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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

On optimal inference in the linear IV model

Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 457-485

This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right-hand side endogenous variable. The paper derives a finite-sample lower bound function for the probability...

Persistent link: https://www.econbiz.de/10012042425

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

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

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

A direct approach to inference in nonparametric and semiparametric quantile models

Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 191 (2016) 1, pp. 196-216

Persistent link: https://www.econbiz.de/10011598098

Multivariate local polynomial estimators : uniform boundary properties and asymptotic linear representation

Fan, Yanqin; Guerre, Emmanuel - In: Essays in honor of Aman Ullah, (pp. 489-537). 2016

Persistent link: https://www.econbiz.de/10011530319

Inference for optimal split point in conditional quantiles

Fan, Yanqin; Liu, Ruixuan; Zhu, Dongming - In: Frontiers of economics in China : selected publications … 11 (2016) 1, pp. 40-59

Persistent link: https://www.econbiz.de/10011473564

Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms

Chen, Heng; Fan, Yanqin - In: Journal of econometrics 212 (2019) 2, pp. 476-502

Persistent link: https://www.econbiz.de/10012304074

Partial identification and inference in censored quantile regression

Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 206 (2018) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012110350

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