4 papers
Model Selection in Panel Data Models: A Generalization of the Vuong Test
Jinyong Hahn, Zhipeng Liao, Konrad Menzel +1
This paper generalizes the classical Vuong (1989) test to panel data models by employing modified profile likelihoods and the Kullback-Leibler information criterion. Unlike the sta…
Stratifying on Treatment Status
Jinyong Hahn, John Ham, Geert Ridder +1
We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effec…
Some Finite-Sample Results on the Hausman Test
Jinyong Hahn, Zhipeng Liao, Nan Liu +1
This paper shows that the endogeneity test using the control function approach in linear instrumental variable models is a variant of the Hausman test. Moreover, we find that the t…
Logit-based alternatives to two-stage least squares
Denis Chetverikov, Jinyong Hahn, Zhipeng Liao +1
We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatme…