Synthetic control and inference von Hahn, Jinyong, Shi, Ruoyao

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A PRACTICAL ASYMPTOTIC VARIANCE ESTIMATOR FOR TWO-STEP SEMIPARAMETRIC ESTIMATORS von Ackerberg, Daniel, Chen, Xiaohong, Hahn, Jinyong

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Jackknife and Analytical Bias Reduction for Nonlinear Panel Models von Hahn, Jinyong, Newey, Whitney

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large von Hahn, Jinyong, Kuersteiner, Guido

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On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects von Hahn, Jinyong

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Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design von Hahn, Jinyong, Todd, Petra, Van der Klaauw, Wilbert

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A New Specification Test for the Validity of Instrumental Variables von Hahn, Jinyong, Hausman, Jerry

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BOOTSTRAP STANDARD ERROR ESTIMATES AND INFERENCE von Hahn, Jinyong, Liao, Zhipeng

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Properties of least squares estimator in estimation of average treatment effects von Hahn, Jinyong

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Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models von Hahn, Jinyong, Liu, Xueyuan

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ASYMPTOTIC VARIANCE OF SEMIPARAMETRIC ESTIMATORS WITH GENERATED REGRESSORS von Hahn, Jinyong, Ridder, Geert

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Three-stage semi-parametric inference: Control variables and differentiability von Hahn, Jinyong, Ridder, Geert

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Test of neglected heterogeneity in dyadic models von Hahn, Jinyong, Moon, Hyungsik Roger, Shi, Ruoyao

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Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables von Hahn, Jinyong, Ridder, Geert

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CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS von Hahn, Jinyong, Kuersteiner, Guido, Mazzocco, Maurizio

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Specification test on mixed logit models von Hahn, Jinyong, Hausman, Jerry, Lustig, Josh

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IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR von Hahn, Jinyong, Liao, Zhipeng, Ridder, Geert

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JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS von Hahn, Jinyong, Kuersteiner, Guido, Mazzocco, Maurizio

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Stationarity and mixing properties of the dynamic Tobit model von Hahn, Jinyong, Kuersteiner, Guido

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Multivariate Density Forecast Evaluation and Calibration in Financial Risk Management: High-Frequency Returns on Foreign Exchange von Diebold, Francis X., Hahn, Jinyong, Tay, Anthony S.

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