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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

Wald, QLR, and score tests when parameters are subject to linear inequality constraints

Fan, Yanqin; Shi, Xuetao - In: Journal of econometrics 235 (2023) 2, pp. 2005-2026

Persistent link: https://www.econbiz.de/10014471442

Nonparametric Instrumental Regression

Darolles, Serge; Fan, Yanqin; Florens, Jean-Pierre; … - 2015

The focus of the paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions stemming from a structural econometric model: E [Y - f (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W. The function f is the...

Persistent link: https://www.econbiz.de/10014046845

A consistent test for the parametric distribution of regression disturbances

Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000

Persistent link: https://www.econbiz.de/10001548454

A consistent test for conditional heteroskedasticity in time-series regression models

Hsiao, Cheng; Li, Qi - In: Econometric theory 17 (2001) 1, pp. 188-221

Persistent link: https://www.econbiz.de/10001556097