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Jinyong Hahn

Personal Details

First Name:Jinyong
Middle Name:
Last Name:Hahn
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RePEc Short-ID:pha1189
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Affiliation

Department of Economics
University of California-Los Angeles (UCLA)

Los Angeles, California (United States)
http://www.econ.ucla.edu/
RePEc:edi:deuclus (more details at EDIRC)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Denis Chetverikov & Jinyong Hahn & Zhipeng Liao & Andres Santos, 2023. "Standard errors when a regressor is randomly assigned," Papers 2303.10306, arXiv.org.
  2. Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023. "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers 31384, National Bureau of Economic Research, Inc.
  3. Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey, 2022. "Efficient Bias Correction for Cross-section and Panel Data," Papers 2207.09943, arXiv.org, revised Jan 2024.
  4. Jinyong Hahn & Hyungsik Roger Moon & Ruoyao Shi, 2022. "Test of Neglected Heterogeneity in Dyadic Models," Working Papers 202206, University of California at Riverside, Department of Economics.
  5. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
  6. Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021. "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers 202107, University of California at Riverside, Department of Economics.
  7. Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017. "Specification test on mixed logit models," CeMMAP working papers 58/17, Institute for Fiscal Studies.
  8. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2016. "A quantile correlated random coefficients panel data model," CeMMAP working papers 34/16, Institute for Fiscal Studies.
  9. Quick, Reiner & Hahn, J., 2016. "Aktivierung eigener Entwicklungskosten. Bedeutung für nicht-kapitalmarktorientierte Unternehmen im HGB-Konzernabschluss," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84652, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  10. Ruoyao Shi & Jinyong Hahn, 2016. "Synthetic Control and Inference," Working Papers 201802, University of California at Riverside, Department of Economics, revised Nov 2017.
  11. Bryan S. Graham & Jinyong Hahn & Alexandre Poirier & James L. Powell, 2015. "Quantile regression with panel data," CeMMAP working papers 12/15, Institute for Fiscal Studies.
  12. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2014. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers 28/14, Institute for Fiscal Studies.
  13. Jinyong Hahn & Whitney K. Newey & Richard Smith, 2011. "Tests for neglected heterogeneity in moment condition models," CeMMAP working papers CWP26/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "A practical asymptotic variance estimator for two-step semiparametric estimators," CeMMAP working papers CWP22/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Cowles Foundation Discussion Papers 1803, Cowles Foundation for Research in Economics, Yale University.
  16. Jinyong Hahn & Geert Ridder, 2010. "The asymptotic variance of semi-parametric estimators with generated regressors," CeMMAP working papers CWP23/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Identification and Estimation of Marginal Effects in Nonlinear Panel Models," Boston University - Department of Economics - Working Papers Series wp2009-b, Boston University - Department of Economics.
  18. Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009. "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers 47107, Yale University, Economic Growth Center.
  19. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Average and Quantile Effects in Nonseparable Panel Models," Papers 0904.1990, arXiv.org, revised Mar 2013.
  20. Manuel Arellano & Jinyong Hahn, 2006. "A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects," Working Papers wp2006_0613, CEMFI.
  21. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005. "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics.
  22. Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.
  23. Jinyong Hahn & Hyungsik Roger Moon, 2004. "Reducing Bias of MLE in a Dynamic Panel Model," IEPR Working Papers 04.5, Institute of Economic Policy Research (IEPR).
  24. Jinyong Hahn & Whitney K. Newey, 2003. "Jackknife and analytical bias reduction for nonlinear panel models," CeMMAP working papers 17/03, Institute for Fiscal Studies.
  25. Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001. "Testing and Comparing Value-at-Risk Measures," CIRANO Working Papers 2001s-03, CIRANO.
  26. Joshua D. Angrist & Jinyong Hahn, 1999. "When to Control for Covariates? Panel-Asymptotic Results for Estimates of Treatment Effects," NBER Technical Working Papers 0241, National Bureau of Economic Research, Inc.
  27. Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw, 1999. "Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design," NBER Working Papers 7131, National Bureau of Economic Research, Inc.
  28. Jinyong Hahn & Jerry Hausman, 1999. "A New Specification Test for the Validity of Instrumental Variables," Working papers 99-11, Massachusetts Institute of Technology (MIT), Department of Economics.
  29. Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 1999. "Testing, Comparing, and Combining Value at Risk Measures," Center for Financial Institutions Working Papers 99-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
  30. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-079, New York University, Leonard N. Stern School of Business-.
  31. Moshe Buchinsky & Jinyong Hahn, 1995. "Quantile Regression Model with Unknown Censoring Point," Cowles Foundation Discussion Papers 1096, Cowles Foundation for Research in Economics, Yale University.
  32. Moshe Buchinsky & Jinyong Hahn, "undated". "Quantile Regression Model with Unknown Censoring," Working Papers _004, University of California at Berkeley, Econometrics Laboratory Software Archive.
  33. Jinyong Hahn & Andrew D. Foster, "undated". "A Consistent Semiparametric Estimator of the Consumer Surplus Distribution," Home Pages _077, University of Pennsylvania.

Articles

  1. Gu, Jiaying & Hahn, Jinyong & Kim, Kyoo Il, 2023. "The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects — Corrigendum," Econometric Theory, Cambridge University Press, vol. 39(1), pages 219-219, February.
  2. Hahn, Jinyong & Kuersteiner, Guido & Mazzocco, Maurizio, 2022. "Joint Time-Series And Cross-Section Limit Theory Under Mixingale Assumptions," Econometric Theory, Cambridge University Press, vol. 38(5), pages 942-958, October.
  3. Hahn, Jinyong & Liu, Xueyuan, 2022. "Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models," Economics Letters, Elsevier, vol. 219(C).
  4. Hahn, Jinyong & Hausman, Jerry & Kim, Jeonghwan, 2021. "A small sigma approach to certain problems in errors-in-variables models," Economics Letters, Elsevier, vol. 208(C).
  5. Jinyong Hahn & Zhipeng Liao, 2021. "Bootstrap Standard Error Estimates and Inference," Econometrica, Econometric Society, vol. 89(4), pages 1963-1977, July.
  6. Jinyong Hahn & Jerry Hausman, 2021. "Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-58, December.
  7. Hahn, Jinyong & Hausman, Jerry & Lustig, Josh, 2020. "Specification test on mixed logit models," Journal of Econometrics, Elsevier, vol. 219(1), pages 19-37.
  8. Hahn, Jinyong & Ridder, Geert, 2019. "Three-stage semi-parametric inference: Control variables and differentiability," Journal of Econometrics, Elsevier, vol. 211(1), pages 262-293.
  9. Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert, 2018. "Nonparametric Two-Step Sieve M Estimation And Inference," Econometric Theory, Cambridge University Press, vol. 34(6), pages 1281-1324, December.
  10. Hahn, Jinyong & Liao, Zhipeng, 2018. "Nonparametric Instrumental Variables And Regular Estimation," Econometric Theory, Cambridge University Press, vol. 34(3), pages 574-597, June.
  11. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
  12. Hahn, Jinyong & Ridder, Geert, 2017. "Instrumental variable estimation of nonlinear models with nonclassical measurement error using control variables," Journal of Econometrics, Elsevier, vol. 200(2), pages 238-250.
  13. Jinyong Hahn & Ruoyao Shi, 2017. "Synthetic Control and Inference," Econometrics, MDPI, vol. 5(4), pages 1-12, November.
  14. Jinyong Hahn & Hyungsik Roger Moon & Connan Snider, 2017. "LM Test of Neglected Correlated Random Effects and Its Application," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 359-370, July.
  15. Manuel Arellano & Jinyong Hahn, 2016. "A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects," Global Economic Review, Taylor & Francis Journals, vol. 45(3), pages 251-274, July.
  16. Hahn Jinyong & Ridder Geert, 2015. "Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-28, January.
  17. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2014. "Asymptotic Efficiency of Semiparametric Two-step GMM," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 919-943.
  18. Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J., 2014. "Neglected heterogeneity in moment condition models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 86-100.
  19. Hahn, Jinyong & Ridder, Geert & Snider, Connan, 2013. "Partial identification and mergers," Economics Letters, Elsevier, vol. 118(1), pages 126-129.
  20. Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013. "Average and Quantile Effects in Nonseparable Panel Models," Econometrica, Econometric Society, vol. 81(2), pages 535-580, March.
  21. Jinyong Hahn & Geert Ridder, 2013. "Asymptotic Variance of Semiparametric Estimators With Generated Regressors," Econometrica, Econometric Society, vol. 81(1), pages 315-340, January.
  22. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2012. "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," The Review of Economics and Statistics, MIT Press, vol. 94(2), pages 481-498, May.
  23. Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1152-1191, December.
  24. Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011. "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 96-108.
  25. Hahn, Jinyong & Ham, John & Moon, Hyungsik Roger, 2011. "Test of random versus fixed effects with small within variation," Economics Letters, Elsevier, vol. 112(3), pages 293-297, September.
  26. Hahn, Jinyong & Hansen, Karsten, 2011. "Parameter orthogonalization and Bayesian inference with many instruments," Economics Letters, Elsevier, vol. 112(2), pages 207-209, August.
  27. Patrick Bajari & Jinyong Hahn & Han Hong & Geert Ridder, 2011. "A Note On Semiparametric Estimation Of Finite Mixtures Of Discrete Choice Models With Application To Game Theoretic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 807-824, August.
  28. Hahn, Jinyong & Ham, John C. & Moon, Hyungsik Roger, 2011. "The Hausman test and weak instruments," Journal of Econometrics, Elsevier, vol. 160(2), pages 289-299, February.
  29. Jinyong Hahn & Geert Ridder, 2011. "Conditional Moment Restrictions and Triangular Simultaneous Equations," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 683-689, May.
  30. Buchinsky, Moshe & Hahn, Jinyong & Kim, Kyoo il, 2010. "Semiparametric information bound of dynamic discrete choice models," Economics Letters, Elsevier, vol. 108(2), pages 109-112, August.
  31. Hahn, Jinyong & Moon, Hyungsik Roger, 2010. "Panel Data Models With Finite Number Of Multiple Equilibria," Econometric Theory, Cambridge University Press, vol. 26(3), pages 863-881, June.
  32. Hahn, Jinyong, 2010. "Bounds on ATE with discrete outcomes," Economics Letters, Elsevier, vol. 109(1), pages 24-27, October.
  33. Hahn, Jinyong & Kuersteiner, Guido, 2010. "Stationarity and mixing properties of the dynamic Tobit model," Economics Letters, Elsevier, vol. 107(2), pages 105-111, May.
  34. Hirano, Keisuke & Hahn, Jinyong, 2010. "Design of randomized experiments to measure social interaction effects," Economics Letters, Elsevier, vol. 106(1), pages 51-53, January.
  35. Graham, Bryan S. & Hahn, Jinyong & Powell, James L., 2009. "The incidental parameter problem in a non-differentiable panel data model," Economics Letters, Elsevier, vol. 105(2), pages 181-182, November.
  36. Daniel Ackerberg & John Geweke & Jinyong Hahn, 2009. "Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"," Econometrica, Econometric Society, vol. 77(6), pages 2009-2017, November.
  37. Guggenberger, Patrik & Hahn, Jinyong & Kim, Kyooil, 2008. "Specification testing under moment inequalities," Economics Letters, Elsevier, vol. 99(2), pages 375-378, May.
  38. Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido, 2007. "Long difference instrumental variables estimation for dynamic panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 574-617, October.
  39. Hahn, Jinyong & Moon, Hyungsik Roger, 2006. "Reducing Bias Of Mle In A Dynamic Panel Model," Econometric Theory, Cambridge University Press, vol. 22(3), pages 499-512, June.
  40. Jinyong Hahn & Jerry Hausman, 2005. "Estimation with Valid and Invalid Instruments," Annals of Economics and Statistics, GENES, issue 79-80, pages 25-57.
  41. Patrik Guggenberger & Jinyong Hahn, 2005. "Finite Sample Properties of the Two-Step Empirical Likelihood Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 247-263.
  42. Graham, Bryan S. & Hahn, Jinyong, 2005. "Identification and estimation of the linear-in-means model of social interactions," Economics Letters, Elsevier, vol. 88(1), pages 1-6, July.
  43. Hahn, Jinyong & Meinecke, Juergen, 2005. "Time-Invariant Regressor In Nonlinear Panel Model With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 21(2), pages 455-469, April.
  44. Hahn, Jinyong & Kuersteiner, Guido & Cho, Myeong Hyeon, 2004. "Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large," Economics Letters, Elsevier, vol. 84(1), pages 117-125, July.
  45. Jinyong Hahn & Whitney Newey, 2004. "Jackknife and Analytical Bias Reduction for Nonlinear Panel Models," Econometrica, Econometric Society, vol. 72(4), pages 1295-1319, July.
  46. Hahn, Jinyong, 2004. "Does Jeffrey's prior alleviate the incidental parameter problem?," Economics Letters, Elsevier, vol. 82(1), pages 135-138, January.
  47. Joshua Angrist & Jinyong Hahn, 2004. "When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 58-72, February.
  48. Jinyong Hahn, 2004. "Functional Restriction and Efficiency in Causal Inference," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 73-76, February.
  49. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2004. "Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 272-306, June.
  50. Jinyong Hahn & Jerry Hausman, 2003. "Weak Instruments: Diagnosis and Cures in Empirical Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 118-125, May.
  51. Jinyong Hahn & Guido Kuersteiner, 2002. "Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large," Econometrica, Econometric Society, vol. 70(4), pages 1639-1657, July.
  52. Hahn, Jinyong, 2002. "Optimal Inference With Many Instruments," Econometric Theory, Cambridge University Press, vol. 18(1), pages 140-168, February.
  53. Hahn, Jinyong & Hausman, Jerry, 2002. "Notes on bias in estimators for simultaneous equation models," Economics Letters, Elsevier, vol. 75(2), pages 237-241, April.
  54. Kezdi, Gabor & Hahn, Jinyong & Solon, Gary, 2002. "Jackknife minimum distance estimation," Economics Letters, Elsevier, vol. 76(1), pages 35-45, June.
  55. Jinyong Hahn & Atsushi Inoue, 2002. "A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 309-336.
  56. Jinyong Hahn & Jerry Hausman, 2002. "A New Specification Test for the Validity of Instrumental Variables," Econometrica, Econometric Society, vol. 70(1), pages 163-189, January.
  57. Hahn, Jinyong & Kuersteiner, Guido, 2002. "Discontinuities of weak instrument limiting distributions," Economics Letters, Elsevier, vol. 75(3), pages 325-331, May.
  58. Hahn, Jinyong & Todd, Petra & Van der Klaauw, Wilbert, 2001. "Identification and Estimation of Treatment Effects with a Regression-Discontinuity Design," Econometrica, Econometric Society, vol. 69(1), pages 201-209, January.
  59. Hahn, Jinyong, 2001. "Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system," Economics Letters, Elsevier, vol. 73(2), pages 227-231, November.
  60. Hahn, Jinyong, 2001. "Comment: Binary Regressors in Nonlinear Panel-Data Models with Fixed Effects," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 16-17, January.
  61. Christoffersen, Peter & Hahn, Jinyong & Inoue, Atsushi, 2001. "Testing and comparing Value-at-Risk measures," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 325-342, July.
  62. Hahn, Jinyong, 2001. "The Information Bound Of A Dynamic Panel Logit Model With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 17(5), pages 913-932, October.
  63. Foster, Andrew & Hahn, Jinyong, 2000. "A consistent semiparametric estimation of the consumer surplus distribution," Economics Letters, Elsevier, vol. 69(3), pages 245-251, December.
  64. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1999. "Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 661-673, November.
  65. Hahn, Jinyong, 1999. "How informative is the initial condition in the dynamic panel model with fixed effects?," Journal of Econometrics, Elsevier, vol. 93(2), pages 309-326, December.
  66. Moshe Buchinsky & Jinyong Hahn, 1998. "An Alternative Estimator for the Censored Quantile Regression Model," Econometrica, Econometric Society, vol. 66(3), pages 653-672, May.
  67. Jinyong Hahn, 1998. "On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects," Econometrica, Econometric Society, vol. 66(2), pages 315-332, March.
  68. Hahn, Jinyong, 1997. "A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models," Econometric Theory, Cambridge University Press, vol. 13(4), pages 583-588, February.
  69. Hahn, Jinyong, 1997. "Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(4), pages 795-808, November.
  70. Hahn, Jinyong, 1997. "Efficient estimation of panel data models with sequential moment restrictions," Journal of Econometrics, Elsevier, vol. 79(1), pages 1-21, July.
  71. Hahn, Jinyong, 1996. "A Note on Bootstrapping Generalized Method of Moments Estimators," Econometric Theory, Cambridge University Press, vol. 12(1), pages 187-197, March.
  72. Hahn, Jinyong, 1995. "Bootstrapping Quantile Regression Estimators," Econometric Theory, Cambridge University Press, vol. 11(1), pages 105-121, February.
  73. Jinyong Hahn, 1994. "The Efficiency Bound of the Mixed Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(4), pages 607-629.

Chapters

  1. Jinyong Hahn & Jerry Hausman, 2010. "Estimation with Valid and Invalid Instruments," NBER Chapters, in: Contributions in Memory of Zvi Griliches, pages 25-57, National Bureau of Economic Research, Inc.

More information

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Statistics

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This author is among the top 5% authors according to these criteria:
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  2. Number of Works
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  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
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  10. Number of Citations, Discounted by Citation Age
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  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
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  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (26) 1998-12-28 1999-05-17 2001-02-14 2005-04-03 2006-03-18 2006-09-11 2008-04-29 2009-02-07 2009-04-05 2009-06-10 2009-12-11 2010-08-21 2011-05-30 2011-07-21 2012-10-20 2012-11-24 2015-03-27 2017-05-14 2018-02-05 2018-07-30 2021-05-31 2021-07-12 2022-02-21 2022-08-15 2023-04-17 2023-07-31. Author is listed
  2. NEP-ORE: Operations Research (5) 2018-02-05 2021-05-31 2021-07-12 2022-01-24 2022-02-21. Author is listed
  3. NEP-EXP: Experimental Economics (4) 2008-04-29 2009-02-07 2009-12-11 2023-04-17
  4. NEP-ETS: Econometric Time Series (3) 2005-04-03 2006-03-18 2006-09-11
  5. NEP-NET: Network Economics (2) 2021-07-12 2022-02-21
  6. NEP-CBE: Cognitive and Behavioural Economics (1) 2009-12-11
  7. NEP-DCM: Discrete Choice Models (1) 2018-07-30
  8. NEP-DES: Economic Design (1) 2023-04-17
  9. NEP-EFF: Efficiency and Productivity (1) 2006-09-11
  10. NEP-FMK: Financial Markets (1) 2001-02-14
  11. NEP-IFN: International Finance (1) 1998-12-28
  12. NEP-URE: Urban and Real Estate Economics (1) 2023-07-31

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