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Estimation of fixed effects panel data partially linear additive regression models
Ai, Chunrong; You, Jinhong; Zhou, Yong - In: The econometrics journal 17 (2014) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10010498756
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; … - In: Journal of econometrics 222 (2021) 1,2, pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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Estimating equations inference with missing data
Zhou, Yong; Wan, Alan T. K.; Wang, Xiaojing - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1187-1199
Persistent link: https://www.econbiz.de/10003773449
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From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan; Qin, Jing; Zhou, Yong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
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A unified framework for efficient estimation of general treatment models
Ai, Chunrong; Linton, Oliver; Motegi, Kaiji; Zhang, Zheng - 2019
Persistent link: https://www.econbiz.de/10012698848
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Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong; Linton, Oliver; Zhang, Zheng - In: Journal of econometrics 228 (2022) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
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A semiparametric derivative estimator in log transformation models
Ai, Chunrong; Norton, Edward C. - In: The econometrics journal 11 (2008) 3, pp. 538-553
Persistent link: https://www.econbiz.de/10003802373
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Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng; Ai, Chunrong; Shi, Yanlong; Ying, Tingting; … - In: Journal of forecasting 42 (2023) 8, pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
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Testing unconditional and conditional independence via mutual information
Ai, Chunrong; Sun, Li-Hsien; Zhang, Zheng; Zhu, Liping - In: Journal of econometrics 240 (2024) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10015075099
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Estimation of panel data partly specified Tobit regression with fixed effects
Ai, Chunrong; Li, Hongjun; Lin, Zhongjian; Meng, Meixia - In: Journal of econometrics 188 (2015) 2, pp. 316-326
Persistent link: https://www.econbiz.de/10011500476