Jinyong Hahn
Selected Publications
This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFaddens […]
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel […]
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We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel […]
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Many structural economics models are semiparametric ones in which the unknown nuisance functions are identifi ed via […]
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Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via […]
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This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
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We study the asymptotic distribution of three-step estimators of a finite-dimensional parameter vector where the second […]
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In this note, we characterise the semiparametric efficiency bound for a class of semiparametric models in […]
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The goal of this paper is to develop techniques to simplify semiparametric inference. We do this […]
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The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity […]