| Identification and estimation of treatment effects with a regression-discontinuity design J Hahn, P Todd, W Van der Klaauw Econometrica 69 (1), 201-209, 2001 | 4004 | 2001 |
| On the role of the propensity score in efficient semiparametric estimation of average treatment effects J Hahn Econometrica, 315-331, 1998 | 1278 | 1998 |
| Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large J Hahn, G Kuersteiner Econometrica 70 (4), 1639-1657, 2002 | 599 | 2002 |
| Jackknife and analytical bias reduction for nonlinear panel models J Hahn, W Newey Econometrica 72 (4), 1295-1319, 2004 | 577 | 2004 |
| A new specification test for the validity of instrumental variables J Hahn, J Hausman Econometrica 70 (1), 163-189, 2002 | 520 | 2002 |
| Multivariate density forecast evaluation and calibration in financial risk management: high-frequency returns on foreign exchange FX Diebold, J Hahn, AS Tay Review of Economics and Statistics 81 (4), 661-673, 1999 | 417 | 1999 |
| Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations J Hahn, J Hausman, G Kuersteiner The Econometrics Journal 7 (1), 272-306, 2004 | 406 | 2004 |
| Testing and comparing value-at-risk measures P Christoffersen, J Hahn, A Inoue Journal of empirical finance 8 (3), 325-342, 2001 | 384 | 2001 |
| Weak instruments: Diagnosis and cures in empirical econometrics J Hahn, J Hausman American Economic Review 93 (2), 118-125, 2003 | 376 | 2003 |
| Average and quantile effects in nonseparable panel models V Chernozhukov, I Fernández‐Val, J Hahn, W Newey Econometrica 81 (2), 535-580, 2013 | 318 | 2013 |
| An alternative estimator for the censored quantile regression model M Buchinsky, J Hahn Econometrica, 653-671, 1998 | 310 | 1998 |
| Bootstrapping quantile regression estimators J Hahn Econometric Theory 11 (1), 105-121, 1995 | 286 | 1995 |
| Understanding bias in nonlinear panel models: Some recent developments M Arellano, J Hahn Econometric Society Monographs 43, 381, 2007 | 279 | 2007 |
| Bias reduction for dynamic nonlinear panel models with fixed effects J Hahn, G Kuersteiner Econometric Theory 27 (6), 1152-1191, 2011 | 253 | 2011 |
| Long difference instrumental variables estimation for dynamic panel models with fixed effects J Hahn, J Hausman, G Kuersteiner Journal of econometrics 140 (2), 574-617, 2007 | 207 | 2007 |
| When to control for covariates? Panel asymptotics for estimates of treatment effects J Angrist, J Hahn Review of Economics and statistics 86 (1), 58-72, 2004 | 168 | 2004 |
| Identification and estimation of the linear-in-means model of social interactions BS Graham, J Hahn Economics Letters 88 (1), 1-6, 2005 | 160 | 2005 |
| Notes on bias in estimators for simultaneous equation models J Hahn, J Hausman Economics Letters 75 (2), 237-241, 2002 | 160 | 2002 |
| Evaluating the effect of an antidiscrimination law using a regression-discontinuity design J Hahn, PE Todd, WH van der Klaauw National bureau of economic research, 1999 | 153 | 1999 |
| A practical asymptotic variance estimator for two-step semiparametric estimators D Ackerberg, X Chen, J Hahn Review of Economics and Statistics 94 (2), 481-498, 2012 | 144 | 2012 |
