Estimator, Econometrics, Statistics, Nonlinear system and Monte Carlo method are his primary areas of study. Jinyong Hahn interconnects Estimation theory, Simultaneous equations model, Least squares and Applied mathematics in the investigation of issues within Estimator. His work on Nonparametric statistics, Panel data and Quantile as part of general Econometrics research is frequently linked to Estimation, bridging the gap between disciplines.
His biological study spans a wide range of topics, including Average treatment effect and Propensity score matching. His Nonlinear system research is multidisciplinary, relying on both Bias reduction and Fixed effects model. His Monte Carlo method research incorporates elements of Ordinary least squares and Autoregressive model.
His primary scientific interests are in Estimator, Econometrics, Applied mathematics, Statistics and Nonparametric statistics. The concepts of his Estimator study are interwoven with issues in Panel data, Monte Carlo method and Instrumental variable. His Panel data study combines topics in areas such as Quantile and Consistent estimator.
His studies examine the connections between Monte Carlo method and genetics, as well as such issues in Statistical hypothesis testing, with regards to Estimation theory and Least squares. His work in the fields of Econometrics, such as Quantile regression, intersects with other areas such as Estimation and Identification. The various areas that Jinyong Hahn examines in his Applied mathematics study include Fixed effects model, Moment and Nonlinear system.
Jinyong Hahn mostly deals with Estimator, Econometrics, Applied mathematics, Statistics and Panel data. In the field of Estimator, his study on Semiparametric model overlaps with subjects such as Sieve. His Econometrics research includes elements of Test and Class.
His Applied mathematics study combines topics from a wide range of disciplines, such as Prediction interval, Statistical inference, Series and Time series. Many of his research projects under Statistics are closely connected to Random permutation with Random permutation, tying the diverse disciplines of science together. Jinyong Hahn combines subjects such as Sample size determination, Quantile regression, Quantile and Normal distribution with his study of Panel data.
His scientific interests lie mostly in Estimator, Statistics, Econometrics, Applied mathematics and Closed-form expression. He mostly deals with Semiparametric regression in his studies of Estimator. Jinyong Hahn specializes in Statistics, namely Quantile regression.
His work deals with themes such as Sample size determination and Normal distribution, which intersect with Econometrics. His Applied mathematics research is multidisciplinary, incorporating elements of Control variable and Joint probability distribution. His studies in Closed-form expression integrate themes in fields like Nonparametric statistics, Delta method and Asymptotic distribution.
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IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN
Jinyong Hahn;Petra Todd;Wilbert Van der Klaauw.
Econometrica (2001)
On the role of the propensity score in efficient semiparametric estimation of average treatment effects
Jinyong Hahn.
Econometrica (1998)
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large
Jinyong Hahn;Guido M. Kuersteiner.
Econometrica (2002)
JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS
Jinyong Hahn;Whitney K. Newey.
Econometrica (2003)
A New Specification Test for the Validity of Instrumental Variables
Jinyong Hahn;Jerry A. Hausman.
Econometrica (2002)
Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange
Francis X. Diebold;Jinyong Hahn;Anthony S. Tay.
The Review of Economics and Statistics (1999)
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
Jinyong Hahn;Jerry Hausman;Guido Kuersteiner.
Econometrics Journal (2004)
Testing and comparing Value-at-Risk measures
Peter Christoffersen;Jinyong Hahn;Atsushi Inoue.
Journal of Empirical Finance (2001)
Weak Instruments: Diagnosis and Cures in Empirical Econometrics
Jinyong Hahn;Jerry Hausman.
The American Economic Review (2003)
An alternative estimator for the censored quantile regression model
Moshe Buchinsky;Jinyong Hahn.
Econometrica (1998)
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