Filtered by: Econometrics
On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile
“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.
See related: Research Methods
Fiscal Implications of Disasters and the Managed Retreat Thereafter: Evidence from Hurricane Sandy
“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.
See related: Economic Policy, Natural Disasters, New York State, State & Local
Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions
“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.
See related: Research Methods
Testing Limited Overlap
“Testing Limited Overlap,” co-authored by Associate Professor of Economics Yulong Wang, was published in Econometric Theory.
See related: Research Methods
Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data
“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.
See related: Research Methods
Extreme Changes in Changes
“Extreme Changes in Changes,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Business & Economic Statistics.
See related: Research Methods
Threshold Regression With Nonparametric Sample Splitting
“Threshold Regression With Nonparametric Sample Splitting,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in the Journal of Econometrics.
See related: Research Methods
Testing for Homogeneous Thresholds in Threshold Regression Models
“Testing for Homogeneous Thresholds in Threshold Regression Models,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in Econometric Theory.
See related: Research Methods
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
“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.
See related: Research Methods
Density Deconvolution with Laplace Errors and Unknown Variance
Network Competition and Team Chemistry in the NBA
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Estimating and Testing High Dimensional Factor Models with Multiple Structural Changes
Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares
Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model
Balancing tests in stratified randomized controlled trials: A cautionary note
The Impact of Unmeasured Within- and Between-Cluster Confounding on the Bias of Effect Estimators of a Continuous Exposure