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Dummy Endogenous Treatment Effect Estimation Using High-Dimensional Instrumental Variables

Zhong, Wei - 2020

Dummy endogenous variables are commonly encountered in program evaluations using observational data. Motivated by the increasing availability of rich micro data, we develop a two-stage approach to estimate the dummy endogenous treatment effect using high-dimensional instrumental variables (IV)....

Persistent link: https://www.econbiz.de/10012833601

Study on the cointegration and causality between GDP and energy consumption in China

Han, Zhi-Yong; Fan, Ying; Wei, Yi-Ming - In: International journal of global energy issues : IJGEI 22 (2004) 2/3/4, pp. 225-232

Persistent link: https://www.econbiz.de/10002530281

Sharp bounds on the distribution of treatment effects and their statistical inference

Fan, Yanqin; Park, Sang Soo - In: Econometric theory 26 (2010) 3, pp. 931-951

Persistent link: https://www.econbiz.de/10003992443

Nonparametric inference for counterfactual means : bias-correction, confidence sets, and weak IV

Fan, Yanqin; Park, Sang Soo - In: Journal of econometrics 178 (2014) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10010254988

Partial identification of the distribution of treatment effects and its confidence sets

Fan, Yanqin; Park, Sang Soo - In: Nonparametric econometric methods, (pp. 3-70). 2010

Persistent link: https://www.econbiz.de/10010216406

Partial identification of distributional and quantile treatment effects in difference-in-differences models

Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515

Persistent link: https://www.econbiz.de/10009632890

Identifying treatment effects under data combination

Fan, Yanqin; Sherman, Robert P.; Shum, Matthew - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 2, pp. 811-822

Persistent link: https://www.econbiz.de/10010404416

Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach

Fan, Ying; Zhang, Yue-Jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171

Persistent link: https://www.econbiz.de/10003777034

The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective

Geng, Jiang-Bo; Ji, Qiang; Fan, Ying - In: Energy economics 67 (2017), pp. 98-110

Persistent link: https://www.econbiz.de/10011897880

Partial identification of average treatment effects on the treated through difference-in-differences

Fan, Yanqin; Manzanares, Carlos A. - In: Econometric reviews 36 (2017) 6/9, pp. 1057-1080

Persistent link: https://www.econbiz.de/10011795566