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Jinyong Hahn
Jinyong Hahn
Professor, UCLA
Verified email at econ.ucla.edu
Title
Cited by
Cited by
Year
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
38942001
On the role of the propensity score in efficient semiparametric estimation of average treatment effects
J Hahn
Econometrica, 315-331, 1998
12211998
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
5862002
Jackknife and analytical bias reduction for nonlinear panel models
J Hahn, W Newey
Econometrica 72 (4), 1295-1319, 2004
5652004
A new specification test for the validity of instrumental variables
J Hahn, J Hausman
Econometrica 70 (1), 163-189, 2002
5122002
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
4161999
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
3972004
Testing and comparing value-at-risk measures
P Christoffersen, J Hahn, A Inoue
Journal of empirical finance 8 (3), 325-342, 2001
3812001
Weak instruments: Diagnosis and cures in empirical econometrics
J Hahn, J Hausman
American Economic Review 93 (2), 118-125, 2003
3702003
Average and quantile effects in nonseparable panel models
V Chernozhukov, I Fernández‐Val, J Hahn, W Newey
Econometrica 81 (2), 535-580, 2013
3092013
An alternative estimator for the censored quantile regression model
M Buchinsky, J Hahn
Econometrica, 653-671, 1998
3041998
Bootstrapping quantile regression estimators
J Hahn
Econometric Theory 11 (1), 105-121, 1995
2841995
Understanding bias in nonlinear panel models: Some recent developments
M Arellano, J Hahn
Econometric Society Monographs 43, 381, 2007
2702007
Bias reduction for dynamic nonlinear panel models with fixed effects
J Hahn, G Kuersteiner
Econometric Theory 27 (6), 1152-1191, 2011
2502011
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
2042007
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
1672004
Notes on bias in estimators for simultaneous equation models
J Hahn, J Hausman
Economics Letters 75 (2), 237-241, 2002
1612002
Identification and estimation of the linear-in-means model of social interactions
BS Graham, J Hahn
Economics Letters 88 (1), 1-6, 2005
1582005
Evaluating the effect of an antidiscrimination law using a regression-discontinuity design
J Hahn, PE Todd, WH van der Klaauw
National bureau of economic research, 1999
1531999
Estimation with valid and invalid instruments
J Hahn, J Hausman
Annales d'Economie et de Statistique, 25-57, 2005
1402005
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