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A quantile correlated random coefficients panel data model
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - In: Journal of econometrics 206 (2018) 2, pp. 305-335
Persistent link: https://www.econbiz.de/10012110390
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Reducing bias of MLE in a dynamic panel model
Hahn, Jinyong; Moon, Hyungsik Roger - In: Econometric theory 22 (2006) 3, pp. 499-512
Persistent link: https://www.econbiz.de/10003307493
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A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Arellano, Manuel; Hahn, Jinyong - In: Global economic review 45 (2016) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10011565997
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Does Jeffrey's prior alleviate the incidental parameter problem?
Hahn, Jinyong - In: Economics letters 82 (2004) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10001877654
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Jacknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1295-1319
Persistent link: https://www.econbiz.de/10002132596
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The incidental parameter problem in a non-differentiable panel data model
Graham, Bryan S.; Hahn, Jinyong; Powell, James - In: Economics letters 105 (2009) 2, pp. 181-182
Persistent link: https://www.econbiz.de/10003899822
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Panel data models with finite number of multiple equilibria
Hahn, Jinyong; Moon, Hyungsik Roger - In: Econometric theory 26 (2010) 3, pp. 863-881
Persistent link: https://www.econbiz.de/10003992439