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Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space

Fan, Yanqin; Jiang, Shuo; Shi, Xuetao - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 893-938

Building on the sequential identification result of Aguirregabiria and Mira (2019), this paper develops estimation and inference procedures for static games of incomplete information with payoff‐relevant unobserved heterogeneity and multiple equilibria. With payoff‐relevant unobserved...

Persistent link: https://www.econbiz.de/10015189765

Sharp bounds on the distribution of treatment effects and their statistical inference

Fan, Yanqin; Park, Sang Soo - In: Econometric theory 26 (2010) 3, pp. 931-951

Persistent link: https://www.econbiz.de/10003992443

Nonparametric inference for counterfactual means : bias-correction, confidence sets, and weak IV

Fan, Yanqin; Park, Sang Soo - In: Journal of econometrics 178 (2014) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10010254988

Partial identification of distributional and quantile treatment effects in difference-in-differences models

Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515

Persistent link: https://www.econbiz.de/10009632890

Maximization by parts in likehood inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1161-1167

Persistent link: https://www.econbiz.de/10003239830

Estimation and inference in an ecological inference model

Fan, Yanqin; Sherman, Robert P.; Shum, Matthew - In: Journal of econometric methods 5 (2016) 1, pp. 17-48

Persistent link: https://www.econbiz.de/10011865019

Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model

Chen, Heng; Fan, Yanqin; Liu, Ruixuan - In: Journal of econometrics 195 (2016) 2, pp. 255-270

Persistent link: https://www.econbiz.de/10011705260

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

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

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