Jinyong Hahn

University of California, Los Angeles

405 Hilgard Avenue

Box 951361

Los Angeles, CA 90095-1361

United States

SCHOLARLY PAPERS

20

DOWNLOADS

5,646

SSRN CITATIONS

128

CROSSREF CITATIONS

106

Scholarly Papers (20)

1.

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

Number of pages: 27 Posted: 16 Nov 1999
University of Toronto - Rotman School of Management, University of California, Los Angeles and Southern Methodist University
Downloads 2,555 (9,501)
Citation 10

Abstract:

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2.

IV Estimation with Valid and Invalid Instruments

Number of pages: 42 Posted: 07 Aug 2003
Jinyong Hahn and Jerry A. Hausman
University of California, Los Angeles and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 718 (62,484)
Citation 15

Abstract:

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Instrumental Variables, 2SLS, Weak Instruments, Returns to Education

3.

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

Number of pages: 64 Posted: 18 Jul 2001
University of California, Los Angeles, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 529 (91,865)
Citation 35

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dynamic panel, bias correction, second order, unit root, weak instrument

4.

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

Number of pages: 32 Posted: 31 May 2001
Jinyong Hahn and Guido M. Kuersteiner
University of California, Los Angeles and Boston University - Department of Economics
Downloads 369 (140,112)
Citation 28

Abstract:

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dynamic Panel, VAR, large n-large T asymptotics, bias correction, efficiency

A New Specification Test for the Validity of Instrumental Variables

Number of pages: 52 Posted: 05 Jan 2000
Jinyong Hahn and Jerry A. Hausman
University of California, Los Angeles and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 304 (171,365)
Citation 29

Abstract:

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A New Specification Test for the Validity of Instrumental Variables

Posted: 15 May 2002
Jinyong Hahn and Jerry A. Hausman
University of California, Los Angeles and Massachusetts Institute of Technology (MIT) - Department of Economics

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6.

Adaptive Experimental Design Using the Propensity Score

Yale University Economic Growth Center Discussion Paper No. 969, Yale Economics Department Working Paper No. 59
Number of pages: 29 Posted: 30 Jan 2009 Last Revised: 30 Jul 2009
University of California, Los Angeles, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Yale UniversityNorthwestern University - Kellogg School of Management
Downloads 222 (235,935)
Citation 3

Abstract:

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experimental design, propensity score, efficiency bound

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

NBER Working Paper No. w6845
Number of pages: 38 Posted: 26 Feb 1999 Last Revised: 16 Sep 2022
University of Pennsylvania - Department of Economics, University of California, Los Angeles and Singapore Management University - School of Economics
Downloads 58 (626,508)

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

NYU Working Paper No. FIN-98-079
Number of pages: 42 Posted: 11 Nov 2008
University of Pennsylvania - Department of Economics, University of California, Los Angeles and affiliation not provided to SSRN
Downloads 47 (691,371)

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8.

Asymptotic Efficiency of Semiparametric Two-Step GMM

Cowles Foundation Discussion Paper No. 1880
Number of pages: 24 Posted: 09 Oct 2012
Xiaohong Chen, Jinyong Hahn and Zhipeng Liao
Yale University - Cowles Foundation, University of California, Los Angeles and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 98 (457,028)

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Overlapping Information Sets, Semiparametric Efficiency, Two-Step GMM

9.

A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators

Cowles Foundation Discussion Paper No. 1803
Number of pages: 51 Posted: 24 May 2011
University of California, Los Angeles (UCLA) - Department of Economics, Yale University - Cowles Foundation and University of California, Los Angeles
Downloads 92 (476,229)
Citation 12

Abstract:

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Two-step semiparametrics

10.

Conditional Moment Restrictions and Triangular Simultaneous Equations

IEPR Working Paper No. 07.3
Number of pages: 12 Posted: 10 Apr 2007
Jinyong Hahn and Geert Ridder
University of California, Los Angeles and University of Southern California
Downloads 92 (476,229)
Citation 2

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endogeneity, instrumental variables, nonparametric

11.

Instrumental Variable Estimation of Nonlinear Models with Nonclassical Measurement Error Using Control Variable

USC-INET Research Paper No. 16-09
Number of pages: 26 Posted: 23 Mar 2016
Jinyong Hahn and Geert Ridder
University of California, Los Angeles and University of Southern California
Downloads 91 (479,529)

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Mesurement Error, Endogenous Regressor, Control Variables, Semi-parametric Estimation, Influence Function

12.

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

NBER Working Paper No. w7131
Number of pages: 42 Posted: 21 Sep 1999 Last Revised: 28 Dec 2022
University of California, Los Angeles, University of Pennsylvania - Department of Economics and Federal Reserve Bank of New York
Downloads 85 (500,150)

Abstract:

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13.

Reducing Bias of Mle in a Dynamic Panel Model

IEPR Working Paper No. 05.36
Number of pages: 16 Posted: 25 Jan 2005
Jinyong Hahn and Hyungsik Roger Moon
University of California, Los Angeles and University of Southern California - Department of Economics
Downloads 84 (503,726)

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14.

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

USC-INET Research Paper No. 16-17
Number of pages: 45 Posted: 16 Jun 2016
Jinyong Hahn and Geert Ridder
University of California, Los Angeles and University of Southern California
Downloads 83 (507,313)
Citation 13

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Multi-Step Semi-Parametric Estimators, Finite-Dimensional Parameter Vector, Path-Derivative Calculation

15.

LM Test of Neglected Correlated Random Effects and Its Application

USC-INET Research Paper No. 15-11
Number of pages: 33 Posted: 05 Mar 2015
University of California, Los Angeles, University of Southern California - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 59 (610,348)
Citation 1

Abstract:

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LM Test, Test of Overdispersion, Conditional Moment Restriction, Correlated Random Effects, Multiple Equilibria, Max-Min Optimality

16.

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

NYU Working Paper No. SOR-98-7
Number of pages: 38 Posted: 31 Oct 2008
University of Pennsylvania - Department of Economics, University of California, Los Angeles and Singapore Management University - School of Economics
Downloads 59 (610,348)
Citation 7

Abstract:

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17.

Quantile Regression with Panel Data

NBER Working Paper No. w21034
Number of pages: 56 Posted: 23 Mar 2015 Last Revised: 23 Jun 2023
University of California, Berkeley - Department of Economics, University of California, Los Angeles, Georgetown University - Department of Economics and University of California, Berkeley
Downloads 54 (636,472)

Abstract:

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18.

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

NBER Working Paper No. t0241
Number of pages: 36 Posted: 29 Feb 2000 Last Revised: 01 Mar 2023
Joshua D. Angrist and Jinyong Hahn
Massachusetts Institute of Technology (MIT) - Department of Economics and University of California, Los Angeles
Downloads 44 (694,899)

Abstract:

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19.

Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?

NBER Working Paper No. w31384
Number of pages: 47 Posted: 26 Jun 2023 Last Revised: 10 Jul 2023
Jinyong Hahn, John D. Singleton and Nese Yildiz
University of California, Los Angeles, University of Rochester - Department of Economics and University of Rochester
Downloads 3 (1,034,825)
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20.

Nonparametric Two-Step Sieve M Estimation and Inference

USC-INET Research Paper No. 16-07
Posted: 23 Mar 2016
Jinyong Hahn, Zhipeng Liao and Geert Ridder
University of California, Los Angeles, University of California, Los Angeles (UCLA) - Department of Economics and University of Southern California

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Two-Step Sieve Estimation; Nonparametric Generated Regressors; Asymptotic Normality; Sieve Variance Estimation