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Detecting multiple equilibria for continuous dependent variables

Yu, Zhengfei - In: Econometric reviews 40 (2021) 7, pp. 635-656

Persistent link: https://www.econbiz.de/10012624527

Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density

Ma, Jun - 2018

This paper investigates the asymptotic properties of a simple empirical-likelihood-based inference method for discontinuity in density. The parameter of interest is a function of two one-sided limits of the probability density function at (possibly) two cut-off points. Our approach is based on...

Persistent link: https://www.econbiz.de/10012914060

Optimal bandwidth selection for local linear estimation of discontinuity in density

Jales, Hugo; Ma, Jun; Yu, Zhengfei - In: Economics letters 153 (2017), pp. 23-27

Persistent link: https://www.econbiz.de/10011810532

Minimum contrast empirical likelihood inference of discontinuity in density

Ma, Jun; Jales, Hugo; Yu, Zhengfei - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 934-950

Persistent link: https://www.econbiz.de/10012313380

Sample selection models with monotone control functions

Liu, Ruixuan; Yu, Zhengfei - In: Journal of econometrics 226 (2022) 2, pp. 321-342

Persistent link: https://www.econbiz.de/10013461529

Estimation and inference on treatment effects under treatment-based sampling designs

Song, Kyungchul; Yu, Zhengfei - In: The econometrics journal 25 (2022) 3, pp. 554-575

Persistent link: https://www.econbiz.de/10013399762

Inference on individual treatment effects in nonseparable triangular models

Ma, Jun; Marmer, Vadim; Yu, Zhengfei - In: Journal of econometrics 235 (2023) 2, pp. 2096-2124

Persistent link: https://www.econbiz.de/10014471446

Simple semiparametric estimation of ordered response models

Liu, Ruixuan; Yu, Zhengfei - In: Econometric theory 40 (2024) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10014484597

Double robust Bayesian inference on average treatment effects

Breunig, Christoph; Liu, Ruixuan; Yu, Zhengfei - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 539-568

Persistent link: https://www.econbiz.de/10015401158

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401

Persistent link: https://www.econbiz.de/10001382096