3 papers
econ.EM2024
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…
econ.EM2023
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…
econ.EM2023
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…