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Jinyong Hahn

Global rank #662 99%

Institution: University of California-Los Angeles (UCLA)

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1994

Most Recent: 2024

RePEc ID: pha1189 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 1.01 0.00 3.18 0.00 8.55
Last 10 Years 1.01 3.85 4.86 0.00 17.93
All Time 4.52 15.92 18.94 0.00 79.09

Publication Statistics

Raw Publications 57
Coauthorship-Adjusted Count 60.08

Publications (57)

Year Article Journal Tier Authors
2024 CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS Econometric Theory B 3
2024 Some finite-sample results on the Hausman test Economics Letters C 4
2024 Efficient bias correction for cross‐section and panel data Quantitative Economics B 4
2023 THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM Econometric Theory B 3
2023 IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR Econometric Theory B 3
2023 The influence function of semiparametric two-step estimators with estimated control variables Economics Letters C 4
2022 JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS Econometric Theory B 3
2022 Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models Economics Letters C 2
2021 A small sigma approach to certain problems in errors-in-variables models Economics Letters C 3
2021 Bootstrap Standard Error Estimates and Inference Econometrica S 2
2020 Specification test on mixed logit models Journal of Econometrics A 3
2019 Three-stage semi-parametric inference: Control variables and differentiability Journal of Econometrics A 2
2018 A quantile correlated random coefficients panel data model Journal of Econometrics A 4
2018 NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION Econometric Theory B 2
2018 NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE Econometric Theory B 3
2017 Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables Journal of Econometrics A 2
2017 LM Test of Neglected Correlated Random Effects and Its Application Journal of Business & Economic Statistics A 3
2014 Asymptotic Efficiency of Semiparametric Two-step GMM Review of Economic Studies S 4
2014 Neglected heterogeneity in moment condition models Journal of Econometrics A 3
2013 Partial identification and mergers Economics Letters C 3
2012 A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators Review of Economics and Statistics A 3
2011 Test of random versus fixed effects with small within variation Economics Letters C 3
2011 The Hausman test and weak instruments Journal of Econometrics A 3
2011 BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS Econometric Theory B 2
2011 Parameter orthogonalization and Bayesian inference with many instruments Economics Letters C 2
2011 Adaptive Experimental Design Using the Propensity Score Journal of Business & Economic Statistics A 3
2011 Conditional Moment Restrictions and Triangular Simultaneous Equations Review of Economics and Statistics A 2
2010 Semiparametric information bound of dynamic discrete choice models Economics Letters C 3
2010 PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA Econometric Theory B 2
2010 Design of randomized experiments to measure social interaction effects Economics Letters C 2
2010 Stationarity and mixing properties of the dynamic Tobit model Economics Letters C 2
2010 Bounds on ATE with discrete outcomes Economics Letters C 1
2009 The incidental parameter problem in a non-differentiable panel data model Economics Letters C 3
2008 Specification testing under moment inequalities Economics Letters C 3
2007 Long difference instrumental variables estimation for dynamic panel models with fixed effects Journal of Econometrics A 3
2006 REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL Econometric Theory B 2
2005 Identification and estimation of the linear-in-means model of social interactions Economics Letters C 2
2005 TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS Econometric Theory B 2
2004 When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects Review of Economics and Statistics A 2
2004 Does Jeffrey's prior alleviate the incidental parameter problem? Economics Letters C 1
2004 Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large Economics Letters C 3
2004 Functional Restriction and Efficiency in Causal Inference Review of Economics and Statistics A 1
2003 Weak Instruments: Diagnosis and Cures in Empirical Econometrics American Economic Review S 2
2002 OPTIMAL INFERENCE WITH MANY INSTRUMENTS Econometric Theory B 1
2002 Notes on bias in estimators for simultaneous equation models Economics Letters C 2
2002 Discontinuities of weak instrument limiting distributions Economics Letters C 2
2002 Jackknife minimum distance estimation Economics Letters C 3
2001 THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS Econometric Theory B 1
2001 Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system Economics Letters C 1
2000 A consistent semiparametric estimation of the consumer surplus distribution Economics Letters C 2
1999 Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange Review of Economics and Statistics A 3
1999 How informative is the initial condition in the dynamic panel model with fixed effects? Journal of Econometrics A 1
1997 A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models Econometric Theory B 1
1997 Efficient estimation of panel data models with sequential moment restrictions Journal of Econometrics A 1
1996 A Note on Bootstrapping Generalized Method of Moments Estimators Econometric Theory B 1
1995 Bootstrapping Quantile Regression Estimators Econometric Theory B 1
1994 The Efficiency Bound of the Mixed Proportional Hazard Model Review of Economic Studies S 1