Jinyong Hahn

Selected Publications

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 […]

Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
5 June 2011 | CWP22/11

Latest version

A practical asymptotic variance estimator for two-step semiparametric estimators
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
31 May 2012 | Journal Article
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 […]

Jinyong Hahn, Geert Ridder
6 August 2010 | CWP23/10

Latest version

The asymptotic variance of semi-parametric estimators with generated regressors
Jinyong Hahn, Geert Ridder
31 January 2013 | Journal Article
Identification and estimation of marginal effects in nonlinear panel models

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
2 March 2009 | CWP05/09

Latest version

Average and quantile effects in nonseparable panel models
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
31 March 2013 | Journal Article

Previous version

Identification and estimation of marginal effects in nonlinear panel models
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
23 September 2008 | CWP25/08
Identification and estimation of marginal effects in nonlinear panel models

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find […]

Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
23 September 2008 | CWP25/08

Latest version

Identification and estimation of marginal effects in nonlinear panel models
Victor Chernozhukov, Ivan Fernandez-Val, Jinyong Hahn, Whitney K. Newey
2 March 2009 | CWP05/09
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 […]

Jinyong Hahn, Whitney K. Newey
1 July 2004 | Journal Article

Previous version

Jackknife and analytical bias reduction for nonlinear panel models
Jinyong Hahn, Whitney K. Newey
1 October 2003 | CWP17/03
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 […]

Jinyong Hahn, Whitney K. Newey
1 October 2003 | CWP17/03

Latest version

Jackknife and analytical bias reduction for nonlinear panel models
Jinyong Hahn, Whitney K. Newey
1 July 2004 | Journal Article