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Temporal aggregation for the synthetic control method
Sun, Liyang; Ben-Michael, Eli; Feller, Avi - In: AEA papers and proceedings 114 (2024), pp. 614-617
Persistent link: https://www.econbiz.de/10015326369
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Weak instruments in instrumental variables regression : theory and practice
Andrews, Isaiah; Stock, James H.; Sun, Liyang - In: Annual review of economics 11 (2019), pp. 727-753
Persistent link: https://www.econbiz.de/10012623831
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Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
Sun, Liyang; Abraham, Sarah - In: Journal of econometrics 225 (2021) 2, pp. 175-199
Persistent link: https://www.econbiz.de/10013275431
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Adapting to Misspecification
Armstrong, Timothy B.; Kline, Patrick; Sun, Liyang - National Bureau of Economic Research - 2024
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they can relax some of these assumptions to motivate a more...
Persistent link: https://www.econbiz.de/10015072848
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Weak identification with many instruments
Mikusheva, Anna; Sun, Liyang - In: The econometrics journal 27 (2024) 2, pp. C1-C28
Persistent link: https://www.econbiz.de/10015046374
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A linear panel model with heterogeneous coefficients and variation in exposure
Sun, Liyang; Shapiro, Jesse M. - In: The journal of economic perspectives : a journal of the … 36 (2022) 4, pp. 193-204
Persistent link: https://www.econbiz.de/10014227645
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Inference with many weak instruments
Mikusheva, Anna; Sun, Liyang - In: The review of economic studies : RES 89 (2022) 5, pp. 2663-2686
Persistent link: https://www.econbiz.de/10013400100
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Automatic debiased machine learning of causal and structural effects
Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 967-1027
Persistent link: https://www.econbiz.de/10013279515
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Debiased machine learning of global and local parameters using regularized Riesz representers
Chernozhukov, Victor; Newey, Whitney K.; Singh, Rahul - In: The econometrics journal 25 (2022) 3, pp. 576-601
Persistent link: https://www.econbiz.de/10013399777
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Technical regulations, intermediate inputs, and performance of firms : Evidence from India
Rahul Singh; Chanda, Rupa - In: Journal of international economics 128 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012795577