1. A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects. Issue 3 (2nd July 2016) Authors: Arellano, Manuel; Hahn, Jinyong Journal: Global economic review Issue: Volume 45:Issue 3(2016) Page Start: 251 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Asymptotic Efficiency of Semiparametric Two-step GMM. (14th April 2014) Authors: Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng Journal: Review of economic studies Issue: Volume 81:Number 3(2014:Jul.) Page Start: 919 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Asymptotic Variance of Semiparametric Estimators With Generated Regressors. Issue 1 (24th January 2013) Authors: Hahn, Jinyong; Ridder, Geert Journal: Econometrica Issue: Volume 81:Issue 1(2013:Jan.) Page Start: 315 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Average and Quantile Effects in Nonseparable Panel Models. Issue 2 (20th March 2013) Authors: Chernozhukov, Victor; Fernández‐Val, Iván; Hahn, Jinyong; Newey, Whitney Journal: Econometrica Issue: Volume 81:Issue 2(2013:Mar.) Page Start: 535 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Bootstrap Standard Error Estimates and Inference. Issue 4 (26th July 2021) Authors: Hahn, Jinyong; Liao, Zhipeng Journal: Econometrica Issue: Volume 89:Issue 4(2021) Page Start: 1963 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Estimation with Aggregate Shocks. (17th April 2019) Authors: Hahn, Jinyong; Kuersteiner, Guido; Mazzocco, Maurizio Journal: Review of economic studies Issue: Volume 87:Number 3(2020) Page Start: 1365 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS. (11th October 2022) Authors: Hahn, Jinyong; Kuersteiner, Guido; Mazzocco, Maurizio Journal: Econometric theory Issue: Volume 38:Number 5(2022) Page Start: 942 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. LM Test of Neglected Correlated Random Effects and Its Application. Issue 3 (3rd July 2017) Authors: Hahn, Jinyong; Moon, Hyungsik Roger; Snider, Connan Journal: Journal of business & economic statistics Issue: Volume 35:Issue 3(2017) Page Start: 359 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION. (14th March 2017) Authors: Hahn, Jinyong; Liao, Zhipeng Journal: Econometric theory Issue: Volume 34:Number 3(2018) Page Start: 574 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE. (25th April 2018) Authors: Hahn, Jinyong; Liao, Zhipeng; Ridder, Geert Journal: Econometric theory Issue: Volume 34:Number 6(2018) Page Start: 1281 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗