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Mathematics

D-Index
40
Citations
12567
World Ranking
1985
National Ranking
838

Overview

Jinyong Hahn is affiliated with the University of California, Los Angeles in the United States. Their research primarily spans the fields of economics, econometrics, and finance, with significant contributions also made in mathematics.

The scholar's work encompasses various subfields, including economics and econometrics, statistics and probability, general economics, econometrics and finance, finance, and education.

If focusing on main research topics, these include:

  • Monetary Policy and Economic Impact
  • Spatial and Panel Data Analysis
  • Statistical Methods and Inference
  • Advanced Causal Inference Techniques
  • Economic and Environmental Valuation
  • Global Trade and Economics
  • Financial Risk and Volatility Modeling

Jinyong Hahn has published extensively in recognized academic venues. Frequent publication sites include:

  • arXiv (Cornell University)
  • Econometric Theory
  • SSRN Electronic Journal
  • Economics Letters
  • Journal of Econometrics

Among recent papers, selected works are:

  • Bootstrap Standard Error Estimates and Inference, 2021, Econometrica
  • Efficient Bias Correction for Cross-Section and Panel Data, 2024, Quantitative Economics
  • Specification Test on Mixed Logit Models, 2020, Journal of Econometrics
  • A Small Sigma Approach to Certain Problems in Errors-in-Variables Models, 2021, Economics Letters
  • Central Limit Theory for Combined Cross Section and Time Series with an Application to Aggregate Productivity Shocks, 2022, Econometric Theory

The research collaborations of Jinyong Hahn include frequent coauthors such as:

  • Zhipeng Liao
  • Geert Ridder
  • Guido M. Kuersteiner
  • Shuyang Sheng
  • Jerry A. Hausman

Best Publications

  • IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN

    Jinyong Hahn;Petra Todd;Wilbert Van der Klaauw

  • On the role of the propensity score in efficient semiparametric estimation of average treatment effects

    Jinyong Hahn

  • Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large

    Jinyong Hahn;Guido M. Kuersteiner

  • JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS

    Jinyong Hahn;Whitney K. Newey

  • A New Specification Test for the Validity of Instrumental Variables

    Jinyong Hahn;Jerry A. Hausman

  • Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange

    Francis X. Diebold;Jinyong Hahn;Anthony S. Tay

  • Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations

    Jinyong Hahn;Jerry Hausman;Guido Kuersteiner

  • Testing and comparing Value-at-Risk measures

    Peter Christoffersen;Jinyong Hahn;Atsushi Inoue

  • Weak Instruments: Diagnosis and Cures in Empirical Econometrics

    Jinyong Hahn;Jerry Hausman

  • Average and quantile effects in nonseparable panel models

    Victor Chernozhukov;Ivan Fernandez-Val;Jinyong Hahn;Whitney K. Newey

  • Bootstrapping Quantile Regression Estimators

    Jinyong Hahn

  • An alternative estimator for the censored quantile regression model

    Moshe Buchinsky;Jinyong Hahn

  • UNDERSTANDING BIAS IN NONLINEAR PANEL MODELS: SOME RECENT DEVELOPMENTS

    Manuel Arellano;Jinyong Hahn

  • BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

    Jinyong Hahn;Guido Kuersteiner

  • Long difference instrumental variables estimation for dynamic panel models with fixed effects

    Jinyong Hahn;Jerry Hausman;Guido Kuersteiner

  • When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects

    Joshua D Angrist;Jinyong Hahn

  • Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design

    Jinyong Hahn;Petra Todd;Wilbert Van der Klaauw

  • Notes on bias in estimators for simultaneous equation models

    Jinyong Hahn;Jerry Hausman;Jerry Hausman

  • Identification and estimation of the linear-in-means model of social interactions

    Bryan S. Graham;Jinyong Hahn

  • A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators

    Daniel Ackerberg;Xiaohong Chen;Jinyong Hahn

  • The Hausman Test and Weak Instruments

    Jinyong Hahn;John C. Ham;Hyungsik Roger Moon

Frequent Co-Authors

Geert Ridder
Geert Ridder University of Southern California
Peter Christoffersen
Peter Christoffersen University of Toronto
James L. Powell
James L. Powell University of California, Berkeley
Petra E. Todd
Petra E. Todd University of Pennsylvania
Wilbert Van der Klaauw
Wilbert Van der Klaauw Federal Reserve Bank of New York
Francis X. Diebold
Francis X. Diebold University of Pennsylvania
John C. Ham
John C. Ham New York University Abu Dhabi
Dean Karlan
Dean Karlan Northwestern University

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