| Year |
Citation |
Score |
| 2020 |
Hahn J, Kuersteiner G, Mazzocco M. Estimation with Aggregate Shocks The Review of Economic Studies. 87: 1365-1398. DOI: 10.1093/Restud/Rdz016 |
0.316 |
|
| 2019 |
Hahn J, Ridder G. Three-stage semi-parametric inference: Control variables and differentiability Journal of Econometrics. 211: 262-293. DOI: 10.1016/J.Jeconom.2018.12.016 |
0.466 |
|
| 2018 |
Hahn J, Liao Z, Ridder G. Nonparametric Two-Step Sieve M Estimation And Inference Econometric Theory. 34: 1281-1324. DOI: 10.2139/Ssrn.2750193 |
0.436 |
|
| 2017 |
Hahn J, Moon HR, Snider CA. LM Test of Neglected Correlated Random Effects and Its Application Journal of Business & Economic Statistics. 35: 359-370. DOI: 10.1080/07350015.2015.1063426 |
0.349 |
|
| 2017 |
Hahn J, Liao Z. Nonparametric Instrumental Variables And Regular Estimation Econometric Theory. 34: 574-597. DOI: 10.1017/S0266466617000093 |
0.442 |
|
| 2017 |
Hahn J, Ridder G. Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables Journal of Econometrics. 200: 238-250. DOI: 10.1016/J.Jeconom.2017.06.008 |
0.39 |
|
| 2016 |
Graham BS, Hahn J, Poirier A, Powell JL. A quantile correlated random coefficients panel data model Journal of Econometrics. 206: 305-335. DOI: 10.1920/Wp.Cem.2016.3414 |
0.424 |
|
| 2016 |
Arellano M, Hahn J. A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects Global Economic Review. 45: 251-274. DOI: 10.1080/1226508X.2016.1211811 |
0.451 |
|
| 2014 |
Ackerberg D, Chen X, Hahn J, Liao Z. Asymptotic Efficiency of Semiparametric Two-Step GMM The Review of Economic Studies. 81: 919-943. DOI: 10.1093/Restud/Rdu011 |
0.4 |
|
| 2014 |
Hahn J, Newey WK, Smith RJ. Neglected heterogeneity in moment condition models Journal of Econometrics. 178: 86-100. DOI: 10.1016/J.Jeconom.2013.08.009 |
0.322 |
|
| 2013 |
Hahn J, Ridder G. Asymptotic variance of semiparametric estimators with generated regressors Econometrica. 81: 315-340. DOI: 10.3982/Ecta9609 |
0.437 |
|
| 2011 |
Hahn J, Ridder G. Conditional Moment Restrictions and Triangular Simultaneous Equations The Review of Economics and Statistics. 93: 683-689. DOI: 10.2139/Ssrn.979384 |
0.375 |
|
| 2011 |
Hahn J, Hirano K, Karlan D. Adaptive experimental design using the propensity score Journal of Business and Economic Statistics. 29: 96-108. DOI: 10.1198/Jbes.2009.08161 |
0.356 |
|
| 2011 |
Ackerberg DA, Chen X, Hahn J. A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators The Review of Economics and Statistics. 94: 481-498. DOI: 10.1162/Rest_A_00251 |
0.428 |
|
| 2011 |
Bajari P, Hahn J, Hong H, Ridder G. A note on semiparametric estimation of finite mixtures of discrete choice models with application to game theoretic modelss International Economic Review. 52: 807-824. DOI: 10.1111/J.1468-2354.2011.00650.X |
0.406 |
|
| 2011 |
Hahn J, Kuersteiner G. Bias reduction for dynamic nonlinear panel models with fixed effects Econometric Theory. 27: 1152-1191. DOI: 10.1017/S0266466611000028 |
0.454 |
|
| 2011 |
Hahn J, Ham J, Moon HR. Test of random versus fixed effects with small within variation Economics Letters. 112: 293-297. DOI: 10.1016/J.Econlet.2011.05.018 |
0.363 |
|
| 2011 |
Hahn J, Hansen K. Parameter orthogonalization and Bayesian inference with many instruments Economics Letters. 112: 207-209. DOI: 10.1016/J.Econlet.2011.03.033 |
0.365 |
|
| 2010 |
Hahn J, Ridder G. The Asymptotic Variance of Semi-parametric Estimators with Generated Regressors Econometrica. 81. DOI: 10.1920/Wp.Cem.2010.2310 |
0.454 |
|
| 2010 |
Hahn J, Moon HR. Panel Data Models With Finite Number Of Multiple Equilibria Econometric Theory. 26: 863-881. DOI: 10.1017/S0266466609990132 |
0.397 |
|
| 2010 |
Buchinsky M, Hahn J, Kim Ki. Semiparametric information bound of dynamic discrete choice models Economics Letters. 108: 109-112. DOI: 10.1016/J.Econlet.2010.04.020 |
0.517 |
|
| 2010 |
Hahn J, Kuersteiner G. Stationarity and mixing properties of the dynamic Tobit model Economics Letters. 107: 105-111. DOI: 10.1016/J.Econlet.2009.12.039 |
0.301 |
|
| 2009 |
Ackerberg D, Geweke J, Hahn J. Comments on "convergence properties of the likelihood of computed dynamic models" Econometrica. 77: 2009-2017. DOI: 10.3982/Ecta7669 |
0.411 |
|
| 2009 |
Graham BS, Hahn J, Powell JL. The incidental parameter problem in a non-differentiable panel data model Economics Letters. 105: 181-182. DOI: 10.1016/J.Econlet.2009.07.015 |
0.413 |
|
| 2008 |
Guggenberger P, Hahn J, Kim K. Specification testing under moment inequalities Economics Letters. 99: 375-378. DOI: 10.1016/J.Econlet.2007.09.002 |
0.491 |
|
| 2007 |
Hahn J, Hausman J, Kuersteiner G. Long difference instrumental variables estimation for dynamic panel models with fixed effects Journal of Econometrics. 140: 574-617. DOI: 10.1016/J.Jeconom.2006.07.005 |
0.461 |
|
| 2006 |
Hahn JY, Cho HJ, Bae JW, Yuk HS, Kim KI, Park KW, Koo BK, Chae IH, Shin CS, Oh BH, Choi YS, Park YB, Kim HS. Beta-catenin overexpression reduces myocardial infarct size through differential effects on cardiomyocytes and cardiac fibroblasts. The Journal of Biological Chemistry. 281: 30979-89. PMID 16920707 DOI: 10.1074/jbc.M603916200 |
0.381 |
|
| 2006 |
Kim KI, Cho HJ, Hahn JY, Kim TY, Park KW, Koo BK, Shin CS, Kim CH, Oh BH, Lee MM, Park YB, Kim HS. Beta-catenin overexpression augments angiogenesis and skeletal muscle regeneration through dual mechanism of vascular endothelial growth factor-mediated endothelial cell proliferation and progenitor cell mobilization. Arteriosclerosis, Thrombosis, and Vascular Biology. 26: 91-8. PMID 16254206 DOI: 10.1161/01.ATV.0000193569.12490.4b |
0.36 |
|
| 2006 |
Hahn J, Moon HR. Reducing Bias of MLE in a Dynamic Panel Model Econometric Theory. 22: 499-512. DOI: 10.1017/S0266466606060245 |
0.408 |
|
| 2005 |
Hahn J, Hausman J. Estimation with Valid and Invalid Instruments Annals of Economics and Statistics. 25-57. DOI: 10.2307/20777569 |
0.415 |
|
| 2005 |
Guggenberger P, Hahn J. Finite sample properties of the two-step empirical likelihood estimator Econometric Reviews. 24: 247-263. DOI: 10.1080/07474930500242987 |
0.423 |
|
| 2005 |
Graham BS, Hahn J. Identification and estimation of the linear-in-means model of social interactions Economics Letters. 88: 1-6. DOI: 10.1016/J.Econlet.2005.02.001 |
0.348 |
|
| 2004 |
Hahn J, Hausman JA, Kuersteiner GM. Estimation with Weak Instruments: Accuracy of Higher-order Bias and MSE Approximations Econometrics Journal. 7: 272-306. DOI: 10.1111/J.1368-423X.2004.00131.X |
0.456 |
|
| 2004 |
Hahn J, Kuersteiner G, Cho MH. Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large Economics Letters. 84: 117-125. DOI: 10.1016/J.Econlet.2004.01.006 |
0.381 |
|
| 2003 |
Hahn J, Hausman J. Weak Instruments: Diagnosis and Cures in Empirical Econometrics The American Economic Review. 93: 118-125. DOI: 10.1257/000282803321946912 |
0.437 |
|
| 2003 |
Hahn J, Newey WK. Jackknife And Analytical Bias Reduction For Nonlinear Panel Models Econometrica. 72: 1295-1319. DOI: 10.1111/J.1468-0262.2004.00533.X |
0.408 |
|
| 2002 |
Hahn J, Hausman JA. A New Specification Test For The Validity Of Instrumental Variables Econometrica. 70: 163-189. DOI: 10.2139/Ssrn.195729 |
0.431 |
|
| 2002 |
Hahn J, Kuersteiner GM. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large Econometrica. 70: 1639-1657. DOI: 10.1111/1468-0262.00344 |
0.394 |
|
| 2002 |
Hahn J, Inoue A. A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators Econometric Reviews. 21: 309-336. DOI: 10.1081/Etc-120015786 |
0.399 |
|
| 2002 |
Hahn J. Optimal inference with many instruments Econometric Theory. 18: 140-168. DOI: 10.1017/S0266466602181084 |
0.437 |
|
| 2002 |
Kézdi G, Hahn J, Solon G. Jackknife minimum distance estimation Economics Letters. 76: 35-45. DOI: 10.1016/S0165-1765(02)00016-2 |
0.41 |
|
| 2002 |
Hahn J, Kuersteiner G. Discontinuities of weak instrument limiting distributions Economics Letters. 75: 325-331. DOI: 10.1016/S0165-1765(01)00622-X |
0.41 |
|
| 2002 |
Hahn J, Hausman J. Notes on bias in estimators for simultaneous equation models Economics Letters. 75: 237-241. DOI: 10.1016/S0165-1765(01)00602-4 |
0.351 |
|
| 2001 |
Hahn J, Todd P, Van Der Klaauw W. Identification and estimation of treatment effects with a regression-discontinuity design Econometrica. 69: 201-209. DOI: 10.1111/1468-0262.00183 |
0.387 |
|
| 2001 |
Hahn J. The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects Econometric Theory. 17: 913-932. DOI: 10.1017/S0266466601175031 |
0.438 |
|
| 2001 |
Hahn J. Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system Economics Letters. 73: 227-231. DOI: 10.1016/S0165-1765(01)00492-X |
0.323 |
|
| 2000 |
Foster A, Hahn J. A consistent semiparametric estimation of the consumer surplus distribution Economics Letters. 69: 245-251. DOI: 10.1016/S0165-1765(00)00298-6 |
0.412 |
|
| 1999 |
Hahn J, Todd P, Klaauw Wvd. Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design National Bureau of Economic Research. DOI: 10.3386/W7131 |
0.392 |
|
| 1999 |
Hahn J. How informative is the initial condition in the dynamic panel model with fixed effects Journal of Econometrics. 93: 309-326. DOI: 10.1016/S0304-4076(99)00013-5 |
0.39 |
|
| 1998 |
Buchinsky M, Hahn J. An alternative estimator for the censored quantile regression model Econometrica. 66: 653-671. DOI: 10.2307/2998578 |
0.454 |
|
| 1998 |
Hahn J. On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects Econometrica. 66: 315-332. DOI: 10.2307/2998560 |
0.382 |
|
| 1997 |
Hahn J. Bayesian Bootstrap of the Quantile Regression Estimator--A Large Sample Study International Economic Review. 38: 795-808. DOI: 10.2307/2527216 |
0.415 |
|
| 1997 |
Hahn J. A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models Econometric Theory. 13: 583-588. DOI: 10.1017/S0266466600006010 |
0.449 |
|
| 1997 |
Hahn J. Efficient estimation of panel data models with sequential moment restrictions Journal of Econometrics. 79: 1-21. DOI: 10.1016/S0304-4076(97)00012-2 |
0.449 |
|
| 1996 |
Hahn J. A Note on Bootstrapping Generalized Method of Moments Estimators Econometric Theory. 12: 187-197. DOI: 10.1017/S0266466600006496 |
0.402 |
|
| 1995 |
Hahn J. Bootstrapping quantile regression estimators Econometric Theory. 11: 105-121. DOI: 10.1017/S0266466600009051 |
0.431 |
|
| 1994 |
Hahn J. The efficiency bound of the mixed proportional hazard model Review of Economic Studies. 61: 607-629. DOI: 10.2307/2297911 |
0.391 |
|
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