Jinyong Hahn
Selected Publications
Asymptotic efficiency of semiparametric two-step GMM
Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via […]
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Average and quantile effects in nonseparable panel models
This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]
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The asymptotic variance of semi-parametric estimators with generated regressors
We study the asymptotic distribution of three-step estimators of a finite-dimensional parameter vector where the second […]
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A practical asymptotic variance estimator for two-step semiparametric estimators
The goal of this paper is to develop techniques to simplify semiparametric inference. We do this […]
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Jackknife and analytical bias reduction for nonlinear panel models
Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters […]