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LM test of neglected correlated random effects and its application

Hahn, Jinyong; Moon, Hyungsik Roger; Snider, Connan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 359-370

Persistent link: https://www.econbiz.de/10011705947

Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters

Hahn, Jinyong; Ridder, Geert - In: Journal of Econometric Methods 4 (2015) 1, pp. 1-28

Abstract We propose a new approach to statistical inference on parameters that depend on population parameters in a non-standard way. As examples we consider a parameter that is interval identified and a parameter that is the maximum (or minimum) of population parameters. In both examples we...

Persistent link: https://www.econbiz.de/10014612567

A NOTE ON SEMIPARAMETRIC ESTIMATION OF FINITE MIXTURES OF DISCRETE CHOICE MODELS WITH APPLICATION TO GAME THEORETIC MODELS

Bajari, Patrick; Hahn, Jinyong; Hong, Han; Ridder, Geert - In: International Economic Review 52 (2011) 3, pp. 807-824

Persistent link: https://www.econbiz.de/10010625847

Conditional Moment Restrictions and Triangular Simultaneous Equations

Hahn, Jinyong; Ridder, Geert - In: The Review of Economics and Statistics 93 (2011) 2, pp. 683-689

It is shown that in a nonparametric nonseparable triangular system, the conditional moment restriction (CMR) does not identify the average structural function (ASF). The CMR identifies the ASF only if the model is structurally separable in observable covariates and unobservable random errors....

Persistent link: https://www.econbiz.de/10009150848

Asymptotic Variance of Semiparametric Estimators With Generated Regressors

Hahn, Jinyong; Ridder, Geert - In: Econometrica 81 (2013) 1, pp. 315-340

Persistent link: https://www.econbiz.de/10010692326

Identification and the influence function of Olley and Pakes' (1996) production function estimator

Hahn, Jinyong; Ridder, Geert - In: Econometric theory 39 (2023) 5, pp. 1044-1066

Persistent link: https://www.econbiz.de/10014436593

Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables

Hahn, Jinyong; Ridder, Geert - In: Journal of econometrics 200 (2017) 2, pp. 238-250

Persistent link: https://www.econbiz.de/10011917229

Three-stage semi-parametric inference : control variables and differentiability

Hahn, Jinyong; Ridder, Geert - In: Journal of econometrics 211 (2019) 1, pp. 262-293

Persistent link: https://www.econbiz.de/10012303620

Nonparametric two-step sieve m estimation and inference

Hahn, Jinyong; Liao, Zhipeng; Ridder, Geert - In: Econometric theory 34 (2018) 6, pp. 1281-1324

Persistent link: https://www.econbiz.de/10012038065

Estimation of average treatment effects for massively unbalanced binary outcomes

Hahn, Jinyong; Liu, Xueyuan; Ridder, Geert - In: Econometric reviews 43 (2024) 6, pp. 319-344

Persistent link: https://www.econbiz.de/10014551525