Jinyong Hahn

Affiliation not provided to SSRN
SCHOLARLY PAPERS

21

DOWNLOADS

4,904

SSRN CITATIONS

52

CROSSREF CITATIONS

171

Scholarly Papers (21)

1.

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

Number of pages: 27 Posted: 16 Nov 1999
University of Toronto - Rotman School of Management, affiliation not provided to SSRN and Southern Methodist University
Downloads 2,483 (5,058)
Citation 5

Abstract:

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2.

IV Estimation with Valid and Invalid Instruments

MIT Department of Economics Working Paper No. 03-26
Number of pages: 42 Posted: 07 Aug 2003
Jinyong Hahn and Jerry A. Hausman
affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 652 (39,571)
Citation 21

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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

MIT Dept. of Economics Working Paper No. 01-24
Number of pages: 64 Posted: 18 Jul 2001
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 433 (66,695)
Citation 15

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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

MIT Dept. of Economics Working Paper No. 01-17
Number of pages: 32 Posted: 31 May 2001
Jinyong Hahn and Guido M. Kuersteiner
affiliation not provided to SSRN and Boston University - Department of Economics
Downloads 331 (91,258)
Citation 19

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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

MIT Department of Economics Working Paper No. 99-11
Number of pages: 52 Posted: 05 Jan 2000
Jinyong Hahn and Jerry A. Hausman
affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 245 (125,236)
Citation 11

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A New Specification Test for the Validity of Instrumental Variables

Econometrica, Vol. 70, pp. 163-189, January 2002
Posted: 15 May 2002
Jinyong Hahn and Jerry A. Hausman
affiliation not provided to SSRN 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
Jinyong Hahn, Keisuke Hirano and Dean S. Karlan
affiliation not provided to SSRN, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Yale University
Downloads 114 (243,916)
Citation 1

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experimental design, propensity score, efficiency bound

7.

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
affiliation not provided to SSRN and University of Southern California
Downloads 77 (314,545)
Citation 1

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endogeneity, instrumental variables, nonparametric

8.

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
affiliation not provided to SSRN and University of Southern California - Department of Economics
Downloads 72 (326,830)

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9.

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, affiliation not provided to SSRN and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 69 (334,525)

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Overlapping Information Sets, Semiparametric Efficiency, Two-Step GMM

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, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 34 (463,713)

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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: 11 Oct 2010
University of Pennsylvania - Department of Economics, affiliation not provided to SSRN and Singapore Management University - School of Economics
Downloads 29 (489,001)

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11.

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 affiliation not provided to SSRN
Downloads 61 (356,643)
Citation 4

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Two-step semiparametrics

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: 01 Apr 2015
affiliation not provided to SSRN, University of Pennsylvania - Department of Economics and Federal Reserve Bank of New York
Downloads 61 (356,643)

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13.

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
affiliation not provided to SSRN and University of Southern California
Downloads 54 (378,313)

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

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
affiliation not provided to SSRN and University of Southern California
Downloads 51 (388,119)
Citation 3

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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
affiliation not provided to SSRN, University of Southern California - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 39 (431,924)
Citation 1

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

16.

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: 31 Aug 2010
Joshua D. Angrist and Jinyong Hahn
Massachusetts Institute of Technology (MIT) - Department of Economics and affiliation not provided to SSRN
Downloads 34 (452,829)

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17.

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, affiliation not provided to SSRN and Singapore Management University - School of Economics
Downloads 33 (457,231)
Citation 5

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18.

Quantile Regression with Panel Data

NBER Working Paper No. w21034
Number of pages: 56 Posted: 23 Mar 2015
University of California, Berkeley - Department of Economics, affiliation not provided to SSRN, Georgetown University - Department of Economics and University of California, Berkeley
Downloads 19 (532,192)

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19.

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

Econometrics Journal, Vol. 7, No. 1, pp. 272-306, June 2004
Number of pages: 35 Posted: 09 Jul 2004
affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 12 (574,475)
Citation 2
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Weak instruments, higher-order expansions, bias reduction, Jackknife, 2SLS

20.

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

International Economic Review, Vol. 52, Issue 3, pp. 807-824, 2011
Number of pages: 18 Posted: 30 Aug 2011
Patrick Bajari, Jinyong Hahn, Han Hong and Geert Ridder
University of Michigan at Ann Arbor - Department of Economics, affiliation not provided to SSRN, Independent and University of Southern California
Downloads 1 (656,886)
Citation 1
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21.

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
affiliation not provided to SSRN, 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