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Publications Influence

IDENTIFICATION AND ESTIMATION OF TREATMENT EFFECTS WITH A REGRESSION-DISCONTINUITY DESIGN

- J. Hahn, P. Todd, W. V. D. Klaauw
- Mathematics
- 2001

Ž. THE REGRESSION DISCONTINUITY RD data design is a quasi-experimental design with the defining characteristic that the probability of receiving treatment changes discontinuously as a function of one… Expand

2,185 145- PDF

On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects

- J. Hahn
- Economics
- 1 March 1998

The role of propensity score in the efficient estimation of the average treatment effects is examined. If the treatment is ignorable given some observed characteristics, it is shown that the… Expand

762 127- PDF

Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large

- J. Hahn, Guido M. Kuersteiner
- Mathematics
- 1 July 2002

We consider a dynamic panel AR(1) model with fixed effects when both "n" and "T" are large. Under the "T fixed n large" asymptotic approximation, the maximum likelihood estimator is known to be… Expand

371 52- PDF

JACKKNIFE AND ANALYTICAL BIAS REDUCTION FOR NONLINEAR PANEL MODELS

Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem. We show that this bias can be reduced by using a panel jackknife or an… Expand

357 46- PDF

Understanding Bias in Nonlinear Panel Models: Some Recent Developments ∗

- M. Arellano, J. Hahn
- Mathematics
- 1 October 2005

The purpose of this paper is to review recently developed methods of estimation of nonlinear fixed effects panel data models with reduced bias properties. We begin by describing fixed effects… Expand

223 46- PDF

A New Specification Test for the Validity of Instrumental Variables

- J. Hahn, J. Hausman
- Mathematics
- 1 March 2000

We develop a new specification test for IV estimators adopting a particular second order approximation of Bekker. The new specification test compares the difference of the forward (conventional) 2SLS… Expand

411 38

An Alternative Estimator for the Censored Quantile Regression Model

- Moshe Buchinsky, J. Hahn
- Mathematics
- 1 May 1998

This paper introduces an alternative estimator for the linear censored quantile regression model. The estimator also applies to cases where the censoring point is unknown. Since the objective… Expand

210 30

Estimation with Weak Instruments: Accuracy of Higher-Order Bias and MSE Approximations

- J. Hahn, J. Hausman, Guido M. Kuersteiner
- Mathematics
- 1 June 2004

In this paper, we consider parameter estimation in a linear simultaneous equations model. It is well known that two-stage least squares (2SLS) estimators may perform poorly when the instruments are… Expand

315 21- PDF

A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators

- D. Ackerberg, X. Chen, J. Hahn
- Mathematics
- Review of Economics and Statistics
- 25 April 2012

The goal of this paper is to develop techniques to simplify semiparametric inference. We do this by deriving a number of numerical equivalence results. These illustrate that in many cases, one can… Expand

91 19- PDF

Weak Instruments: Diagnosis and Cures in Empirical Econometrics

- J. Hahn, J. Hausman
- Economics
- 1 April 2003

What is the weak-instruments (WI) problem and what causes it? Universal agreement does not exist on these questions. We define weak instruments by two features: (i) two-stage least squares (2SLS)… Expand

277 18- PDF