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Filtered by: Econometrics

On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile

Yuya Sasaki, Yulong Wang

“On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.

September 16, 2024

See related: Research Methods

Fiscal Implications of Disasters and the Managed Retreat Thereafter: Evidence from Hurricane Sandy

Qing Miao, Wei Guo, Yilin Hou, Meri Davlasheridze

“Fiscal Implications of Disasters and the Managed Retreat Thereafter: Evidence from Hurricane Sandy,” co-authored by Yilin Hou, professor of public administration and international affairs, was published in Natural Hazards Review.

September 3, 2024

Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions

Martin Karlsson, Yulong Wang, Nicolas R. Ziebarth

“Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Health Economics.

July 15, 2024

See related: Research Methods

Testing Limited Overlap

Xinwei Ma, Yuya Sasaki, Yulong Wang

“Testing Limited Overlap,” co-authored by Associate Professor of Economics Yulong Wang, was published in Econometric Theory.

May 13, 2024

See related: Research Methods

Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data

Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda, Yulong Wang

“Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.

November 4, 2023

See related: Research Methods

Extreme Changes in Changes

Yuya Sasaki, Yulong Wang

“Extreme Changes in Changes,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Business & Economic Statistics.

September 21, 2023

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The Mundlak Spatial Estimator

Badi H. Baltagi
September 18, 2023

Threshold Regression With Nonparametric Sample Splitting

Yoonseok Lee, Yulong Wang

“Threshold Regression With Nonparametric Sample Splitting,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in the Journal of Econometrics.

June 15, 2023

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Testing for Homogeneous Thresholds in Threshold Regression Models

Yoonseok Lee, Yulong Wang

“Testing for Homogeneous Thresholds in Threshold Regression Models,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in Econometric Theory.

October 28, 2022

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Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators

Yuya Sasaki, Yulong Wang

“Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Business & Economic Statistics.

January 28, 2022

See related: Research Methods

Density Deconvolution with Laplace Errors and Unknown Variance

Jun Cai, William C. Horrace & Christopher F. Parmeter
The authors consider density deconvolution with zero-mean Laplace noise in the context of an error component regression model.
August 10, 2021

Network Competition and Team Chemistry in the NBA

William C. Horrace, Hyunseok Jung & Shane Sanders
The authors consider a heterogeneous social interaction model where agents interact with peers within their own network and agents across other networks.
August 10, 2021

Fixed-k Inference for Conditional Extremal Quantiles

Yuya Sasaki & Yulong Wang
February 3, 2021

Trimmed Mean Group Estimation

Yoonseok Lee & Donggyu Sul
November 30, 2020

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model

Badi H.Baltagi, Byoung Cheol Jung & Seuck HeunSong
January 31, 2020

Balancing tests in stratified randomized controlled trials: A cautionary note

Sergio Firpo, Miguel N. Foguel & Hugo Jales
December 31, 2019

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