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Hahn, Jinyong - In: The review of economic studies 61 (1994) 4, pp. 607-629

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Bootstrapping quantile regression estimators

Hahn, Jinyong - In: Econometric theory 11 (1995) 1, pp. 105-121

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Efficient estimation of panel data models with sequential moment restrictions

Hahn, Jinyong - In: Journal of econometrics 79 (1997) 1, pp. 1-21

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Optimal inference with many instruments

Hahn, Jinyong - In: Econometric theory 18 (2002) 1, pp. 140-168

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Does Jeffrey's prior alleviate the incidental parameter problem?

Hahn, Jinyong - In: Economics letters 82 (2004) 1, pp. 135-138

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Bounds on ATE with discrete outcomes

Hahn, Jinyong - In: Economics letters 109 (2010) 1, pp. 24-27

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Properties of least squares estimator in estimation of average treatment effects

Hahn, Jinyong - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 301-313

Treatment effects are often estimated by the least squares estimator controlling for some covariates. This paper investigates its properties. When the propensity score is constant, it is a consistent estimator of the average treatment effects if it is viewed as a semiparametric partially linear...

Persistent link: https://www.econbiz.de/10014462247

Autoregressive models with sample selectivity for panel data

Arellano, Manuel; Bover, Olympia; Labeaga, José M. - In: Analysis of panels and limited dependent variable …, (pp. 23-48). 1999

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Modelos microeconométricos y política fiscal

Attanasio, Orazio P. (contributor); … - 1994

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Female labour force participation in the 1980s : the case of Spain

Bover, Olympia; Arellano, Manuel - 1994

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