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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Bayesian bootstrap of the quantile regression estimator : a large sample study
Hahn, Jinyong - In: International economic review 38 (1997) 4, pp. 795-808
Persistent link: https://www.econbiz.de/10001228306
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On the role of the propensity score in efficient semiparametric estimation of average treatment effects
Hahn, Jinyong - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 315-331
Persistent link: https://www.econbiz.de/10001237571
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An alternative estimator for the censored quantile regression model
Buchinsky, Moshe - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 3, pp. 653-671
Persistent link: https://www.econbiz.de/10001240757
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Evaluating the effect of an antidiscrimination law using a regression-discontinuity design
Hahn, Jinyong; Todd, Petra; Klaauw, Wilbert van der - 1999
Persistent link: https://www.econbiz.de/10001388853
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Estimation of limited dependent variable models with dummy endogenous regressors : simple strategies for empirical practice
Angrist, Joshua D. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 2-16
Persistent link: https://www.econbiz.de/10001543421
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Identification and estimation of treatment effects with a regression-discontinuity design
Hahn, Jinyong; Todd, Petra; Klaauw, Wilbert van der - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 201-209
Persistent link: https://www.econbiz.de/10001545113
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Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602005
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Bias corrected instrumental variables estimation for dynamic panel models with fixed effects
Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603054
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Testing and comparing value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - In: Journal of empirical finance 8 (2001) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10001587072