS (Q4807270) (← links)
- OPTIMAL INFERENCE WITH MANY INSTRUMENTS (Q4807286) (← links)
- Bootstrap Standard Error Estimates and Inference (Q5020514) (← links)
- JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS (Q5051520) (← links)
- Adaptive Experimental Design Using the Propensity Score (Q5392689) (← links)
- (Q5447124) (← links)
