← All authors Jinyong Hahn University of California, Los Angeles (from arXiv:2601.22354, 2026) · ORCID · OpenAlex
87 papers in scope · 80 published · 10 on the econ.EM arXiv · 9,060 citations · h-index 37 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Martin Weidner Chris Muris Irene Botosaru Cavit Pakel Peter Kyungtae Park Grigory Franguridi Kevin Dano Iván Fernández-Val Geert Dhaene Laura Liu Víctor Aguirregabiria Victor Chernozhukov Isaac Loh Saman Banafti Andrew Chesher Stéphane Bonhomme Jesús M. Carro Jiaying Gu Krishna Pendakur Peter Hull Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (10 of 87)
working paper 2026 · arXiv
working paper 2026 · arXiv
working paper 2025 · arXiv
published 2025 · Economics Letters · first circulated 2024
Estimation of average treatment effects for massively unbalanced binary outcomes
published 2024 · Econometric Reviews
working paper 2024 · arXiv
published 2024 · Economics Letters · 3 citations · first circulated 2023
Test of neglected heterogeneity in dyadic models
published 2024 · Journal of Econometrics
published 2024 · Quantitative Economics · 9 citations · first circulated 2022
working paper 2023 · arXiv
The influence function of semiparametric two-step estimators with estimated control variables
published 2023 · Economics Letters
Properties of least squares estimator in estimation of average treatment effects
published 2023 · SERIEs · 1 citations
working paper 2023 · arXiv
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS
published 2022 · Econometric Theory · 4 citations · first circulated 2016
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
published 2022 · Economics Letters
with Xueyuan Liu
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
published 2022 · Econometric Theory · 1 citations
Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments
published 2021 · Journal of Quantitative Economics · 1 citations
with Jerry A. Hausman
A small sigma approach to certain problems in errors-in-variables models
published 2021 · Economics Letters · 5 citations
with Jerry A. Hausman, Jeonghwan Kim
Bootstrap Standard Error Estimates and Inference
published 2021 · Econometrica · 32 citations
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS
published 2020 · Econometric Theory · first circulated 2019
Specification test on mixed logit models
published 2020 · Journal of Econometrics · 9 citations · first circulated 2018
with Jerry A. Hausman, Josh Lustig
Estimation with Aggregate Shocks
published 2019 · The Review of Economic Studies · 2 citations
Three-stage semi-parametric inference: Control variables and differentiability
published 2018 · Journal of Econometrics · 5 citations · first circulated 2016
A quantile correlated random coefficients panel data model
published 2018 · Journal of Econometrics · 48 citations · first circulated 2017
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
published 2018 · Econometric Theory · 18 citations · first circulated 2016
Synthetic Control and Inference
published 2017 · Econometrics · 95 citations · first circulated 2016
with Ruoyao Shi
Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables
published 2017 · Journal of Econometrics · 16 citations · first circulated 2016
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
published 2017 · Econometric Theory · 1 citations
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
published 2016 · Global Economic Review · 57 citations · first circulated 2006
LM Test of Neglected Correlated Random Effects and Its Application
published 2015 · Journal of Business and Economic Statistics · 8 citations
Asymptotic Efficiency of Semiparametric Two-step GMM
published 2014 · The Review of Economic Studies · 60 citations · first circulated 2012
Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters
published 2014 · Journal of Econometric Methods · 7 citations
Neglected heterogeneity in moment condition models
published 2013 · Journal of Econometrics · 2 citations
working paper 2013 · arXiv · 235 citations · first circulated 2009
Asymptotic Variance of Semiparametric Estimators With Generated Regressors
published 2013 · Econometrica · 68 citations
Partial identification and mergers
published 2012 · Economics Letters · 1 citations
A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
published 2012 · The Review of Economics and Statistics · 96 citations · first circulated 2011
A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS*
published 2011 · International Economic Review · 46 citations
Test of random versus fixed effects with small within variation
published 2011 · Economics Letters · 24 citations
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
published 2011 · Econometric Theory · 218 citations
Parameter orthogonalization and Bayesian inference with many instruments
published 2011 · Economics Letters · 1 citations
with Karsten T. Hansen
The Hausman test and weak instruments
published 2010 · Journal of Econometrics · 107 citations
Adaptive Experimental Design Using the Propensity Score
published 2010 · Journal of Business and Economic Statistics · 77 citations · first circulated 2009
Bounds on ATE with discrete outcomes
published 2010 · Economics Letters · 6 citations
Conditional Moment Restrictions and Triangular Simultaneous Equations
published 2010 · The Review of Economics and Statistics · 28 citations · first circulated 2007
Semiparametric information bound of dynamic discrete choice models
published 2010 · Economics Letters · 9 citations
Stationarity and mixing properties of the dynamic Tobit model
published 2010 · Economics Letters · 15 citations
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
published 2009 · Econometric Theory · 57 citations
Design of randomized experiments to measure social interaction effects
published 2009 · Economics Letters · 34 citations
The incidental parameter problem in a non-differentiable panel data model
published 2009 · Economics Letters · 34 citations
Comments on ''Convergence Properties of the Likelihood of Computed Dynamic Models''
published 2009 · Econometrica · 24 citations
Specification testing under moment inequalities
published 2007 · Economics Letters · 38 citations
Long difference instrumental variables estimation for dynamic panel models with fixed effects
published 2006 · Journal of Econometrics · 183 citations
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
published 2006 · Econometric Theory · 10 citations · first circulated 2005
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
published 2005 · Econometric Reviews · 17 citations
Identification and estimation of the linear-in-means model of social interactions
published 2005 · Economics Letters · 109 citations
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
published 2005 · Econometric Theory · 13 citations
with Juergen Meinecke
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
published 2004 · Econometrics Journal · 330 citations
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
published 2004 · Econometrica · 464 citations
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
published 2004 · Economics Letters · 9 citations
When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects
published 2004 · The Review of Economics and Statistics · 111 citations · first circulated 1999
Functional Restriction and Efficiency in Causal Inference
published 2004 · The Review of Economics and Statistics · 57 citations
Does Jeffrey's prior alleviate the incidental parameter problem?
published 2003 · Economics Letters · 11 citations
Weak Instruments: Diagnosis and Cures in Empirical Econometrics
published 2003 · American Economic Review · 288 citations
with Jerry A. Hausman
Estimation with Valid and Invalid Instruments
published 2003 · Annals of Economics and Statistics · 9 citations
with Jerry A. Hausman
no link
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
published 2002 · Econometrica · 496 citations · first circulated 2001
Jackknife minimum distance estimation
published 2002 · Economics Letters · 10 citations
with Gábor Kézdi, Gary Solon
Discontinuities of weak instrument limiting distributions
published 2002 · Economics Letters · 62 citations
Notes on bias in estimators for simultaneous equation models
published 2002 · Economics Letters · 98 citations
with Jerry A. Hausman
OPTIMAL INFERENCE WITH MANY INSTRUMENTS
published 2002 · Econometric Theory · 47 citations
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
published 2002 · Econometric Reviews · 49 citations
A New Specification Test for the Validity of Instrumental Variables
published 2002 · Econometrica · 62 citations · first circulated 2000
with Jerry A. Hausman
Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
published 2001 · Economics Letters · 4 citations
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM
published 2001 · Econometric Theory · 40 citations
Testing and comparing Value-at-Risk measures
published 2001 · Journal of Empirical Finance · 215 citations · first circulated 1999
Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design
published 2001 · Econometrica · 2761 citations
with Petra Todd, Wilbert van der Klaauw
Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects
published 2001 · Journal of Business and Economic Statistics · 18 citations
no link
A consistent semiparametric estimation of the consumer surplus distribution
published 2000 · Economics Letters · 10 citations
with Andrew Foster
How informative is the initial condition in the dynamic panel model with fixed effects?
published 1999 · Journal of Econometrics · 75 citations
Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange
published 1999 · The Review of Economics and Statistics · 356 citations
An Alternative Estimator for the Censored Quantile Regression Model
published 1998 · Econometrica · 217 citations
with Moshe Buchinsky
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects
published 1998 · Econometrica · 1020 citations
Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
published 1997 · International Economic Review · 39 citations
Efficient estimation of panel data models with sequential moment restrictions
published 1997 · Journal of Econometrics · 62 citations
A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models
published 1997 · Econometric Theory · 16 citations
A Note on Bootstrapping Generalized Method of Moments Estimators
published 1996 · Econometric Theory · 45 citations
Bootstrapping Quantile Regression Estimators
published 1995 · Econometric Theory · 245 citations
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