Jinyong Hahn

Selected Publications

Specification test on mixed logit models

This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFadden’s […]

Jinyong Hahn, Jerry Hausman, Josh Lustig
12 December 2017 | CWP58/17
A quantile correlated random coefficients panel data model

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel […]

Bryan S. Graham, Jinyong Hahn, Alexandre Poirier, James L. Powell
25 August 2016 | CWP34/16

Previous version

Quantile regression with panel data
Bryan S. Graham, Jinyong Hahn, Alexandre Poirier, James L. Powell
17 March 2015 | CWP12/15
Quantile regression with panel data

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel […]

Bryan S. Graham, Jinyong Hahn, Alexandre Poirier, James L. Powell
17 March 2015 | CWP12/15

Latest version

A quantile correlated random coefficients panel data model
Bryan S. Graham, Jinyong Hahn, Alexandre Poirier, James L. Powell
25 August 2016 | CWP34/16
Asymptotic efficiency of semiparametric two-step GMM

Many structural economics models are semiparametric ones in which the unknown nuisance functions are identifi…ed via […]

Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
4 June 2014 | CWP28/14

Latest version

Asymptotic efficiency of semiparametric two-step GMM
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn, . .
14 April 2014 | Journal Article

Previous version

Asymptotic efficiency of semiparametric two-step GMM
Xiaohong Chen, Jinyong Hahn
15 October 2012 | CWP31/12
Asymptotic efficiency of semiparametric two-step GMM

In this note, we characterise the semiparametric efficiency bound for a class of semiparametric models in […]

Xiaohong Chen, Jinyong Hahn
15 October 2012 | CWP31/12

Latest version

Asymptotic efficiency of semiparametric two-step GMM
Daniel Ackerberg, Xiaohong Chen, Jinyong Hahn
4 June 2014 | CWP28/14
Tests for neglected heterogeneity in moment condition models

The central concern of the paper is with the formulation of tests of neglected parameter heterogeneity […]

Jinyong Hahn, Whitney K. Newey, Richard Smith
13 July 2011 | CWP26/11
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