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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

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

A flexible parametric approach for estimating switching regime models and treatment effect parameters

Chen, Heng; Fan, Yanqin; Wu, Jisong - In: Journal of econometrics 181 (2014) 2, pp. 77-91

Persistent link: https://www.econbiz.de/10010473347

Efficient estimation of semiparametric multivariate copula models

Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1228-1240

Persistent link: https://www.econbiz.de/10003375981

A nonparametric bootstrap test of conditional distributions

Fan, Yanqin; Li, Qi; Min, Insik - In: Econometric theory 22 (2006) 4, pp. 587-613

Persistent link: https://www.econbiz.de/10003351873

Evaluating density forecasts via the copula approach

Chen, Xiaohong; Fan, Yanqin - In: Finance research letters 1 (2004) 1, pp. 74-84

Persistent link: https://www.econbiz.de/10003307253

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

Partial identification of functionals of the joint distribution of "potential outcomes"

Fan, Yanqin; Guerre, Emmanuel; Zhu, Dongming - In: Journal of econometrics 197 (2017) 1, pp. 42-59

Persistent link: https://www.econbiz.de/10011818340

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

On the density estimation of air pollution in Beijing

Fan, Yanqin; Hou, Lei; Yan, Karen X. - In: Economics letters 163 (2018), pp. 110-113

Persistent link: https://www.econbiz.de/10011982975