Jinyong Hahn
Jinyong Hahn
Professor, UCLA
Verifierad e-postadress på econ.ucla.edu
Titel
Citeras av
Citeras av
År
Identification and estimation of treatment effects with a regression-discontinuity design
J Hahn, P Todd, W Van der Klaauw
Econometrica 69 (1), 201-209, 2001
29972001
On the role of the propensity score in efficient semiparametric estimation of average treatment effects
J Hahn
Econometrica, 315-331, 1998
8581998
Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
J Hahn, G Kuersteiner
Econometrica 70 (4), 1639-1657, 2002
4782002
A new specification test for the validity of instrumental variables
J Hahn, J Hausman
Econometrica 70 (1), 163-189, 2002
4582002
Jackknife and analytical bias reduction for nonlinear panel models
J Hahn, W Newey
Econometrica 72 (4), 1295-1319, 2004
4232004
Multivariate density forecast evaluation and calibration in financial risk management: high-frequency returns on foreign exchange
FX Diebold, J Hahn, AS Tay
Review of Economics and Statistics 81 (4), 661-673, 1999
3771999
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
J Hahn, J Hausman, G Kuersteiner
The Econometrics Journal 7 (1), 272-306, 2004
3372004
Weak instruments: Diagnosis and cures in empirical econometrics
J Hahn, J Hausman
American Economic Review 93 (2), 118-125, 2003
3202003
Testing and comparing value-at-risk measures
P Christoffersen, J Hahn, A Inoue
Journal of empirical finance 8 (3), 325-342, 2001
3022001
An alternative estimator for the censored quantile regression model
M Buchinsky, J Hahn
Econometrica, 653-671, 1998
2591998
Bootstrapping quantile regression estimators
J Hahn
Econometric Theory, 105-121, 1995
2131995
Understanding bias in nonlinear panel models: Some recent developments
M Arellano, J Hahn
Econometric Society Monographs 43, 381, 2007
1982007
Average and quantile effects in nonseparable panel models
V Chernozhukov, I Fernández‐Val, J Hahn, W Newey
Econometrica 81 (2), 535-580, 2013
1942013
Bias reduction for dynamic nonlinear panel models with fixed effects
J Hahn, G Kuersteiner
Econometric Theory 27 (6), 1152-1191, 2011
1922011
Long difference instrumental variables estimation for dynamic panel models with fixed effects
J Hahn, J Hausman, G Kuersteiner
Journal of econometrics 140 (2), 574-617, 2007
1652007
Notes on bias in estimators for simultaneous equation models
J Hahn, J Hausman
Economics Letters 75 (2), 237-241, 2002
1492002
When to control for covariates? Panel asymptotics for estimates of treatment effects
J Angrist, J Hahn
Review of Economics and statistics 86 (1), 58-72, 2004
1482004
Identification and estimation of the linear-in-means model of social interactions
BS Graham, J Hahn
Economics Letters 88 (1), 1-6, 2005
1322005
Evaluating the effect of an antidiscrimination law using a regression-discontinuity design
J Hahn, P Todd, W Van der Klaauw
National Bureau of Economic Research Working Paper Series, 1999
1161999
Estimation with valid and invalid instruments
J Hahn, J Hausman
Annales d'Economie et de Statistique, 25-57, 2005
1082005
Systemet kan inte utföra åtgärden just nu. Försök igen senare.
Artiklar 1–20