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Sokbae (Simon) Lee

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Carneiro, Pedro & Lee, Sokbae, 2010. "Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000," IZA Discussion Papers 5295, Institute of Labor Economics (IZA).

    Mentioned in:

    1. Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000
      by maximorossi in NEP-LTV blog on 2010-11-23 23:10:57

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers 2020-06, McMaster University.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Health > Measurement

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Pedro Carneiro & Sokbae Lee, 2011. "Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000," American Economic Review, American Economic Association, vol. 101(6), pages 2309-2349, October.

    Mentioned in:

    1. Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000 (AER 2011) in ReplicationWiki ()

Working papers

  1. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.

    Cited by:

    1. Man Fung Leung & Kin Wai Chan & Xiaofeng Shao, 2025. "Online Generalized Method of Moments for Time Series," Papers 2502.00751, arXiv.org.

  2. Sokbae Lee & Martin Weidner, 2021. "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers 2111.05243, arXiv.org, revised Dec 2023.

    Cited by:

    1. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.

  3. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2021. "Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling," Papers 2106.03156, arXiv.org, revised Oct 2021.

    Cited by:

    1. Seojeong Lee & Siha Lee & Julius Owusu & Youngki Shin, 2022. "csa2sls: A complete subset approach for many instruments using Stata," Papers 2207.01533, arXiv.org, revised Apr 2023.

  4. Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.

    Cited by:

    1. HONDA, Toshio & 本田, 敏雄, 2023. "Sparse quantile regression via ℓ０-penalty," Discussion Papers 2023-03, Graduate School of Economics, Hitotsubashi University.

  5. Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.

    Cited by:

    1. Sung Jae Jun & Sokbae Lee, 2022. "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers 2205.14048, arXiv.org, revised Apr 2023.

  6. Salanié, Bernard & Lee, Sokbae, 2020. "Filtered and Unfiltered Treatment Effects with Targeting Instruments," CEPR Discussion Papers 15092, C.E.P.R. Discussion Papers.

    Cited by:

    1. Heinesen, Eskil & Hvid, Christian & Kirkebøen, Lars & Leuven, Edwin & Mogstad, Magne, 2022. "Instrumental variables with unordered treatments: Theory and evidence from returns to fields of study," Memorandum 3/2022, Oslo University, Department of Economics.
    2. Humlum, Anders & Munch, Jakob R. & Rasmussen, Mette, 2023. "What Works for the Unemployed? Evidence from Quasi-Random Caseworker Assignments," IZA Discussion Papers 16033, Institute of Labor Economics (IZA).
    3. Ferreyra,Maria Marta & Galindo,Camila & Urzúa,Sergio, 2021. "Labor Market Effects of Short-Cycle Higher Education Programs : Lessons from Colombia," Policy Research Working Paper Series 9717, The World Bank.

  7. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.

    Cited by:

    1. Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023. "The spread of COVID-19 in London: Network effects and optimal lockdowns," Journal of Econometrics, Elsevier, vol. 235(2), pages 2125-2154.
    2. Fernández-Villaverde, Jesús & Arias, Jonas & Rubio-Ramírez, Juan Francisco & Shin, Minchul, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," CEPR Discussion Papers 15951, C.E.P.R. Discussion Papers.
    3. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2024. "The boosted Hodrick‐Prescott filter is more general than you might think," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1260-1281, November.
    4. Cai, Junyang & Zhou, Jian, 2022. "How many asymptomatic cases were unconfirmed in the US COVID-19 pandemic? The evidence from a serological survey," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    5. Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024. "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
    6. Soo Beom Choi & Insung Ahn, 2020. "Forecasting imported COVID-19 cases in South Korea using mobile roaming data," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-10, November.
    7. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022. "The boosted HP filter is more general than you might think," Papers 2209.09810, arXiv.org, revised Apr 2024.
    8. Hartl, Tobias, 2021. "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242380, Verein für Socialpolitik / German Economic Association.
    9. Saulius Jokubaitis & Dmitrij Celov, 2022. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Papers 2206.14128, arXiv.org.
    10. Jonas E. Arias & Jesús Fernández-Villaverde & Juan Rubio Ramírez & Minchul Shin, 2021. "The Causal Effects of Lockdown Policies on Health and Macroeconomic Outcomes," NBER Working Papers 28617, National Bureau of Economic Research, Inc.
    11. Otilia Boldea & Adriana Cornea-Madeira & João Madeira, 2023. "Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 444-466.
    12. Difang Huang & Ying Liang & Boyao Wu & Yanyi Ye, 2024. "Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach," Papers 2405.12180, arXiv.org.
    13. Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
    14. Jonas E. Arias & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Minchul Shin, 2021. "Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs," Working Papers 21-18, Federal Reserve Bank of Philadelphia.
    15. Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023. "Sparse Trend Estimation," Staff Reports 1049, Federal Reserve Bank of New York.
    16. Tobias Hartl, 2021. "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers 2102.10067, arXiv.org.

  8. Sokbae Lee & Serena Ng, 2020. "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Papers 2007.07781, arXiv.org, revised Jun 2022.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
    2. Günther, Jutta (Ed.) & Wedemeier, Jan (Ed.), 2020. "Struktureller Umbruch durch COVID-19: Implikationen für die Innovationspolitik im Land Bremen," HWWI Policy Papers 128, Hamburg Institute of International Economics (HWWI).
    3. Harold D Chiang & Yuya Sasaki, 2023. "On Using The Two-Way Cluster-Robust Standard Errors," Papers 2301.13775, arXiv.org.
    4. Gupta, Joyeeta & Bavinck, Maarten & Ros-Tonen, Mirjam & Asubonteng, Kwabena & Bosch, Hilmer & van Ewijk, Edith & Hordijk, Michaela & Van Leynseele, Yves & Lopes Cardozo, Mieke & Miedema, Esther & Pouw, 2021. "COVID-19, poverty and inclusive development," World Development, Elsevier, vol. 145(C).
    5. Hensher, David A., 2021. "The case for negotiated contracts under the transition to a green bus fleet," Transportation Research Part A: Policy and Practice, Elsevier, vol. 154(C), pages 255-269.

  9. Sokbae Lee & Bernard Salani'e, 2020. "Treatment Effects with Targeting Instruments," Papers 2007.10432, arXiv.org, revised Dec 2024.

    Cited by:

    1. Heinesen, Eskil & Hvid, Christian & Kirkebøen, Lars & Leuven, Edwin & Mogstad, Magne, 2022. "Instrumental variables with unordered treatments: Theory and evidence from returns to fields of study," Memorandum 3/2022, Oslo University, Department of Economics.
    2. Leonard Goff, 2024. "When does IV identification not restrict outcomes?," Papers 2406.02835, arXiv.org, revised Feb 2025.
    3. Ferreyra,Maria Marta & Galindo,Camila & Urzúa,Sergio, 2021. "Labor Market Effects of Short-Cycle Higher Education Programs : Lessons from Colombia," Policy Research Working Paper Series 9717, The World Bank.
    4. Goff, Leonard, 2024. "A vector monotonicity assumption for multiple instruments," Journal of Econometrics, Elsevier, vol. 241(1).
    5. Vishal Kamat & Samuel Norris & Matthew Pecenco, 2023. "Identification in Multiple Treatment Models under Discrete Variation," Papers 2307.06174, arXiv.org.

  10. Joel L. Horowitz & Sokbae Lee, 2019. "Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities," Papers 1905.06491, arXiv.org, revised Nov 2022.

    Cited by:

    1. Pengjie Zhou & Haoyu Wei & Huiming Zhang, 2024. "Selective Reviews of Bandit Problems in AI via a Statistical View," Papers 2412.02251, arXiv.org, revised Feb 2025.
    2. Sung Jae Jun & Sokbae (Simon) Lee, 2019. "Identifying the effect of persuasion," CeMMAP working papers CWP69/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Koh, Paul S., 2023. "Stable outcomes and information in games: An empirical framework," Journal of Econometrics, Elsevier, vol. 237(1).

  11. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019. "Desperate times call for desperate measures: government spending multipliers in hard times," Papers 1909.09824, arXiv.org, revised May 2020.

    Cited by:

    1. Rubana Mahjabeen & Praopan Pratoomchat, 2021. "How effective is the 2020 stimulus check in Minnesota and Wisconsin counties?," Economics Bulletin, AccessEcon, vol. 41(3), pages 1655-1665.
    2. Baihua Yuan & Wang Leiling & Hayot Berk Saydaliev & Vishal Dagar & Ángel Acevedo-Duque, 2022. "Testing the impact of fiscal policies for economic recovery: does monetary policy act as catalytic tool for economic Survival," Economic Change and Restructuring, Springer, vol. 55(4), pages 2215-2235, November.
    3. Hugo S. Gonçalves & Sérgio Moro, 2023. "On the economic impacts of COVID‐19: A text mining literature analysis," Review of Development Economics, Wiley Blackwell, vol. 27(1), pages 375-394, February.
    4. Li, Rong & Wei, Ning, 2022. "Economic policy uncertainty and government spending multipliers," Economics Letters, Elsevier, vol. 217(C).

  12. Sokbae Lee & Serena Ng, 2019. "An Econometric Perspective on Algorithmic Subsampling," Papers 1907.01954, arXiv.org, revised Apr 2020.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
    2. Martin Browning & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Frederic Vermeulen, 2024. "Spouses with Benefits: on Match Quality and Consumption inside Households," Working Papers ECARES 2024-11, ULB -- Universite Libre de Bruxelles.
    3. Tao Zou & Xian Li & Xuan Liang & Hansheng Wang, 2021. "On the Subbagging Estimation for Massive Data," Papers 2103.00631, arXiv.org.
    4. O’Connell, Martin & Smith, Howard & Thomassen, Øyvind, 2023. "A two sample size estimator for large data sets," Discussion Papers 2023/1, Norwegian School of Economics, Department of Business and Management Science.
    5. Elin Colmsjoe, 2025. "A Flying Start intergenerational Transfers , Wealth Accumalation, and Entrepreneurship of Descendants," CEBI working paper series 24-02, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
    6. Sokbae Lee & Serena Ng, 2020. "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Papers 2007.07781, arXiv.org, revised Jun 2022.
    7. Jun Yu & HaiYing Wang, 2022. "Subdata selection algorithm for linear model discrimination," Statistical Papers, Springer, vol. 63(6), pages 1883-1906, December.

  13. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2019. "A tale of two Koreas: property rights and fairness," CeMMAP working papers CWP70/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Till O. Weber & Jonathan F. Schulz & Benjamin Beranek & Fatima Lambarraa-Lehnhardt & Simon Gaechter, 2023. "The Behavioral Mechanisms of Voluntary Cooperation across Culturally Diverse Societies: Evidence from the US, the UK, Morocco, and Turkey," CESifo Working Paper Series 10637, CESifo.
    2. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae Lee, 2021. "Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability," Papers 2108.08097, arXiv.org, revised Aug 2023.
    3. Syngjoo Choi & Jeongbin Kim & Eungik Lee & Jungmin Lee, 2022. "Probability Weighting and Cognitive Ability," Management Science, INFORMS, vol. 68(7), pages 5201-5215, July.
    4. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2020. "Institutions, competitiveness and cognitive ability," CeMMAP working papers CWP31/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  14. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series no136, Institute of Economic Research, Seoul National University.
    2. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.

  15. Sokbae Lee & Bernard Salani'e, 2018. "Identifying Effects of Multivalued Treatments," Papers 1805.00057, arXiv.org.

    Cited by:

    1. Carta, Francesca & Rizzica, Lucia, 2018. "Early kindergarten, maternal labor supply and children's outcomes: Evidence from Italy," Journal of Public Economics, Elsevier, vol. 158(C), pages 79-102.
    2. Hans Fricke & Markus Frölich & Martin Huber & Michael Lechner, 2020. "Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 481-504, August.
    3. Ye Zhang, 2020. "Discrimination in the Venture Capital Industry: Evidence from Field Experiments," Papers 2010.16084, arXiv.org, revised Aug 2022.
    4. Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
    5. Choi, Jin-young & Lee, Myoung-jae, 2023. "Complier and monotonicity for Fuzzy Multi-score Regression Discontinuity with partial effects," Economics Letters, Elsevier, vol. 228(C).
    6. Hoshino, Tadao & Yanagi, Takahide, 2023. "Treatment effect models with strategic interaction in treatment decisions," Journal of Econometrics, Elsevier, vol. 236(2).
    7. Huber Martin & Wüthrich Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-27, January.
    8. Sukjin Han, 2018. "Identification in Nonparametric Models for Dynamic Treatment Effects," Papers 1805.09397, arXiv.org, revised Jan 2019.
    9. Yuya Sasaki & Takuya Ura, 2020. "Welfare Analysis via Marginal Treatment Effects," Papers 2012.07624, arXiv.org.
    10. Kamat, Vishal, 2019. "Identification with Latent Choice Sets," TSE Working Papers 19-1031, Toulouse School of Economics (TSE).
    11. James J. Heckman & Rodrigo Pinto, 2022. "Causality and Econometrics," NBER Working Papers 29787, National Bureau of Economic Research, Inc.
    12. Leonard Goff, 2024. "When does IV identification not restrict outcomes?," Papers 2406.02835, arXiv.org, revised Feb 2025.
    13. Sung Jae Jun & Sokbae (Simon) Lee, 2019. "Identifying the effect of persuasion," CeMMAP working papers CWP69/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Humlum, Anders & Munch, Jakob R. & Rasmussen, Mette, 2023. "What Works for the Unemployed? Evidence from Quasi-Random Caseworker Assignments," IZA Discussion Papers 16033, Institute of Labor Economics (IZA).
    15. Gold, Robert & Dippel, Christian & Heblich, Stephan & Pinto, Rodrigo, 2017. "Instrumental Variables and Causal Mechanisms: Unpacking the Effect of Trade on Workers and Voters," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168152, Verein für Socialpolitik / German Economic Association.
    16. Salanié, Bernard & Lee, Sokbae, 2020. "Filtered and Unfiltered Treatment Effects with Targeting Instruments," CEPR Discussion Papers 15092, C.E.P.R. Discussion Papers.
    17. Manu Navjeevan & Rodrigo Pinto & Andres Santos, 2023. "Identification and Estimation in a Class of Potential Outcomes Models," Papers 2310.05311, arXiv.org.
    18. Carolina Arteaga, 2021. "Parental Incarceration and Children's Educational Attainment," Working Papers tecipa-703, University of Toronto, Department of Economics.
    19. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
    20. van ’t Hoff, Nadja & Lewbel, Arthur & Mellace, Giovanni, 2023. "Limited Monotonicity and the Combined Compliers LATE," Discussion Papers on Economics 2/2023, University of Southern Denmark, Department of Economics.
    21. Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
    22. Kamat, Vishal, 2024. "Identifying the effects of a program offer with an application to Head Start," Journal of Econometrics, Elsevier, vol. 240(1).
    23. Sokbae Lee & Bernard Salani'e, 2020. "Treatment Effects with Targeting Instruments," Papers 2007.10432, arXiv.org, revised Dec 2024.
    24. Heckman, James & Pinto, Rodrigo, 2024. "Econometric causality: The central role of thought experiments," Journal of Econometrics, Elsevier, vol. 243(1).
    25. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    26. Heng Chen & Geoffrey R. Dunbar & Rallye Shen, 2017. "The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design," Staff Working Papers 17-43, Bank of Canada.
    27. Goff, Leonard, 2024. "A vector monotonicity assumption for multiple instruments," Journal of Econometrics, Elsevier, vol. 241(1).
    28. Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    29. Michael Mueller-Smith & Benjamin Pyle & Caroline Walker, 2023. "Estimating the Impact of the Age of Criminal Majority: Decomposing Multiple Treatments in a Regression Discontinuity Framework," Working Papers 23-01, Center for Economic Studies, U.S. Census Bureau.
    30. Vishal Kamat & Samuel Norris & Matthew Pecenco, 2023. "Identification in Multiple Treatment Models under Discrete Variation," Papers 2307.06174, arXiv.org.
    31. Nadja van 't Hoff, 2023. "Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables," Papers 2311.17575, arXiv.org, revised Oct 2024.
    32. Feng, Junlong, 2024. "Matching points: Supplementing instruments with covariates in triangular models," Journal of Econometrics, Elsevier, vol. 238(1).
    33. Park, Timothy & Martinez, Steve & Ibrahim, Mohammed, . "Sales Performance of Local Food Marketers: Evaluation of Multivalued Treatment Effects," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 49(3).
    34. Chad Fiechter & Binayak Kunwar & Guy Tchuente, 2024. "Monetary Incentives, Landowner Preferences: Estimating Cross-Elasticities in Farmland Conversion to Renewable Energy," Papers 2411.10600, arXiv.org.
    35. Balat, Jorge F. & Han, Sukjin, 2023. "Multiple treatments with strategic substitutes," Journal of Econometrics, Elsevier, vol. 234(2), pages 732-757.
    36. Bhuller, Manudeep & Sigstad, Henrik, 2024. "2SLS with multiple treatments," Journal of Econometrics, Elsevier, vol. 242(1).
    37. Junlong Feng, 2019. "Matching Points: Supplementing Instruments with Covariates in Triangular Models," Papers 1904.01159, arXiv.org, revised Jul 2020.

  16. Sung Jae Jun & Sokbae Lee, 2018. "Identifying the Effect of Persuasion," Papers 1812.02276, arXiv.org, revised Nov 2022.

    Cited by:

    1. Zeyang Yu, 2024. "A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers," Papers 2411.16906, arXiv.org.
    2. Vincenzo Galasso & Massimo Morelli & Tommaso Nannicini & Piero Stanig, 2024. "The Populist Dynamic: Experimental Evidence on the Effects of Countering Populism," CESifo Working Paper Series 10949, CESifo.
    3. Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
    4. Sung Jae Jun & Sokbae (Simon) Lee, 2020. "Causal inference in case-control studies," CeMMAP working papers CWP19/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org, revised Nov 2024.

  17. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Papers 1810.11109, arXiv.org, revised Sep 2020.

    Cited by:

    1. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
    2. Jianqing Fan & Kunpeng Li & Yuan Liao, 2020. "Recent Developments on Factor Models and its Applications in Econometric Learning," Papers 2009.10103, arXiv.org.
    3. Wayne Yuan Gao & Sheng Xu & Kan Xu, 2020. "Two-Stage Maximum Score Estimator," Papers 2009.02854, arXiv.org, revised Sep 2022.
    4. Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Desperate times call for desperate measures: government spending multipliers in hard times," CeMMAP working papers CWP29/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.

  18. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers 52/17, Institute for Fiscal Studies.

    Cited by:

    1. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
    2. Wüthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
    3. Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
    4. Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2019. "Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions," Papers 1909.12592, arXiv.org, revised Feb 2021.
    5. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020. "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, vol. 67(C).
    6. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
    7. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
    8. Xin Liu, 2019. "Averaging estimation for instrumental variables quantile regression," Working Papers 1907, Department of Economics, University of Missouri.
    9. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," University of California at San Diego, Economics Working Paper Series qt99n9197q, Department of Economics, UC San Diego.
    11. Yinchu Zhu, 2018. "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers 1805.06855, arXiv.org, revised Sep 2019.
    12. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
    13. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    14. Bin Xu & Boqiang Lin, 2021. "Large fluctuations of China's commodity prices: Main sources and heterogeneous effects," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2074-2089, April.
    15. Hjertstrand, Per & Swofford, James L. & Whitney, Gerald A., 2023. "Testing for Weak Separability and Utility Maximization with Incomplete Adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 152(C).
    16. He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
    17. Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Feb 2025.
    18. Nahid Farnaz, 2023. "Does Financial Development Relieve or Exacerbate Income Inequality? A Quantile Regression Approach," Economics Discussion Paper Series 2311, Economics, The University of Manchester.
    19. Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021. "A first-stage representation for instrumental variables quantile regression," Papers 2102.01212, arXiv.org, revised Feb 2022.
    20. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.

  19. Hyuk-Soo Kwon & Jihong Lee & Sokbae (Simon) Lee & Ryungha Oh, 2017. "Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015," CeMMAP working papers 55/17, Institute for Fiscal Studies.

    Cited by:

    1. Wang, Qinyu Ryan & Zheng, Yanfeng, 2023. "Patent regime and the geography of cumulative innovation," Research Policy, Elsevier, vol. 52(7).

  20. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.

    Cited by:

    1. Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
    2. Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.
    3. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Department of Economics Working Papers 2018-14, McMaster University.
    4. Wayne Yuan Gao & Sheng Xu & Kan Xu, 2020. "Two-Stage Maximum Score Estimator," Papers 2009.02854, arXiv.org, revised Sep 2022.
    5. Lamarche, Carlos & Parker, Thomas, 2023. "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
    6. Ryo Okui & Yutao Sun & Wendun Wang, 2025. "Recovering latent linkage structures and spillover effects with structural breaks in panel data models," Papers 2501.09517, arXiv.org.
    7. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    8. Gabriela Ciuperca & Matúš Maciak, 2020. "Change‐point detection in a linear model by adaptive fused quantile method," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 425-463, June.

  21. Sokbae Lee & Ryo Okui & Yoon-Jae Whang, 2016. "Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function," Papers 1601.02801, arXiv.org, revised Oct 2016.

    Cited by:

    1. Zhou, Niwen & Guo, Xu & Zhu, Lixing, 2024. "Significance test for semiparametric conditional average treatment effects and other structural functions," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    2. Anthony Strittmatter, 2018. "What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?," Papers 1812.06533, arXiv.org, revised Dec 2021.
    3. Riccardo Di Francesco, 2022. "Aggregation Trees," CEIS Research Paper 546, Tor Vergata University, CEIS, revised 20 Nov 2023.
    4. Michael C Knaus & Michael Lechner & Anthony Strittmatter, 2021. "Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 134-161.
    5. Lechner, Michael, 2019. "Modified Causal Forests for Estimating Heterogeneous Causal Effects," Economics Working Paper Series 1901, University of St. Gallen, School of Economics and Political Science.
    6. Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "Estimating Partially Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202103, University of Kansas, Department of Economics, revised Jan 2021.
    7. Masahiro Kato, 2024. "Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects," Papers 2403.03240, arXiv.org.
    8. Daniel Jacob, 2019. "Group Average Treatment Effects for Observational Studies," Papers 1911.02688, arXiv.org, revised Mar 2020.
    9. Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang, 2022. "Estimation of Conditional Average Treatment Effects With High-Dimensional Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 313-327, January.
    10. Benjamin Monnery & Alexandre Chirat, 2024. "Trust in the Fight Against Political Corruption: A Survey Experiment among Citizens and Experts," Working Papers AFED 24-02, Association Francaise d'Economie du Droit (AFED).
    11. Michael Lechner & Jana Mareckova, 2024. "Comprehensive Causal Machine Learning," Papers 2405.10198, arXiv.org, revised Feb 2025.
    12. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    13. Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
    14. Bougette, Patrice & Budzinski, Oliver & Marty, Frédéric, 2023. "In the light of dynamic competition: Should we make merger remedies more flexible?," Ilmenau Economics Discussion Papers 181, Ilmenau University of Technology, Institute of Economics.
    15. Gabriel Okasa, 2022. "Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance," Papers 2201.12692, arXiv.org.
    16. Pedro H. C. Sant'Anna, 2016. "Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes," Papers 1612.02090, arXiv.org, revised Feb 2020.
    17. Simon Calmar Andersen & Louise Beuchert & Phillip Heiler & Helena Skyt Nielsen, 2023. "A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health," Papers 2308.04963, arXiv.org.
    18. Riccardo Di Francesco, 2024. "Aggregation Trees," Papers 2410.11408, arXiv.org.
    19. Yumou Qiu & Jing Tao & Xiao‐Hua Zhou, 2021. "Inference of heterogeneous treatment effects using observational data with high‐dimensional covariates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 1016-1043, November.
    20. Shengfang Tang & Zongwu Cai & Ying Fang & Ming Lin, 2020. "A New Quantile Treatment Effect Model for Studying Smoking Effect on Birth Weight During Mother's Pregnancy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202003, University of Kansas, Department of Economics, revised Feb 2020.
    21. Phillip Heiler, 2022. "Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization," Papers 2209.04329, arXiv.org, revised Jul 2024.
    22. Sasaki, Yuya & Ura, Takuya, 2023. "Estimation and inference for policy relevant treatment effects," Journal of Econometrics, Elsevier, vol. 234(2), pages 394-450.
    23. Pedro H. C. Sant'Anna & Xiaojun Song, 2020. "Specification tests for generalized propensity scores using double projections," Papers 2003.13803, arXiv.org, revised Apr 2023.
    24. Sant’Anna, Pedro H.C. & Zhao, Jun, 2020. "Doubly robust difference-in-differences estimators," Journal of Econometrics, Elsevier, vol. 219(1), pages 101-122.
    25. Benjamin Monnery & Alexandre Chirat, 2023. "Trust in the fight against political corruption: A survey experiment among citizens and experts," EconomiX Working Papers 2023-11, University of Paris Nanterre, EconomiX.
    26. Heejun Shin & Joseph Antonelli, 2023. "Improved inference for doubly robust estimators of heterogeneous treatment effects," Biometrics, The International Biometric Society, vol. 79(4), pages 3140-3152, December.
    27. Phillip Heiler & Michael C. Knaus, 2021. "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," Papers 2110.01427, arXiv.org, revised Aug 2023.
    28. Sung Jae Jun & Sokbae Lee, 2022. "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers 2205.14048, arXiv.org, revised Apr 2023.
    29. Strittmatter, Anthony, 2023. "What is the value added by using causal machine learning methods in a welfare experiment evaluation?," Labour Economics, Elsevier, vol. 84(C).
    30. Michael Lechner & Jana Mareckova, 2022. "Modified Causal Forest," Papers 2209.03744, arXiv.org.
    31. Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020. "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202005, University of Kansas, Department of Economics, revised Feb 2020.
    32. Yang Ning & Sida Peng & Jing Tao, 2020. "Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data," Papers 2009.03151, arXiv.org.
    33. Michael Zimmert & Michael Lechner, 2019. "Nonparametric estimation of causal heterogeneity under high-dimensional confounding," Papers 1908.08779, arXiv.org.
    34. Roth, Jonathan & Sant’Anna, Pedro H.C. & Bilinski, Alyssa & Poe, John, 2023. "What’s trending in difference-in-differences? A synthesis of the recent econometrics literature," Journal of Econometrics, Elsevier, vol. 235(2), pages 2218-2244.

  22. Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.

    Cited by:

    1. Prakash, Shivendra & Markfort, Corey D., 2022. "A Monte-Carlo based 3-D ballistics model for guiding bat carcass surveys using environmental and turbine operational data," Ecological Modelling, Elsevier, vol. 470(C).
    2. Aufenanger, Tobias, 2018. "Treatment allocation for linear models," FAU Discussion Papers in Economics 14/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2018.
    3. Karthik Muralidharan & Mauricio Romero & Kaspar Wüthrich, 2019. "Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments," NBER Working Papers 26562, National Bureau of Economic Research, Inc.
    4. Eszter Czibor & David Jimenez-Gomez & John A. List, 2019. "The Dozen Things Experimental Economists Should Do (More of)," NBER Working Papers 25451, National Bureau of Economic Research, Inc.
    5. Max Tabord-Meehan, 2023. "Stratification Trees for Adaptive Randomisation in Randomised Controlled Trials," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2646-2673.
    6. John A. List & Ian Muir & Gregory K. Sun, 2022. "Using Machine Learning for Efficient Flexible Regression Adjustment in Economic Experiments," NBER Working Papers 30756, National Bureau of Economic Research, Inc.
    7. Pons Rotger, Gabriel & Rosholm, Michael, 2020. "The Role of Beliefs in Long Sickness Absence: Experimental Evidence from a Psychological Intervention," IZA Discussion Papers 13582, Institute of Labor Economics (IZA).

  23. Joel L. Horowitz & Sokbae (Simon) Lee, 2016. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers 29/16, Institute for Fiscal Studies.

    Cited by:

    1. Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
    2. Botosaru, Irene, 2020. "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 217(1), pages 112-139.
    3. Koohyun Kwon & Soonwoo Kwon, 2020. "Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity," Papers 2011.14219, arXiv.org.
    4. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
    5. Frazier, David T. & Koo, Bonsoo, 2021. "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, vol. 223(1), pages 1-27.
    6. Freyberger, Joachim & Rai, Yoshiyasu, 2018. "Uniform confidence bands: Characterization and optimality," Journal of Econometrics, Elsevier, vol. 204(1), pages 119-130.
    7. Harold D. Chiang & Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs," Papers 2102.06586, arXiv.org.
    8. David T. Frazier & Bonsoo Koo, 2020. "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers 30/20, Monash University, Department of Econometrics and Business Statistics.
    9. Yu-Chang Chen & Haitian Xie, 2022. "Personalized Subsidy Rules," Papers 2202.13545, arXiv.org, revised Mar 2022.
    10. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    11. Adams-Prassl, Abigail, 2019. "Mutually Consistent Revealed Preference Demand Predictions," CEPR Discussion Papers 13580, C.E.P.R. Discussion Papers.
    12. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
    13. Eric Auerbach, 2019. "Identification and Estimation of a Partially Linear Regression Model using Network Data," Papers 1903.09679, arXiv.org, revised Jun 2021.
    14. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.

  24. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.

    Cited by:

    1. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers 52/17, Institute for Fiscal Studies.
    2. Youngki Shin & Zvezdomir Todorov, 2021. "Exact computation of maximum rank correlation estimator," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 589-607.
    3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 672-686.
    4. Eric Mbakop & Max Tabord‐Meehan, 2021. "Model Selection for Treatment Choice: Penalized Welfare Maximization," Econometrica, Econometric Society, vol. 89(2), pages 825-848, March.
    5. Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.
    6. Jiun-Hua Su, 2019. "Model Selection in Utility-Maximizing Binary Prediction," Papers 1903.00716, arXiv.org, revised Jul 2020.
    7. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series no136, Institute of Economic Research, Seoul National University.
    8. Adam M. Rosen & Takuya Ura, 2019. "Finite Sample Inference for the Maximum Score Estimand," Papers 1903.01511, arXiv.org, revised May 2020.
    9. Susan Athey & Stefan Wager, 2017. "Policy Learning with Observational Data," Papers 1702.02896, arXiv.org, revised Sep 2020.
    10. Jiun-Hua Su, 2021. "No-Regret Forecasting with Egalitarian Committees," Papers 2109.13801, arXiv.org.
    11. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.
    12. Max Tabord-Meehan, 2023. "Stratification Trees for Adaptive Randomisation in Randomised Controlled Trials," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(5), pages 2646-2673.
    13. Davide Viviano & Jelena Bradic, 2020. "Fair Policy Targeting," Papers 2005.12395, arXiv.org, revised Jun 2022.
    14. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.
    15. Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019. "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, vol. 212(2), pages 584-606.
    16. Davide Viviano, 2019. "Policy Targeting under Network Interference," Papers 1906.10258, arXiv.org, revised Apr 2024.

  25. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.

    Cited by:

    1. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    2. Adam M. Rosen & Takuya Ura, 2019. "Finite Sample Inference for the Maximum Score Estimand," Papers 1903.01511, arXiv.org, revised May 2020.

  26. Pedro Carneiro & Sokbae (Simon) Lee & Hugo Reis, 2015. "Please call me John: name choice and the assimilation of immigrants in the United States, 1900-1930," CeMMAP working papers 28/15, Institute for Fiscal Studies.

    Cited by:

    1. Torsten Santavirta & Jan Stuhler, 2024. "Name-Based Estimators of Intergenerational Mobility," The Economic Journal, Royal Economic Society, vol. 134(663), pages 2982-3016.
    2. Zhenxiang Chen & Xiaoguang Fan, 2022. "Intention and Perceived Control: International Migrants’ Assimilation in China," Journal of International Migration and Integration, Springer, vol. 23(4), pages 2075-2100, December.
    3. Ran Abramitzky & Leah Platt Boustan, 2016. "Immigration in American Economic History," NBER Working Papers 21882, National Bureau of Economic Research, Inc.
    4. Santiago Pérez, 2019. "Southern (American) Hospitality: Italians in Argentina and the US during the Age of Mass Migration," NBER Working Papers 26127, National Bureau of Economic Research, Inc.
    5. Fouka, Vasiliki & Mazumder, Soumyajit & Tabellini, Marco, 2021. "From Immigrants to Americans: Race and Assimilation during the Great Migration," IZA Discussion Papers 14371, Institute of Labor Economics (IZA).
    6. Shamsuddin,Mrittika & Acosta,Pablo Ariel & Battaglin Schwengber,Rovane & Fix,Jedediah Rooney & Pirani,Nikolas, 2021. "Integration of Venezuelan Refugees and Migrants in Brazil," Policy Research Working Paper Series 9605, The World Bank.
    7. Tabellini, Marco & Fouka, Vasiliki & Mazumder, Soumyajit, 2020. "From Immigrants to Americans: Race and Assimilation during the Great Migration," CEPR Discussion Papers 14396, C.E.P.R. Discussion Papers.
    8. Mazumder, Soumyajit, 2019. "From Immigrants to Americans: Race and Assimilation during the Great Migration," OSF Preprints eka5y, Center for Open Science.
    9. Rohan Alexander & Zachary Ward, 2018. "Age at Arrival and Assimilation during the Age of Mass Migration," CEH Discussion Papers 03, Centre for Economic History, Research School of Economics, Australian National University.
    10. Timothy J. Hatton & Zachary Ward, 2024. "International Migration in the Atlantic Economy 1850–1940," Springer Books, in: Claude Diebolt & Michael Haupert (ed.), Handbook of Cliometrics, edition 3, pages 507-535, Springer.
    11. Leonardo Monasterio, 2017. "Surnames and ancestry in Brazil," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-15, May.
    12. Mazumder, Soumyajit, 2019. "From Immigrants to Americans: Race and Assimilation during the Great Migration," OSF Preprints eka5y_v1, Center for Open Science.
    13. Ran Abramitzky & Leah Platt Boustan & Katherine Eriksson, 2016. "Cultural Assimilation during the Age of Mass Migration," NBER Working Papers 22381, National Bureau of Economic Research, Inc.

  27. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers 09/14, Institute for Fiscal Studies.

    Cited by:

    1. Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
    3. Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP39/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Aradillas-López, Andrés, 2019. "Nonparametric tests for strategic interaction effects with rationalizability," Economics Letters, Elsevier, vol. 181(C), pages 149-153.
    5. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    6. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
    7. Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae, 2023. "Testing for time stochastic dominance," Journal of Econometrics, Elsevier, vol. 235(2), pages 352-371.
    8. Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
    9. Elena Krasnokutskaya & Kyungchul Song & Xun Tang, 2019. "Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons," Papers 1908.01272, arXiv.org, revised Nov 2020.
    10. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
    11. Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021. "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202117, University of Kansas, Department of Economics, revised Aug 2021.
    12. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
    13. Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
    14. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Sung Jae Jun & Sokbae (Simon) Lee, 2020. "Causal inference in case-control studies," CeMMAP working papers CWP19/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
    17. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    18. Denis Chetverikov & Daniel Wilhelm, 2016. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 48/16, Institute for Fiscal Studies.
    19. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    20. Jun, Sung Jae & Zincenko, Federico, 2022. "Testing for risk aversion in first-price sealed-bid auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 295-320.
    21. Jiang, Hongyi & Sun, Zhenting, 2023. "Testing partial instrument monotonicity," Economics Letters, Elsevier, vol. 233(C).
    22. Kawaguchi, Kohei, 2017. "Testing rationality without restricting heterogeneity," Journal of Econometrics, Elsevier, vol. 197(1), pages 153-171.
    23. Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 39/15, Institute for Fiscal Studies.
    24. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    25. Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.

  28. Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers 25/14, Institute for Fiscal Studies.

    Cited by:

    1. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
    2. Dang Hai-Anh H. & Huang Yang & Selod Harris, 2020. "Children Left Behind in China: The Role of School Fees," IZA Journal of Development and Migration, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 11(1), pages 1-29, January.
    3. Kyunghoon Ban & Désiré Kédagni, 2022. "Nonparametric bounds on treatment effects with imperfect instruments [Instrument-based estimation with binarized treatments: Issues and tests for the exclusion restriction]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 477-493.
    4. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    5. Kedagni, Desire, 2021. "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers 202106050700001056, Iowa State University, Department of Economics.
    6. Kate Ho & Adam Rosen, 2015. "Partial identification in applied research: benefits and challenges," CeMMAP working papers 64/15, Institute for Fiscal Studies.
    7. Ismael Mourifié & Marc Henry & Romuald Méango, 2018. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Working Papers 2018-084, Human Capital and Economic Opportunity Working Group.
    8. Clément de Chaisemartin & Diego Ciccia & Xavier d'Haultfoeuille & Felix Knau, 2025. "Two-way Fixed Effects and Differences-in-Differences in Heterogeneous Adoption Designs without Stayers," Working Papers hal-03873937, HAL.
    9. Andrew E Clark & Rong Zhu, 2023. "Taking Back Control? Quasi-Experimental Evidence on the Impact of Retirement on Locus of Control," Working Papers halshs-04335808, HAL.
    10. Peter Eibich & Thomas Siedler, 2020. "Retirement, Intergenerational Time Transfers, and Fertility," SOEPpapers on Multidisciplinary Panel Data Research 1073, DIW Berlin, The German Socio-Economic Panel (SOEP).
    11. Eibich, Peter, 2023. "Instrumental variable estimates of the burden of parental caregiving," The Journal of the Economics of Ageing, Elsevier, vol. 26(C).
    12. Zahra Siddique, 2014. "Randomized control trials in an imperfect world," IZA World of Labor, Institute of Labor Economics (IZA), pages 110-110, December.
    13. Ismael Mourifié & Yuanyuan Wan, 2017. "Testing Local Average Treatment Effect Assumptions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 305-313, May.
    14. Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
    15. J. E. Prieger & A. Choi, 2024. "E-cigarettes and Smoking: Correlation, Causation, and Selection Bias," Journal of Consumer Policy, Springer, vol. 47(4), pages 471-498, December.
    16. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    17. Molinari, Francesca, 2020. "Microeconometrics with partial identification," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 355-486, Elsevier.
    18. Cl'ement de Chaisemartin & Diego Ciccia Xavier D'Haultf{oe}uille & Felix Knau, 2024. "Two-way Fixed Effects and Differences-in-Differences Estimators in Heterogeneous Adoption Designs," Papers 2405.04465, arXiv.org, revised Nov 2024.
    19. Pamela Giustinelli & Charles F. Manski & Francesca Molinari, 2018. "Tail and Center Rounding of Probabilistic Expectations in the Health and Retirement Study," NBER Working Papers 24559, National Bureau of Economic Research, Inc.
    20. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
    22. Bergeot, Julien & Tenand, Marianne, 2023. "Does informal care delay nursing home entry? Evidence from Dutch linked survey and administrative data," Journal of Health Economics, Elsevier, vol. 92(C).
    23. Eibich, Peter & Lorenti, Angelo & Mosca, Irene, 2022. "Does retirement affect voluntary work provision? Evidence from Europe and the U.S," Labour Economics, Elsevier, vol. 76(C).
    24. Jan Priebe, 2020. "Quasi-experimental evidence for the causal link between fertility and subjective well-being," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(3), pages 839-882, July.
    25. Romuald Méango, 2016. "What Makes Brain Drain More Likely? Evidence from Sub-Saharan Africa," CESifo Working Paper Series 6209, CESifo.
    26. Zhu, Rong & Onur, Ilke, 2023. "Does retirement (really) increase informal caregiving? Quasi-experimental evidence from Australia," Journal of Health Economics, Elsevier, vol. 87(C).
    27. Chalak, Karim & Kim, Daniel, 2020. "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, vol. 214(2), pages 413-432.

  29. Soonwoo Kwon & Jihong Lee & Sokbae (Simon) Lee, 2014. "International trends in technological progress: stylized facts from patent citations, 1980-2011," CeMMAP working papers 16/14, Institute for Fiscal Studies.

    Cited by:

    1. Boeing, Philipp & Mueller, Elisabeth, 2015. "Measuring patent quality in international comparison: Index development and application to China," ZEW Discussion Papers 15-051, ZEW - Leibniz Centre for European Economic Research.
    2. Boeing, Philipp & Mueller, Elisabeth, 2016. "Measuring patent quality and national technological capacity in cross-country comparison," ZEW Discussion Papers 16-048, ZEW - Leibniz Centre for European Economic Research.

  30. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers 17/14, Institute for Fiscal Studies.

    Cited by:

    1. Marinho Bertanha & Andrew H. McCallum & Nathan Seegert, 2021. "Better Bunching, Nicer Notching," Papers 2101.01170, arXiv.org, revised Jun 2023.
    2. Santiago Acerenza, 2024. "Partial Identification of Marginal Treatment Effects with Discrete Instruments and Misreported Treatment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(1), pages 74-100, February.
    3. Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2021. "Discordant Relaxations of Misspecified Models," ISU General Staff Papers 202107280700001131, Iowa State University, Department of Economics.
    4. Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
    5. Sung Jae Jun & Sokbae (Simon) Lee, 2020. "Causal inference in case-control studies," CeMMAP working papers CWP19/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Kevin P. Josey & Priyanka deSouza & Xiao Wu & Danielle Braun & Rachel Nethery, 2023. "Estimating a Causal Exposure Response Function with a Continuous Error-Prone Exposure: A Study of Fine Particulate Matter and All-Cause Mortality," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(1), pages 20-41, March.
    7. Yiwei Sun, 2023. "Extrapolating Away from the Cutoff in Regression Discontinuity Designs," Papers 2311.18136, arXiv.org.

  31. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014. "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers 39/14, Institute for Fiscal Studies.

    Cited by:

    1. Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
    2. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.

  32. Rachel Griffith & Sokbae (Simon) Lee & Bas Straathof, 2014. "Recombinant innovation and the boundaries of the firm," CeMMAP working papers 40/14, Institute for Fiscal Studies.

    Cited by:

    1. Tatiana Kiseleva & Ali Palali & Bas Straathof, 2016. "Do national borders slow down knowledge diffusion within new technological fields? The case of big data in Europe," CPB Discussion Paper 330, CPB Netherlands Bureau for Economic Policy Analysis.
    2. Hilda Bø Lyng & Eric Christian Brun, 2020. "Innovating with Strangers; Managing Knowledge Barriers Across Distances in Cross-Industry Innovation," International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd., vol. 17(01), pages 1-33, February.
    3. Yan, Hong-Bin & Li, Ming, 2022. "Consumer demand based recombinant search for idea generation," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
    4. Francesco Cappellano & Christophe Sohn & Teemu Makkonen & Virpi Kaisto, 2022. "Bringing borders back into cross-border regional innovation systems: Functions and dynamics," Environment and Planning A, , vol. 54(5), pages 1005-1021, August.

  33. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers 26/14, Institute for Fiscal Studies.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
    2. Cui, Junfeng & Wang, Guanghui & Zou, Changliang & Wang, Zhaojun, 2023. "Change-point testing for parallel data sets with FDR control," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    3. Pang, Tianxiao & Tai-Leung Chong, Terence & Zhang, Danna & Liang, Yanling, 2018. "Structural Change In Nonstationary Ar(1) Models," Econometric Theory, Cambridge University Press, vol. 34(5), pages 985-1017, October.
    4. Chen, Likai & Wang, Weining & Wu, Wei Biao, 2019. "Inference of Break-Points in High-Dimensional Time Series," IRTG 1792 Discussion Papers 2019-013, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    5. Lixiong Yang, 2023. "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, vol. 65(1), pages 189-202, July.
    6. Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013. "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers 14-4, Federal Reserve Bank of Philadelphia.
    7. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
    8. Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021. "Estimating multiple breaks in nonstationary autoregressive models," Journal of Econometrics, Elsevier, vol. 221(1), pages 277-311.
    9. Gabriela Ciuperca, 2018. "Test by adaptive LASSO quantile method for real-time detection of a change-point," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(6), pages 689-720, August.
    10. Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672, arXiv.org, revised Nov 2018.
    11. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022. "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series 626, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    12. Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2019. "Causal inference on regression discontinuity designs by high-dimensional methods," STICERD - Econometrics Paper Series 601, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    13. Kapetanios, George & Zikes, Filip, 2018. "Time-varying Lasso," Economics Letters, Elsevier, vol. 169(C), pages 1-6.
    14. Alessandro Casini & Pierre Perron, 2018. "Continuous Record Asymptotics for Change-Points Models," Papers 1803.10881, arXiv.org, revised Nov 2021.
    15. Daiqing Xi & Tianxiao Pang, 2021. "Estimating multiple breaks in mean sequentially with fractionally integrated errors," Statistical Papers, Springer, vol. 62(1), pages 451-494, February.
    16. A. Gibberd & S. Roy, 2021. "Consistent multiple changepoint estimation with fused Gaussian graphical models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(2), pages 283-309, April.
    17. Yang, Xinfeng & Yan, Xiaodong & Huang, Jian, 2019. "High-dimensional integrative analysis with homogeneity and sparsity recovery," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
    18. Zhao, Wenbiao & Zhu, Lixing, 2024. "Detecting change structures of nonparametric regressions," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
    19. Ryo Okui & Yutao Sun & Wendun Wang, 2025. "Recovering latent linkage structures and spillover effects with structural breaks in panel data models," Papers 2501.09517, arXiv.org.
    20. Abhimanyu Gupta & Myung Hwan Seo, 2023. "Robust Inference on Infinite and Growing Dimensional Time‐Series Regression," Econometrica, Econometric Society, vol. 91(4), pages 1333-1361, July.
    21. Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi, 2022. "Change point inference in high-dimensional regression models under temporal dependence," LIDAM Discussion Papers ISBA 2022027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    22. Liu, Bin & Zhang, Xinsheng & Liu, Yufeng, 2022. "High dimensional change point inference: Recent developments and extensions," Journal of Multivariate Analysis, Elsevier, vol. 188(C).

  34. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers 27/14, Institute for Fiscal Studies.

    Cited by:

    1. Botosaru, Irene, 2020. "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 217(1), pages 112-139.
    2. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    3. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
    4. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.

  35. Kyunghui Choi & Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2013. "Do institutions affect social preferences? Evidence from divided Korea," CeMMAP working papers 35/13, Institute for Fiscal Studies.

    Cited by:

    1. Ekström, Mathias, 2018. "Seasonal altruism: How Christmas shapes unsolicited charitable giving," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 177-193.
    2. Seo-Young Cho, 2022. "The effect of social identity on integration of social minorities: The case of North Korean refugees in South Korea," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 25(1), pages 3-20, March.
    3. Till O. Weber & Jonathan F. Schulz & Benjamin Beranek & Fatima Lambarraa-Lehnhardt & Simon Gaechter, 2023. "The Behavioral Mechanisms of Voluntary Cooperation across Culturally Diverse Societies: Evidence from the US, the UK, Morocco, and Turkey," CESifo Working Paper Series 10637, CESifo.
    4. Seo-Young Cho, 2019. "An experimental Study on the Social Identity and Trust Behaviors of North Korean Refugees," MAGKS Papers on Economics 201925, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    5. Schmelz, Katrin & Ziegelmeyer, Anthony, 2019. "State coercion and control aversion: An internet study in East and West Germany," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203622, Verein für Socialpolitik / German Economic Association.
    6. Grimm, Stefan & Klimm, Felix, 2019. "Blaming the refugees? Experimental evidence on responsibility attribution," Journal of Economic Psychology, Elsevier, vol. 72(C), pages 156-178.
    7. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae Lee, 2021. "Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability," Papers 2108.08097, arXiv.org, revised Aug 2023.
    8. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2019. "A tale of two Koreas: property rights and fairness," CeMMAP working papers CWP70/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. John, Katrin & Thomsen, Stephan L., 2015. "School-track environment or endowment: What determines different other-regarding behavior across peer groups?," Games and Economic Behavior, Elsevier, vol. 94(C), pages 122-141.
    10. Syngjoo Choi & Byung-Yeon Kim & Jungmin Lee & Sokbae (Simon) Lee, 2020. "Institutions, competitiveness and cognitive ability," CeMMAP working papers CWP31/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Tom Lane, 2015. "Discrimination in the laboratory: a meta-analysis," Discussion Papers 2015-03, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    12. Duol Kim, 2021. "The great divergence on the Korean peninsula (1910–2020)," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 61(3), pages 318-341, November.

  36. Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.

    Cited by:

    1. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers 38/14, Institute for Fiscal Studies.
    2. Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.
    3. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    4. Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
    5. Marcin Penconek & Paweł Strawiński, 2022. "Generalisation of the gross flows model," Working Papers 2022-17, Faculty of Economic Sciences, University of Warsaw.
    6. de Castro, Luciano & Cundy, Lance D. & Galvao, Antonio F. & Westenberger, Rafael, 2023. "A dynamic quantile model for distinguishing intertemporal substitution from risk aversion," European Economic Review, Elsevier, vol. 159(C).
    7. Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers 04/14, Institute for Fiscal Studies.
    8. Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers 37/14, Institute for Fiscal Studies.
    9. Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
    10. Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2013. "A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications," NBER Working Papers 18850, National Bureau of Economic Research, Inc.
    11. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
    12. Yu Zhu, 2020. "Inference in nonparametric/semiparametric moment equality models with shape restrictions," Quantitative Economics, Econometric Society, vol. 11(2), pages 609-636, May.
    13. Xiaohong Chen & Andres Santos, 2018. "Overidentification in Regular Models," Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
    14. Victor H. Aguiar & Nail Kashaev, 2018. "Stochastic Revealed Preferences with Measurement Error," Papers 1810.05287, arXiv.org, revised Sep 2020.
    15. Dunker, F. & Florens, J.P. & Hohage, T. & Johannes, J. & Mammen, E., 2011. "Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression," LIDAM Discussion Papers ISBA 2011045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    16. Enache, Andreea & Florens, Jean-Pierre, 2024. "Quantile analysis of “hazard-rate” game models," Journal of Econometrics, Elsevier, vol. 238(2).
    17. Arthur Lewbel, 2019. "The Identification Zoo: Meanings of Identification in Econometrics," Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.
    18. Jaroslav Boroviv{c}ka & Lars Peter Hansen & Jos'e A. Scheinkman, 2014. "Misspecified Recovery," Papers 1412.0042, arXiv.org, revised Oct 2015.
    19. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2023. "Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness," Papers 2302.05404, arXiv.org.
    20. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    21. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Jason R. Blevins & Wei Shi & Donald R. Haurin & Stephanie Moulton, 2020. "A Dynamic Discrete Choice Model Of Reverse Mortgage Borrower Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1437-1477, November.
    23. Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2016. "Identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action," Quantitative Marketing and Economics (QME), Springer, vol. 14(4), pages 271-323, December.
    24. Cazals, Catherine & Feve, Frederique & Florens, Jean-Pierre & Simar, Leopold, 2014. "Non Parametric Instrumental Variables Estimation for Efficiency Frontier," LIDAM Discussion Papers ISBA 2014032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    25. Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
    26. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
    27. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
    28. Dalderop, Jeroen, 2023. "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, vol. 236(1).
    29. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    30. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
    31. Andrew Bennett & Nathan Kallus & Xiaojie Mao & Whitney Newey & Vasilis Syrgkanis & Masatoshi Uehara, 2022. "Inference on Strongly Identified Functionals of Weakly Identified Functions," Papers 2208.08291, arXiv.org, revised Jun 2023.
    32. Chen, Qihui, 2021. "Robust and optimal estimation for partially linear instrumental variables models with partial identification," Journal of Econometrics, Elsevier, vol. 221(2), pages 368-380.
    33. Fabian Dunker, 2015. "Adaptive estimation for some nonparametric instrumental variable models," Papers 1511.03977, arXiv.org, revised Aug 2021.
    34. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    35. Timothy M. Christensen, 2014. "Nonparametric identification of positive eigenfunctions," CeMMAP working papers CWP37/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
    37. Breunig, Christoph, 2016. "Specification testing in nonparametric instrumental quantile regression," SFB 649 Discussion Papers 2016-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    38. Feng, Junlong, 2024. "Matching points: Supplementing instruments with covariates in triangular models," Journal of Econometrics, Elsevier, vol. 238(1).
    39. Loh, Isaac, 2023. "Genericity of the completeness condition with constrained instruments," Economics Letters, Elsevier, vol. 224(C).
    40. Doug J. Chung & Byungyeon Kim & Byoung G. Park, 2021. "The Comprehensive Effects of Sales Force Management: A Dynamic Structural Analysis of Selection, Compensation, and Training," Management Science, INFORMS, vol. 67(11), pages 7046-7074, November.
    41. Matzkin, Rosa L., 2016. "On independence conditions in nonseparable models: Observable and unobservable instruments," Journal of Econometrics, Elsevier, vol. 191(2), pages 302-311.
    42. Ben Deaner, 2018. "Proxy Controls and Panel Data," Papers 1810.00283, arXiv.org, revised Nov 2023.
    43. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.

  37. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers 05/16, Institute for Fiscal Studies.
    2. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    3. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
    4. Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
    5. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761, Cowles Foundation for Research in Economics, Yale University.
    6. Aradillas-López, Andrés, 2019. "Nonparametric tests for strategic interaction effects with rationalizability," Economics Letters, Elsevier, vol. 181(C), pages 149-153.
    7. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    8. Parker, Thomas, 2019. "Asymptotic inference for the constrained quantile regression process," Journal of Econometrics, Elsevier, vol. 213(1), pages 174-189.
    9. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers CWP53/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
    11. Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
    12. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
    14. Donald W.K. Andrews & Xiaoxia Shi, 2015. "Inference Based on Many Conditional Moment Inequalities," Cowles Foundation Discussion Papers 2010R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
    15. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    16. Zeng-Hua Lu, 2020. "Bahadur intercept with applications to one-sided testing," Statistical Papers, Springer, vol. 61(2), pages 645-658, April.
    17. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
    18. Kyungchul Song, 2011. "Testing Predictive Ability and Power Robustification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 288-296, October.
    19. Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
    20. Elena Krasnokutskaya & Kyungchul Song & Xun Tang, 2013. "The Role of Quality in Service Markets Organized as Multi-Attribute Auctions," PIER Working Paper Archive 13-053, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    21. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.
    22. Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers 53/13, Institute for Fiscal Studies.
    23. Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2020. "Inference for high-dimensional exchangeable arrays," Papers 2009.05150, arXiv.org, revised Jul 2021.
    24. Zeng-Hua Lu & Alec Zuo, 2017. "Child disability, welfare payments, marital status and mothers’ labor supply: Evidence from Australia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1339769-133, January.
    25. Joel L. Horowitz & Sokbae (Simon) Lee, 2015. "Nonparametric estimation and inference under shape restrictions," CeMMAP working papers CWP67/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Donald W.K. Andrews & Xiaoxia Shi, 2011. "Nonparametric Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1840R, Cowles Foundation for Research in Economics, Yale University, revised Feb 2013.
    27. Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
    28. Molinari, Francesca, 2020. "Microeconometrics with partial identification," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 355-486, Elsevier.
    29. Nick Koning & Paul Bekker, 2019. "Exact Testing of Many Moment Inequalities Against Multiple Violations," Papers 1904.12775, arXiv.org, revised Jun 2020.
    30. Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
    31. Hongyi Jiang & Zhenting Sun, 2023. "Testing Partial Instrument Monotonicity," Papers 2308.08390, arXiv.org, revised Aug 2023.
    32. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    33. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    34. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    35. Zhenting Sun & Kaspar Wuthrich, 2022. "Pairwise Valid Instruments," Papers 2203.08050, arXiv.org, revised Feb 2025.

  38. Jungmin Lee & Sokbae (Simon) Lee, 2011. "Does it matter who responded to the survey? Trends in the U.S. gender earnings gap revisited," CeMMAP working papers CWP05/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Christopher R. Bollinger & Barry T. Hirsch, 2013. "Is Earnings Nonresponse Ignorable?," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 407-416, May.
    2. Galdo, Jose C. & Dammert, Ana C. & Abebaw, Degnet, 2020. "Gender Bias in Agricultural Child Labor: Evidence from Survey Design Experiments," IZA Discussion Papers 13826, Institute of Labor Economics (IZA).
    3. Roth, Anja & Slotwinski, Michaela, 2020. "Gender norms and income misreporting within households," ZEW Discussion Papers 20-001, ZEW - Leibniz Centre for European Economic Research.
    4. Katarzyna Saczuk & Olga Zajkowska, 2024. "Measuring labour force participation during pandemics and methodological changes," NBP Working Papers 372, Narodowy Bank Polski.
    5. Bollinger, Christopher R. & Hirsch, Barry & Hokayem, Charles M. & Ziliak, James P., 2018. "Trouble in the Tails? What We Know about Earnings Nonresponse Thirty Years after Lillard, Smith, and Welch," IZA Discussion Papers 11710, Institute of Labor Economics (IZA).
    6. Misty Heggeness & Marta Murray-Close, 2019. "Manning Up and Womaning Down: How Husbands and Wives Report Earnings When She Earns More," Opportunity and Inclusive Growth Institute Working Papers 28, Federal Reserve Bank of Minneapolis.
    7. Christopher R. Bollinger & Barry T. Hirsch, 2010. "GDP & Beyond – die europäische Perspektive," RatSWD Working Papers 165, German Data Forum (RatSWD).

  39. Hidehiko Ichimura & Sokbae Lee, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print hal-00741628, HAL.

    Cited by:

    1. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    2. Joel L. Horowitz & Sokbae (Simon) Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Koo, Chao, 2018. "Essays on functional coefficient models," Other publications TiSEM ba87b8a5-3c55-40ec-967d-9, Tilburg University, School of Economics and Management.
    4. Hidehiko Ichimura & Whitney K. Newey, 2022. "The influence function of semiparametric estimators," Quantitative Economics, Econometric Society, vol. 13(1), pages 29-61, January.
    5. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    6. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper 1063, Economics Department, Queen's University.
    7. Koen Jochmans, 2013. "Pairwise-comparison estimation with nonparametric controls," SciencePo Working papers Main hal-00973068, HAL.
    8. Tadao Hoshino, 2013. "Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods," Empirical Economics, Springer, vol. 45(3), pages 1129-1148, December.
    9. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    10. Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023. "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, vol. 235(1), pages 105-132.
    11. Rothe, Christoph, 2016. "The Value of Knowing the Propensity Score for Estimating Average Treatment Effects," IZA Discussion Papers 9989, Institute of Labor Economics (IZA).
    12. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    13. Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur, 2014. "Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 426-443.
    14. Songnian Chen & Shakeeb Khan & Xun Tang, 2013. "Informational Content of Special Regressors in Heteroskedastic Binary Response Models," PIER Working Paper Archive 13-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    15. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
    16. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers CWP14/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Yingying Dong & Arthur Lewbel, 2012. "Simple Estimators for Binary Choice Models with Endogenous Regressors," Working Papers 111204, University of California-Irvine, Department of Economics.
    18. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    19. Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
    20. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers 27/14, Institute for Fiscal Studies.
    21. Pedro Carneiro & Sokbae (Simon) Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    23. Louise Laage, 2020. "A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity," Papers 2003.09367, arXiv.org, revised Nov 2022.
    24. Rothe, Christoph & Firpo, Sergio Pinheiro, 2013. "Semiparametric estimation and inference using doubly robust moment conditions," Textos para discussão 330, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    25. Radchenko, Peter, 2015. "High dimensional single index models," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 266-282.
    26. Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
    27. Hyung Park & Thaddeus Tarpey & Eva Petkova & R. Todd Ogden, 2024. "A high-dimensional single-index regression for interactions between treatment and covariates," Statistical Papers, Springer, vol. 65(7), pages 4025-4056, September.
    28. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "A practical asymptotic variance estimator for two-step semiparametric estimators," CeMMAP working papers CWP22/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Laurent Delsol & Ingrid Van Keilegom, 2020. "Semiparametric M-estimation with non-smooth criterion functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(2), pages 577-605, April.
    30. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Cowles Foundation Discussion Papers 1803, Cowles Foundation for Research in Economics, Yale University.
    31. S. Goh, 2012. "Design-adaptive nonparametric estimation of conditional quantile derivatives," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(3), pages 597-612.
    32. Delsol , Laurent & Van Keilegom, Ingrid, 2011. "Semiparametric M-Estimation with Non-Smooth Criterion Functions," LIDAM Discussion Papers ISBA 2011041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    33. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    34. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September.
    35. Chen, Tao & Parker, Thomas, 2014. "Semiparametric efficiency for partially linear single-index regression models," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 376-386.
    36. Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
    37. Frumento, Paolo & Bottai, Matteo, 2017. "An estimating equation for censored and truncated quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 53-63.
    38. Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
    39. Laage, Louise, 2024. "A Correlated Random Coefficient panel model with time-varying endogeneity," Journal of Econometrics, Elsevier, vol. 242(2).
    40. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.

  40. Sokbae Lee & Arthur Lewbel, 2010. "Nonparametric Identification of Accelerated Failure Time Competing Risks Models," Boston College Working Papers in Economics 755, Boston College Department of Economics, revised 30 Jun 2011.

    Cited by:

    1. Mogens Fosgerau & Dennis Kristensen, 2019. "Identification of a class of index models: A topological approach," CeMMAP working papers CWP52/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Áureo de Paula & Imran Rasul & Pedro CL Souza, 2019. "Identifying network ties from panel data: theory and an application to tax competition," CeMMAP working papers CWP55/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Ismael Mourifié & Marc Henry & Romuald Méango, 2018. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Working Papers 2018-084, Human Capital and Economic Opportunity Working Group.
    4. Komarova, Tatiana, 2017. "Extremum sieve estimation in k-out-of-n system," LSE Research Online Documents on Economics 79388, London School of Economics and Political Science, LSE Library.
    5. Arthur Lewbel, 2019. "The Identification Zoo: Meanings of Identification in Econometrics," Journal of Economic Literature, American Economic Association, vol. 57(4), pages 835-903, December.
    6. Ã ureo de Paula & Imran Rasul & Pedro Souza, 2018. "Recovering Social Networks from Panel Data: Identification, Simulations and an Application," Working Papers 2018-013, Human Capital and Economic Opportunity Working Group.
    7. Effraimidis, Georgios, 2016. "Nonparametric Identification of a Time-Varying Frailty Model," DaCHE discussion papers 2016:6, University of Southern Denmark, Dache - Danish Centre for Health Economics.
    8. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    9. Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019. "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, vol. 84(C).
    10. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
    11. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.

  41. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2010. "Testing for threshold effects in regression models," CeMMAP working papers CWP36/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
    2. Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2019-030, Tilburg University, Center for Economic Research.
    3. Seo, Myung Hwan & Shin, Yongcheol, 2016. "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, vol. 195(2), pages 169-186.
    4. Li, Kunpeng & Lin, Wei, 2024. "Threshold spatial autoregressive model," Journal of Econometrics, Elsevier, vol. 244(1).
    5. Javier Hidalgo & Jungyoon Lee & Myung Hwan Seo, 2017. "Robust Inference and Testing of Continuity in Threshold Regression Models," STICERD - Econometrics Paper Series 590, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Liwen Zhang & Huixia Judy Wang & Zhongyi Zhu, 2017. "Composite change point estimation for bent line quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 145-168, February.
    7. Yan Sun & Wei Huang, 2024. "Estimation and testing of kink regression model with endogenous regressors," Computational Statistics, Springer, vol. 39(6), pages 3115-3135, September.
    8. Pedro H. C. Sant'Anna & Xiaojun Song, 2016. "Specification Tests for the Propensity Score," Papers 1611.06217, arXiv.org, revised Feb 2019.
    9. Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014. "Testing linearity against threshold effects: uniform inference in quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 413-439, April.
    10. Reese, Benjamin F., 2024. "Estimating Unknown Cut-points in Regression Discontinuity and Kink Designs," SocArXiv 63tns_v1, Center for Open Science.
    11. Sokbae (Simon) Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2014. "A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent," CeMMAP working papers 39/14, Institute for Fiscal Studies.
    12. Silvia Jencova & Igor Petruska & Marta Lukacova, 2021. "Relationship Between ROA and Total Indebtedness by Threshold Regression Model," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 17(2), pages 37-46.
    13. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Department of Economics Working Papers 2018-14, McMaster University.
    14. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    15. David Todem & Wei‐Wen Hsu & KyungMann Kim, 2023. "Nonparametric scanning tests of homogeneity for hierarchical models with continuous covariates," Biometrics, The International Biometric Society, vol. 79(3), pages 2063-2075, September.
    16. Youyi Fong & Chongzhi Di & Ying Huang & Peter B. Gilbert, 2017. "Model-robust inference for continuous threshold regression models," Biometrics, The International Biometric Society, vol. 73(2), pages 452-462, June.
    17. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    18. Zhang, Yonghui & Zhou, Qiankun & Jiang, Li, 2017. "Panel kink regression with an unknown threshold," Economics Letters, Elsevier, vol. 157(C), pages 116-121.
    19. Sokbae (Simon) Lee & Myung Hwan Seo & Youngki Shin, 2014. "The lasso for high-dimensional regression with a possible change-point," CeMMAP working papers CWP26/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Lee, Yoonseok & Wang, Yulong, 2023. "Threshold regression with nonparametric sample splitting," Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
    21. Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024. "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, vol. 135(C).
    22. Chaoyi Chen & Mehmet Pinar & Rocío Román-Collado, 2024. "Green Innovation and Energy Efficiency: Moderating Effect of Institutional Quality Based on the Threshold Model," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(12), pages 3063-3094, December.
    23. Reese, Benjamin F., 2024. "Estimating Unknown Cut-points in Regression Discontinuity and Kink Designs," SocArXiv 63tns, Center for Open Science.
    24. Tang, Yanlin & Song, Xinyuan & Zhu, Zhongyi, 2015. "Threshold effect test in censored quantile regression," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 149-156.
    25. Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
    26. Olaoye, Olumide O. & Eluwole, Oluwatosin O. & Ayesha, Aziz & Afolabi, Olugbenga O., 2020. "Government spending and economic growth in ECOWAS: An asymmetric analysis," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    27. Young-Joo Kim & Myung Hwan Seo, 2017. "Is There a Jump in the Transition?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 241-249, April.
    28. Yanyang Yan & Feipeng Zhang & Xiaoying Zhou, 2017. "A note on estimating the bent line quantile regression model," Computational Statistics, Springer, vol. 32(2), pages 611-630, June.
    29. Bruce E. Hansen, 2017. "Regression Kink With an Unknown Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 228-240, April.
    30. Shuyu Li & Qiang Wang & Rongrong Li, 2024. "How aging impacts environmental sustainability—insights from the effects of social consumption and labor supply," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-16, December.
    31. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
    32. Zhang, Feipeng & Li, Qunhua, 2017. "A continuous threshold expectile model," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 49-66.
    33. Li, Kunpeng, 2022. "Threshold spatial autoregressive model," MPRA Paper 113568, University Library of Munich, Germany.
    34. Feipeng Zhang & Qunhua Li, 2023. "Segmented correspondence curve regression for quantifying covariate effects on the reproducibility of high‐throughput experiments," Biometrics, The International Biometric Society, vol. 79(3), pages 2272-2285, September.
    35. Chung-Ming Kuan & Christos Michalopoulos & Zhijie Xiao, 2017. "Quantile Regression on Quantile Ranges – A Threshold Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 99-119, January.
    36. Junho Lee & Ying Sun & Huixia Judy Wang, 2021. "Spatial cluster detection with threshold quantile regression," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
    37. Gabriela Ciuperca & Zahraa Salloum, 2015. "Empirical likelihood test in a posteriori change-point nonlinear model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 919-952, November.
    38. Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
    39. Woosik Gong & Myung Hwan Seo, 2022. "Bootstraps for Dynamic Panel Threshold Models," Papers 2211.04027, arXiv.org, revised Sep 2024.

  42. Carneiro, Pedro, 2010. "Trends in Quality Adjusted Skill Premia in the US, 1960-2000," CEPR Discussion Papers 8108, C.E.P.R. Discussion Papers.

    Cited by:

    1. Flavio Cunha & Fatih Karahan & Ilton Soares, 2011. "Returns to Skills and the College Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s1), pages 39-86, August.
    2. Carneiro, Pedro & Lokshin, Michael & Ridao-Cano, Cristobal & Umapathi, Nithin, 2011. "Average and Marginal Returns to Upper Secondary Schooling in Indonesia," IZA Discussion Papers 6162, Institute of Labor Economics (IZA).
    3. Ross, Matthew, 2014. "Skill Biased Technical Change: Wage Effects from a Panel of Occupational Task Measures," MPRA Paper 63732, University Library of Munich, Germany, revised 18 Apr 2015.

  43. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.

    Cited by:

    1. Chaoran Chen & Zhigang Feng & Jiaying Gu, 2024. "Health, Health Insurance, and Inequality," Working Papers tecipa-767, University of Toronto, Department of Economics.
    2. Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Ariel Pakes & Jack Porter, 2024. "Moment inequalities for multinomial choice with fixed effects," Quantitative Economics, Econometric Society, vol. 15(1), pages 1-25, January.
    4. Hiroaki Kaido, 2014. "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers 03/14, Institute for Fiscal Studies.
    5. Clément de Chaisemartin, 2011. "Fuzzy Differences in Differences," Working Papers 2011-10, Center for Research in Economics and Statistics.
    6. Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Apr 2024.
    7. Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
    8. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    9. Rafael Araujo & Vitor Possebom, 2025. "Potato Potahto in the FAO-GAEZ Productivity Measures? Nonclassical Measurement Error with Multiple Proxies," Papers 2502.12141, arXiv.org, revised Feb 2025.
    10. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
    11. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
    12. Timothy B. Armstrong & Shu Shen, 2013. "Inference on Optimal Treatment Assignments," Cowles Foundation Discussion Papers 1927R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    13. Mourifié, Ismael, 2015. "Sharp bounds on treatment effects in a binary triangular system," Journal of Econometrics, Elsevier, vol. 187(1), pages 74-81.
    14. Zheng Fang, 2021. "A Unifying Framework for Testing Shape Restrictions," Papers 2107.12494, arXiv.org, revised Aug 2021.
    15. Timothy B. Armstrong, 2017. "On the Choice of Test Statistic for Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1960R2, Cowles Foundation for Research in Economics, Yale University.
    16. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019. "Inference on Winners," NBER Working Papers 25456, National Bureau of Economic Research, Inc.
    17. Gerard, Francois & Rokkanen, Miikka & Rothe, Christoph, 2015. "Identification and Inference in Regression Discontinuity Designs with a Manipulated Running Variable," IZA Discussion Papers 9604, Institute of Labor Economics (IZA).
    18. Eduardo Fé, 2021. "Pension eligibility rules and the local causal effect of retirement on cognitive functioning," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 812-841, July.
    19. Dang Hai-Anh H. & Huang Yang & Selod Harris, 2020. "Children Left Behind in China: The Role of School Fees," IZA Journal of Development and Migration, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 11(1), pages 1-29, January.
    20. Orville Mondal & Rui Wang, 2024. "Partial Identification of Binary Choice Models with Misreported Outcomes," Papers 2401.17137, arXiv.org.
    21. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Gobillon, Laurent & Magnac, Thierry, 2013. "Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls," TSE Working Papers 13-419, Toulouse School of Economics (TSE).
    23. Timothy B. Armstrong & Michal Kolesár, 2018. "Optimal Inference in a Class of Regression Models," Econometrica, Econometric Society, vol. 86(2), pages 655-683, March.
    24. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    25. Filip Obradovi'c, 2022. "Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach," Papers 2204.00180, arXiv.org, revised Aug 2024.
    26. Sokbae Lee & Martin Weidner, 2021. "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers 2111.05243, arXiv.org, revised Dec 2023.
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    176. Aibo Gong, 2021. "Bounds for Treatment Effects in the Presence of Anticipatory Behavior," Papers 2111.06573, arXiv.org, revised Dec 2022.
    177. Lin, Haizhen & McCarthy, Ian M. & Richards, Michael, 2021. "Hospital Pricing Following Integration with Physician Practices," Journal of Health Economics, Elsevier, vol. 77(C).
    178. Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2022. "High-dimensional Data Bootstrap," Papers 2205.09691, arXiv.org.
    179. Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021. "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics 112521, London School of Economics and Political Science, LSE Library.
    180. Aradillas-Lopez, Andres, 2024. "Inference in models with partially identified control functions," Journal of Econometrics, Elsevier, vol. 238(1).
    181. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP06/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    182. Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
    183. Chen, Xuan & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2017. "Going beyond LATE: Bounding Average Treatment Effects of Job Corps Training," GLO Discussion Paper Series 93, Global Labor Organization (GLO).
    184. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    185. Isaac Loh, 2024. "Inference under partial identification with minimax test statistics," Papers 2401.13057, arXiv.org, revised Apr 2024.
    186. Kazuhiko Shinoda & Takahiro Hoshino, 2022. "Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions," Papers 2212.13145, arXiv.org.
    187. Flynn, Zach, 2018. "Identifying productivity when it is a factor of production," SocArXiv bwxfz_v1, Center for Open Science.
    188. Firpo, Sergio & Ridder, Geert, 2019. "Partial identification of the treatment effect distribution and its functionals," Journal of Econometrics, Elsevier, vol. 213(1), pages 210-234.
    189. Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023. "Testing identifying assumptions in bivariate probit models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
    190. Jiannan Lu & Peng Ding & Tirthankar Dasgupta, 2018. "Treatment Effects on Ordinal Outcomes: Causal Estimands and Sharp Bounds," Journal of Educational and Behavioral Statistics, , vol. 43(5), pages 540-567, October.
    191. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    192. Germinario, Giuseppe & Amin, Vikesh & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2022. "What can we learn about the effect of mental health on labor market outcomes under weak assumptions? Evidence from the NLSY79," Labour Economics, Elsevier, vol. 79(C).
    193. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
    194. Chalak, Karim & Kim, Daniel & Miller, Megan & Pepper, John, 2022. "Reexamining the evidence on gun ownership and homicide using proxy measures of ownership," Journal of Public Economics, Elsevier, vol. 208(C).
    195. Obradović, Filip, 2024. "Measuring diagnostic test performance using imperfect reference tests: A partial identification approach," Journal of Econometrics, Elsevier, vol. 244(1).
    196. Matthew J Tudball & Rachael A Hughes & Kate Tilling & Jack Bowden & Qingyuan Zhao, 2023. "Sample-constrained partial identification with application to selection bias," Biometrika, Biometrika Trust, vol. 110(2), pages 485-498.
    197. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
    198. Li, Jia & Liao, Zhipeng, 2020. "Uniform nonparametric inference for time series," Journal of Econometrics, Elsevier, vol. 219(1), pages 38-51.
    199. Freyberger, Joachim & Horowitz, Joel L., 2015. "Identification and shape restrictions in nonparametric instrumental variables estimation," Journal of Econometrics, Elsevier, vol. 189(1), pages 41-53.
    200. Joachim Freyberger & Joel L. Horowitz, 2012. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers 15/12, Institute for Fiscal Studies.
    201. Mammen, Enno & Polonik, Wolfgang, 2013. "Confidence regions for level sets," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 202-214.
    202. Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
    203. Brent Kreider & John V. Pepper & Manan Roy, 2020. "Does The Women, Infants, And Children Program Improve Infant Health Outcomes?," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1731-1756, October.
    204. Xiaohong Chen & Elie Tamer & Alexander Torgovitsky, 2011. "Sensitivity Analysis in Semiparametric Likelihood Models," Cowles Foundation Discussion Papers 1836, Cowles Foundation for Research in Economics, Yale University.
    205. Chiburis, Richard C., 2010. "Semiparametric bounds on treatment effects," Journal of Econometrics, Elsevier, vol. 159(2), pages 267-275, December.
    206. Donald S. Poskitt & Xueyan Zhao, 2023. "Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets," Monash Econometrics and Business Statistics Working Papers 9/23, Monash University, Department of Econometrics and Business Statistics.
    207. Qian, Hang, 2011. "Bayesian inference with monotone instrumental variables," MPRA Paper 32672, University Library of Munich, Germany.
    208. Eibich, Peter & Lorenti, Angelo & Mosca, Irene, 2022. "Does retirement affect voluntary work provision? Evidence from Europe and the U.S," Labour Economics, Elsevier, vol. 76(C).
    209. Tomiyama, Hideyuki & Otsu, Taisuke, 2022. "Inference on incomplete information games with multi-dimensional actions," Economics Letters, Elsevier, vol. 215(C).
    210. Li, Tong & Oka, Tatsushi, 2015. "Set identification of the censored quantile regression model for short panels with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 363-377.
    211. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
    212. Jan Priebe, 2020. "Quasi-experimental evidence for the causal link between fertility and subjective well-being," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(3), pages 839-882, July.
    213. Romuald Méango, 2016. "What Makes Brain Drain More Likely? Evidence from Sub-Saharan Africa," CESifo Working Paper Series 6209, CESifo.
    214. Denis Chetverikov, 2012. "Adaptive test of conditional moment inequalities," CeMMAP working papers 36/12, Institute for Fiscal Studies.
    215. Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
    216. Zhu, Rong & Onur, Ilke, 2023. "Does retirement (really) increase informal caregiving? Quasi-experimental evidence from Australia," Journal of Health Economics, Elsevier, vol. 87(C).
    217. Jiannan Lu & Yunshu Zhang & Peng Ding, 2020. "Sharp bounds on the relative treatment effect for ordinal outcomes," Biometrics, The International Biometric Society, vol. 76(2), pages 664-669, June.
    218. Zheng Fang & Juwon Seo, 2021. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Econometrica, Econometric Society, vol. 89(5), pages 2439-2458, September.
    219. Blaise Melly und Kaspar W thrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
    220. Thomas Carr & Toru Kitagawa, 2021. "Testing Instrument Validity with Covariates," Papers 2112.08092, arXiv.org, revised Sep 2023.
    221. Peter Horvath & Jia Li & Zhipeng Liao & Andrew J. Patton, 2022. "A consistent specification test for dynamic quantile models," Quantitative Economics, Econometric Society, vol. 13(1), pages 125-151, January.
    222. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
    223. Bhuller, Manudeep & Sigstad, Henrik, 2024. "2SLS with multiple treatments," Journal of Econometrics, Elsevier, vol. 242(1).
    224. Chalak, Karim & Kim, Daniel, 2020. "Measurement error in multiple equations: Tobin’s q and corporate investment, saving, and debt," Journal of Econometrics, Elsevier, vol. 214(2), pages 413-432.
    225. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.
    226. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.

  44. Sokbae Lee & Yoon-Jae Whang, 2009. "Nonparametric Tests of Conditional Treatment Effects," Cowles Foundation Discussion Papers 1740, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
    2. Advani, Arun & Sloczynski, Tymon, 2013. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers 7874, Institute of Labor Economics (IZA).
    3. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO.
    4. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
    5. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761, Cowles Foundation for Research in Economics, Yale University.
    6. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    7. Martin Huber & Michael Lechner & Conny Wunsch, 2010. "How to control for many covariates? Reliable estimators based on the propensity score," University of St. Gallen Department of Economics working paper series 2010 2010-30, Department of Economics, University of St. Gallen.
    8. Masahiro Kato, 2024. "Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects," Papers 2403.03240, arXiv.org.
    9. David M. Kaplan & Matt Goldman, 2016. "Comparing distributions by multiple testing across quantiles or CDF values," Working Papers 1619, Department of Economics, University of Missouri, revised 22 Feb 2018.
    10. Sokbae Lee & Kyungchul Song & Yoon-Jae Whang, 2014. "Testing For A General Class Of Functional Inequalities," KIER Working Papers 889, Kyoto University, Institute of Economic Research.
    11. Yoonseok Lee & Sung Jae Jun & Youngki Shin, 2014. "Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach," Center for Policy Research Working Papers 169, Center for Policy Research, Maxwell School, Syracuse University.
    12. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2011. "Testing functional inequalities," CeMMAP working papers CWP12/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
    14. Martin Huber & Michael Lechner & Andreas Steinmayr, 2015. "Radius matching on the propensity score with bias adjustment: tuning parameters and finite sample behaviour," Empirical Economics, Springer, vol. 49(1), pages 1-31, August.
    15. Huber, Martin & Lechner, Michael & Wunsch, Conny, 2013. "The performance of estimators based on the propensity score," Journal of Econometrics, Elsevier, vol. 175(1), pages 1-21.

  45. Joel L. Horowitz & Sokbae (Simon) Lee, 2009. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers CWP18/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers 38/14, Institute for Fiscal Studies.
    2. Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP39/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    4. Montiel Olea, José Luis & Nesbit, James, 2021. "(Machine) learning parameter regions," Journal of Econometrics, Elsevier, vol. 222(1), pages 716-744.
    5. Fernando Rios-Avila, 2019. "A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection," Econometrics, MDPI, vol. 7(2), pages 1-29, June.
    6. Matt Goldman & David M. Kaplan, 2016. "Fractional order statistic approximation for nonparametric conditional quantile inference," Papers 1609.09035, arXiv.org.
    7. Joel L. Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers CWP30/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
    9. Byunghoon Kang, 2017. "Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing," Working Papers 170712442, Lancaster University Management School, Economics Department.
    10. Lu, Junwen & Qu, Zhongjun, 2021. "Sieve estimation of option-implied state price density," Journal of Econometrics, Elsevier, vol. 224(1), pages 88-112.
    11. Babii, Andrii, 2020. "Honest Confidence Sets In Nonparametric Iv Regression And Other Ill-Posed Models," Econometric Theory, Cambridge University Press, vol. 36(4), pages 658-706, August.
    12. Kato, Kengo & Sasaki, Yuya, 2018. "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, vol. 207(1), pages 129-161.
    13. Yevgeniy Kovchegov & Nese Yildiz, 2014. "Orthogonal Polynomials for Seminonparametric Instrumental Variables Model," Papers 1409.1620, arXiv.org.
    14. Christoph Breunig & Xiaohong Chen, 2024. "Adaptive, Rate‐Optimal Hypothesis Testing in Nonparametric IV Models," Econometrica, Econometric Society, vol. 92(6), pages 2027-2067, November.
    15. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers CWP32/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    18. Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2014. "Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 468-482, July.
    19. Takahiro Hoshino & Keisuke Takahata, 2018. "Identification of heterogeneous treatment effects as a function of potential untreated outcome under the nonignorable assignment condition," Keio-IES Discussion Paper Series 2018-005, Institute for Economics Studies, Keio University.
    20. Freyberger, Joachim & Rai, Yoshiyasu, 2018. "Uniform confidence bands: Characterization and optimality," Journal of Econometrics, Elsevier, vol. 204(1), pages 119-130.
    21. Matthew A. Masten & Alexandre Poirier, 2020. "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, vol. 11(1), pages 41-111, January.
    22. Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
    23. S. Centorrino & J. S. Racine, 2016. "Semiparametric Varying Coefficient Models with Endogenous Covariates," Department of Economics Working Papers 2016-02, McMaster University.
    24. Samuele Centorrino & Frederique Feve & Jean-Pierre Florens, 2017. "Additive Nonparametric Instrumental Regressions: A Guide to Implementation," Department of Economics Working Papers 17-06, Stony Brook University, Department of Economics.
    25. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018. "Nonparametric estimation in case of endogenous selection," Journal of Econometrics, Elsevier, vol. 202(2), pages 268-285.
    26. Byunghoon Kang, 2018. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Working Papers 240829404, Lancaster University Management School, Economics Department.
    27. Xiaohong Chen & Yin Jia Jeff Qiu, 2016. "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 259-290, October.
    28. Denis Chetverikov & Daniel Wilhelm, 2016. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 48/16, Institute for Fiscal Studies.
    29. Kengo Kato & Yuya Sasaki & Takuya Ura, 2018. "Inference based on Kotlarski's Identity," Papers 1808.09375, arXiv.org, revised Sep 2019.
    30. Christoph Breunig & Xiaohong Chen, 2020. "Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models," Cowles Foundation Discussion Papers 2238R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2021.
    31. Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers 39/15, Institute for Fiscal Studies.
    32. Horowitz, Joel L., 2014. "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter," Journal of Econometrics, Elsevier, vol. 180(2), pages 158-173.
    33. Tao, Jing, 2020. "Trinity tests of functions for conditional moment models," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    34. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
    35. Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.
    36. Xiaohong Chen & Timothy M. Christensen, 2015. "Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation," CeMMAP working papers 32/15, Institute for Fiscal Studies.
    37. Joel L. Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers 30/13, Institute for Fiscal Studies.

  46. Pedro Carneiro & Sokbae (Simon) Lee, 2009. "Trends in quality-adjusted skill premia in the United States, 1960-2000," CeMMAP working papers CWP02/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Erin Wolcott, 2018. "Employment Inequality: Why Do the Low-Skilled Work Less Now?," 2018 Meeting Papers 487, Society for Economic Dynamics.
    2. Lindley, Joanne & Machin, Stephen, 2011. "The boom in postgraduate education and its impact on wage inequality," LSE Research Online Documents on Economics 39087, London School of Economics and Political Science, LSE Library.
    3. Hyeok Jeong & Yong Kim & Iourii Manovskii, 2014. "The Price of Experience," NBER Working Papers 20457, National Bureau of Economic Research, Inc.
    4. Alena Bicakova & Guido Matias Cortes & Jacopo Mazza, 2018. "Caught in the Cycle: Economic Conditions at Enrollment and Labor Market Outcomes of College Graduates," Working Paper series 18-32, Rimini Centre for Economic Analysis.
    5. Zeynep Elitas & Hakan Ercan & Semih Tumen, 2015. "Reassessing the trends in the relative supply of college-equivalent workers in the U.S.: a selection-correction approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 13(2), pages 249-273, June.
    6. Audra Bowlus & Chris Robinson, 2020. "The evolution of the human capital of women," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(1), pages 12-42, February.
    7. De Donder, Philippe & Martinez-Mora, Francisco, 2015. "On the Political Economy of University Admission Standards," TSE Working Papers 15-582, Toulouse School of Economics (TSE).
    8. Nora Lustig & Luis F. Lopez-Calva & Eduardo Ortiz-Juarez, 2013. "Deconstructing the Decline in Inequality in Latin America," Working Papers 1314, Tulane University, Department of Economics.
    9. Audra J. Bowlus & Eda Bozkurt & Lance Lochner, 2017. "Wages and Employment: The Canonical Model Revisited," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20179, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    10. Audra Bowlus & Youngmin Park & Chris Robinson, 2022. "Contribution of Human Capital Accumulation to Canadian Economic Growth," Discussion Papers 2022-7, Bank of Canada.
    11. Zsofia Barany, 2016. "The Minimum Wage and Inequality: The Effects of Education and Technology," Post-Print hal-03594158, HAL.
    12. Dirk Antonczyk & Thomas DeLeire & Bernd Fitzenberger, 2018. "Polarization and Rising Wage Inequality: Comparing the U.S. and Germany," Econometrics, MDPI, vol. 6(2), pages 1-33, April.
    13. Albrecht, James & van Vuuren, Aico & Vroman, Susan, 2015. "The black–white wage gap among young women in 1990 vs. 2011: The role of selection and educational attainment," Labour Economics, Elsevier, vol. 33(C), pages 66-71.
    14. Modestino, Alicia Sasser & Shoag, Daniel & Ballance, Joshua, 2015. "Upskilling: Do Employers Demand Greater Skill When Workers Are Plentiful?," Working Paper Series rwp15-013, Harvard University, John F. Kennedy School of Government.
    15. Carneiro, Pedro & Lokshin, Michael & Ridao-Cano, Cristobal & Umapathi, Nithin, 2011. "Average and Marginal Returns to Upper Secondary Schooling in Indonesia," IZA Discussion Papers 6162, Institute of Labor Economics (IZA).
    16. Mendolicchio Concetta & Paolini Dimitri & Pietra Tito, 2012. "Asymmetric Information And Overeducation," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-29, October.
    17. David J. Deming, 2022. "Four Facts about Human Capital," Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 75-102, Summer.
    18. Masayuki MORIKAWA, 2012. "Postgraduate Education and Human Capital Productivity in Japan," Discussion papers 12009, Research Institute of Economy, Trade and Industry (RIETI).
    19. Hu, Chenxu & Bollinger, Christopher, 2021. "Effects of cohort size on college premium: Evidence from China's higher education expansion," China Economic Review, Elsevier, vol. 70(C).
    20. Belzil, Christian & Hansen, Jörgen, 2020. "The Evolution of the US Family Income-Schooling Relationship and Educational Selectivity," IZA Discussion Papers 13279, Institute of Labor Economics (IZA).
    21. LG Deidda & D. Paolini, 2012. "Education race, supply of skills and the wage skill premium," Working Paper CRENoS 201206, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    22. Christophe Combemale & Kate S Whitefoot & Laurence Ales & Erica R H Fuchs, 2021. "Not all technological change is equal: how the separability of tasks mediates the effect of technology change on skill demand [Patterns of industrial innovation]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(6), pages 1361-1387.
    23. Jay H. Hong & Byoung Hoon Seok & Hye Mi You, 2019. "Wage Volatility And Changing Patterns Of Labor Supply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(2), pages 595-630, May.
    24. Hendricks, Lutz & Schoellman, Todd, 2014. "Student abilities during the expansion of US education," Journal of Monetary Economics, Elsevier, vol. 63(C), pages 19-36.
    25. Zsofia Barany & Christian Siegel, 2018. "Job Polarization and Structural Change," SciencePo Working papers Main hal-03391941, HAL.
    26. Bonfatti, Roberto & Ghatak, Maitreesh, 2013. "Trade and the allocation of talent with capital market imperfections," Journal of International Economics, Elsevier, vol. 89(1), pages 187-201.
    27. Jared Ashworth & V. Joseph Hotz & Arnaud Maurel & Tyler Ransom, 2017. "Changes across Cohorts in Wage Returns to Schooling and Early Work Experiences," NBER Working Papers 24160, National Bureau of Economic Research, Inc.
    28. Kirill Borissov & Aleksey Minabutdinov & Roman Popov, 2024. "Ability Distribution and Dynamics of Wage Inequality: Unintended Consequences of Human Capital Accumulation," CER-ETH Economics working paper series 24/393, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    29. Masayuki MORIKAWA, 2013. "Postgraduate Education, Labor Participation, and Wages: An empirical analysis using micro data from Japan," Discussion papers 13065, Research Institute of Economy, Trade and Industry (RIETI).
    30. Christian Belzil & Jorgen Hansen, 2020. "Reconciling Changes in Wage Inequality with Changes in College Selectivity using a Behavioral Model," Working Papers 20005, Concordia University, Department of Economics.
    31. Michael Böhm & Daniel Metzger & Per Strömberg, 2022. "“Since You’re So Rich, You Must Be Really Smart”: Talent, Rent Sharing, and the Finance Wage Premium," ECONtribute Discussion Papers Series 147, University of Bonn and University of Cologne, Germany.
    32. Bicakova, Alena & Cortes, Matias & Mazza, Jacopo, 2023. "Make Your Own Luck: The Wage Gains from Starting College in a Bad Economy," IZA Discussion Papers 16087, Institute of Labor Economics (IZA).
    33. John Bailey Jones & Fang Yang, 2016. "Skill-Biased Technical Change and the Cost of Higher Education," Journal of Labor Economics, University of Chicago Press, vol. 34(3), pages 621-662.
    34. Lindley, Joanne & Machin, Stephen, 2011. "Rising wage inequality and postgraduate education," LSE Research Online Documents on Economics 121738, London School of Economics and Political Science, LSE Library.
    35. Aziz, Imran & Cortes, Guido Matias, 2021. "Between-group inequality may decline despite a rising skill premium," Labour Economics, Elsevier, vol. 72(C).
    36. Audra J. Bowlus & Hiroaki Mori & Chris Robinson, 2016. "Ageing and the Skill Portfolio: Evidence from Job Based Skill Measures," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20161, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
    37. Youssef Benzarti & Jarkko Harju, 2021. "Using Payroll Tax Variation to Unpack the Black Box of Firm-Level Production," Journal of the European Economic Association, European Economic Association, vol. 19(5), pages 2737-2764.
    38. Michael J. Böhm & Hans-Martin von Gaudecker & Felix Schran, 2019. "Occupation Growth, Skill Prices, and Wage Inequality," CRC TR 224 Discussion Paper Series crctr224_2019_129, University of Bonn and University of Mannheim, Germany.
    39. Battisti, Michele & Gatto, Massimo Del & Parmeter, Christopher F., 2022. "Skill-biased technical change and labor market inefficiency," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    40. Rong, Zhao & Wu, Binzhen, 2020. "Scientific personnel reallocation and firm innovation: Evidence from China’s college expansion," Journal of Comparative Economics, Elsevier, vol. 48(3), pages 709-728.
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  47. Pedro Carneiro & Sokbae (Simon) Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Hollenbach, Johannes & Schmitz, Hendrik & Westphal, Matthias, 2024. "Gene-environment interactions with essential heterogeneity," Ruhr Economic Papers 1105, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    2. Gathmann, Christina & Vonnahme, Christina & Kim, Jongoh & Busse, Anna, 2021. "Marginal Returns to Citizenship and Educational Performance," CEPR Discussion Papers 16636, C.E.P.R. Discussion Papers.
    3. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    4. Klein, Tobias J., 2010. "Heterogeneous treatment effects: Instrumental variables without monotonicity?," Journal of Econometrics, Elsevier, vol. 155(2), pages 99-116, April.
    5. Carneiro, Pedro & Lokshin, Michael & Ridao-Cano, Cristobal & Umapathi, Nithin, 2011. "Average and Marginal Returns to Upper Secondary Schooling in Indonesia," IZA Discussion Papers 6162, Institute of Labor Economics (IZA).
    6. Zeyang Yu, 2024. "A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers," Papers 2411.16906, arXiv.org.
    7. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Nybom, Martin, 2014. "The Distribution of Lifetime Earnings Returns to College," Working Paper Series 2/2014, Stockholm University, Swedish Institute for Social Research.
    9. Belskaya, Olga & Peter, Klara Sabirianova & Posso, Christian, 2014. "College Expansion and the Marginal Returns to Education: Evidence from Russia," IZA Discussion Papers 8735, Institute of Labor Economics (IZA).
    10. Klein, T.J., 2009. "College Education and Wages in the U.K. : Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," Other publications TiSEM d076afa3-b1e0-4d57-be4b-b, Tilburg University, School of Economics and Management.
    11. Oliver Cassagneau-Francis & Robert Gary-Bobo & Julie Pernaudet & Jean-Marc Robin, 2022. "A Nonparametric Finite Mixture Approach to Difference-in-Difference Estimation, with an Application to On-the-job Training and Wages," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03869547, HAL.
    12. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    13. Hu, Chenxu & Bollinger, Christopher, 2021. "Effects of cohort size on college premium: Evidence from China's higher education expansion," China Economic Review, Elsevier, vol. 70(C).
    14. Victor Chernozhukov & Wooyoung Kim & Sokbae (Simon) Lee & Adam Rosen, 2014. "Implementing intersection bounds in Stata," CeMMAP working papers 25/14, Institute for Fiscal Studies.
    15. Kedagni, Desire, 2021. "Identifying treatment effects in the presence of confounded types," ISU General Staff Papers 202106050700001056, Iowa State University, Department of Economics.
    16. Patrick Kline & Christopher Walters, 2015. "Evaluating Public Programs with Close Substitutes: The Case of Head Start," NBER Working Papers 21658, National Bureau of Economic Research, Inc.
    17. Joanne Lindley & Steven McIntosh, 2014. "Growth in Within Graduate Wage Inequality: The Role of Subjects, Cognitive Skill Dispersion and Occupational Concentration," Working Papers 2014001, The University of Sheffield, Department of Economics.
    18. Hoshino, Tadao & Yanagi, Takahide, 2023. "Treatment effect models with strategic interaction in treatment decisions," Journal of Econometrics, Elsevier, vol. 236(2).
    19. Huber Martin & Wüthrich Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-27, January.
    20. Julian Martinez-Iriarte & YiXiao Sun, 2022. "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: an Unconditional MTE Approach," Working Papers 131, Red Nacional de Investigadores en Economía (RedNIE).
    21. D'Haultfoeuille, Xavier & Maurel, Arnaud, 2009. "Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France," IZA Discussion Papers 4606, Institute of Labor Economics (IZA).
    22. Hendricks, Lutz & Schoellman, Todd, 2014. "Student abilities during the expansion of US education," Journal of Monetary Economics, Elsevier, vol. 63(C), pages 19-36.
    23. Yuya Sasaki & Takuya Ura, 2020. "Welfare Analysis via Marginal Treatment Effects," Papers 2012.07624, arXiv.org.
    24. Christian N. Brinch & Magne Mogstad & Matthew Wiswall, 2017. "Beyond LATE with a Discrete Instrument," Journal of Political Economy, University of Chicago Press, vol. 125(4), pages 985-1039.
    25. Depalo, D.;, 2019. "Explaining the causal effect of adherence to medication on cholesterol through the marginal patient," Health, Econometrics and Data Group (HEDG) Working Papers 19/13, HEDG, c/o Department of Economics, University of York.
    26. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    27. Ot'avio Bartalotti & D'esir'e K'edagni & Vitor Possebom, 2021. "Identifying Marginal Treatment Effects in the Presence of Sample Selection," Papers 2112.07014, arXiv.org.
    28. Santiago Acerenza & Kyunghoon Ban & D'esir'e K'edagni, 2021. "Local Average and Marginal Treatment Effects with a Misclassified Treatment," Papers 2105.00358, arXiv.org, revised Sep 2024.
    29. Amanda E Kowalski, 2023. "Behaviour within a Clinical Trial and Implications for Mammography Guidelines," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(1), pages 432-462.
    30. Acton, Riley & Cortes, Kalena E. & Morales, Camila, 2024. "Distance to Opportunity: Higher Education Deserts and College Enrollment Choices," IZA Discussion Papers 17394, Institute of Labor Economics (IZA).
    31. Gabriel J. Power & Issouf Soumaré & Djerry C. Tandja M., 2022. "Certification by financial and legal advisors in private debt markets," The Financial Review, Eastern Finance Association, vol. 57(4), pages 893-923, November.
    32. Shota FUJISHIMA & Tadao HOSHINO & Shinya SUGAWARA, 2020. "Heterogeneous Treatment Effects of Place-based Policies: Which Cities Should be Targeted?," Discussion papers 20036, Research Institute of Economy, Trade and Industry (RIETI).
    33. Julian Martinez-Iriarte & Yixiao Sun, 2020. "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach," Papers 2010.15864, arXiv.org, revised Aug 2024.
    34. Eric Gautier & Stefan Soderlein, 2011. "Estimating the Distribution of Treatment Effects," Working Papers 2011-25, Center for Research in Economics and Statistics.
    35. Klein, T.J., 2008. "Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?," Other publications TiSEM e015611a-6b97-4cd5-8dc8-7, Tilburg University, School of Economics and Management.
    36. Nobuyoshi Kikuchi, 2017. "Marginal Returns to Schooling and Education Policy Change in Japan," ISER Discussion Paper 0996r, Institute of Social and Economic Research, The University of Osaka, revised Oct 2017.
    37. Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Working Papers tecipa-774, University of Toronto, Department of Economics.
    38. Anirban Basu, 2012. "Estimating Person-Centered Treatment (PeT) Effects Using Instrumental Variables," NBER Working Papers 18056, National Bureau of Economic Research, Inc.
    39. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," University of California at San Diego, Economics Working Paper Series qt99n9197q, Department of Economics, UC San Diego.
    40. Yan Liu, 2022. "Policy Learning under Endogeneity Using Instrumental Variables," Papers 2206.09883, arXiv.org, revised Mar 2024.
    41. Martinez-Iriarte, Julian & Sun, Yixiao, 2024. "Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach," Journal of Econometrics, Elsevier, vol. 244(1).
    42. Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
    43. Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker, 2012. "Counterfactual distributions of wages via quantile regression with endogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3212-3229.
    44. Klein, T.J., 2010. "Heterogeneous treatment effects : Instrumental variables without monotonicity?," Other publications TiSEM 0ec85b01-ab6a-4c2a-9e23-1, Tilburg University, School of Economics and Management.
    45. Yuya Sasaki & Takuya Ura, 2018. "Estimation and Inference for Policy Relevant Treatment Effects," Papers 1805.11503, arXiv.org, revised Jul 2020.
    46. Mogstad, Magne & Torgovitsky, Alexander & Walters, Christopher R., 2024. "Policy evaluation with multiple instrumental variables," Journal of Econometrics, Elsevier, vol. 243(1).
    47. Paul. B. Kenfac Dongmezo & P. N. Mwita & I. R. Kamga Tchwaket, 2018. "Distributive and Quantile Treatment Effects: Imputation Based Estimators Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(2), pages 1-3.
    48. Acerenza, Santiago & Ban, Kyunghoon & Kedagni, Desire, 2021. "Marginal Treatment Effects with Misclassified Treatment," ISU General Staff Papers 202106180700001132, Iowa State University, Department of Economics.
    49. Sasaki, Yuya & Ura, Takuya, 2023. "Estimation and inference for policy relevant treatment effects," Journal of Econometrics, Elsevier, vol. 234(2), pages 394-450.
    50. Matthias Westphal & Daniel A. Kamhöfer & Hendrik Schmitz, 2020. "Marginal College Wage Premiums under Selection into Employment," Working Papers CIE 133, Paderborn University, CIE Center for International Economics.
    51. Yu-Chang Chen & Haitian Xie, 2022. "Personalized Subsidy Rules," Papers 2202.13545, arXiv.org, revised Mar 2022.
    52. Shakeeb Khan & Arnaud Maurel & Yichong Zhang, 2021. "Informational Content of Factor Structures in Simultaneous Binary Response Models," NBER Working Papers 28327, National Bureau of Economic Research, Inc.
    53. Veruska Oppedisano, 2009. "The (Adverse) Effects of Expanding Higher Education: Evidence from Italy," Working Papers 200945, Geary Institute, University College Dublin.
    54. Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    55. Brantly Callaway & Weige Huang, 2020. "Distributional Effects of a Continuous Treatment with an Application on Intergenerational Mobility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 808-842, August.
    56. Manuel Arellano & Stéphane Bonhomme, 2016. "Quantile Selection Models with an Application to Understanding Changes in Wage Inequality," Working Papers wp2016_1610, CEMFI.
    57. Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
    58. Wang, Wenjie & Ida, Takanori & Shimada, Hideki, 2020. "Default effect versus active decision: Evidence from a field experiment in Los Alamos," European Economic Review, Elsevier, vol. 128(C).
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    60. Shao-Hsun Keng & Chun-Hung Lin & Peter F. Orazem, 2017. "Expanding College Access in Taiwan, 1978-2014: Effects on Graduate Quality and Income Inequality," Journal of Human Capital, University of Chicago Press, vol. 11(1), pages 1-34.
    61. David Powell, 2020. "Quantile Treatment Effects in the Presence of Covariates," The Review of Economics and Statistics, MIT Press, vol. 102(5), pages 994-1005, December.
    62. Tobias J. Klein, 2006. "College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," JEPS Working Papers 06-001, JEPS.
    63. Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2024. "Endogeneity in weakly separable models without monotonicity," Journal of Econometrics, Elsevier, vol. 238(1).
    64. Sarnetzki, Florian & Dzemski, Andreas, 2014. "Overidentification test in a nonparametric treatment model with unobserved heterogeneity," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100620, Verein für Socialpolitik / German Economic Association.
    65. Anirban Basu & Anupam B. Jena & Dana P. Goldman & Tomas J. Philipson & Robert Dubois, 2014. "Heterogeneity In Action: The Role Of Passive Personalization In Comparative Effectiveness Research," Health Economics, John Wiley & Sons, Ltd., vol. 23(3), pages 359-373, March.
    66. Wenxiao Wang & Christopher Findlay & Shandre Thangavelu, 2021. "Trade, technology, and the labour market: impacts on wage inequality within countries," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 35(1), pages 19-35, May.
    67. Martínez-Iriarte, Julian & Sun, Yixiao, 2021. "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: an Unconditional MTE Approach," University of California at San Diego, Economics Working Paper Series qt2bc57830, Department of Economics, UC San Diego.
    68. Songnian Chen & Shakeeb Khan & Xun Tang, 2022. "Endogeneity in Weakly Separable Models without Monotonicity," Papers 2208.05047, arXiv.org.
    69. Blaise Melly und Kaspar W thrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
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    72. Fan, Yanqin & Guerre, Emmanuel & Zhu, Dongming, 2017. "Partial identification of functionals of the joint distribution of “potential outcomes”," Journal of Econometrics, Elsevier, vol. 197(1), pages 42-59.
    73. Sisi Zhang, 2014. "Wage shocks, household labor supply, and income instability," Journal of Population Economics, Springer;European Society for Population Economics, vol. 27(3), pages 767-796, July.
    74. Guillermo Cruces & Verónica Amarante & Estefanía Lotitto, 2024. "Generative Artificial Intelligence and Its Implications for Labor Markets in Developing Countries: A Review Essay," CEDLAS, Working Papers 0343, CEDLAS, Universidad Nacional de La Plata.

  48. Rachel Griffith & Sokbae Lee & John Van Reenen, 2008. "Is Distance Dying at Last?," CentrePiece - The magazine for economic performance 240, Centre for Economic Performance, LSE.

    Cited by:

    1. Carlo Menon, 2009. "Stars and Comets: An Exploration of the Patent Universe," SERC Discussion Papers 0037, Centre for Economic Performance, LSE.
    2. Philippe Aghion & Antoine Dechezleprêtre & David Hemous & Ralf Martin & John Van Reenen, 2012. "Carbon Taxes, Path Dependency and Directed Technical Change: Evidence from the Auto Industry," Working Papers 2012.99, Fondazione Eni Enrico Mattei.
    3. Wiljan van den Berge & Jonneke Bolhaar & Roel van Elk, 2017. "Knowledge diffusion across regions and countries: evidence from patent citations," CPB Discussion Paper 348, CPB Netherlands Bureau for Economic Policy Analysis.

  49. Joel L. Horowitz & Sokbae (Simon) Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Tu, Yundong & Liang, Han-Ying & Wang, Qiying, 2022. "Nonparametric inference for quantile cointegrations with stationary covariates," Journal of Econometrics, Elsevier, vol. 230(2), pages 453-482.
    2. Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
    3. Horowitz, Joel L., 2012. "Specification testing in nonparametric instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 383-396.
    4. Horowitz, Joel L., 2021. "Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models," Journal of Econometrics, Elsevier, vol. 222(2), pages 1057-1082.
    5. Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.

  50. Sokbae Lee & Myunghwan Seo, 2007. "Semiparametric Estimation Of A Binaryresponse Model With A Change-Pointdue To A Covariate Threshold," STICERD - Econometrics Paper Series 516, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
    2. Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
    3. Mayer Walter J. & Wu Chen, 2013. "A maximum score test for binary response models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 619-639, December.
    4. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    5. Wayne Yuan Gao & Sheng Xu & Kan Xu, 2020. "Two-Stage Maximum Score Estimator," Papers 2009.02854, arXiv.org, revised Sep 2022.
    6. Michael W. Robbins & Colin M. Gallagher & Robert B. Lund, 2016. "A General Regression Changepoint Test for Time Series Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 670-683, April.

  51. Rachel Griffith & Sokbae Lee & John Van Reenen, 2007. "Is Distance Dying at Last? Falling Home Bias in Fixed Effects Models of Patent Citations," CEP Discussion Papers dp0818, Centre for Economic Performance, LSE.

    Cited by:

    1. Li, Yao Amber, 2014. "Borders and distance in knowledge spillovers: Dying over time or dying with age?—Evidence from patent citations," European Economic Review, Elsevier, vol. 71(C), pages 152-172.
    2. Van Reenen, John, 2021. "Innovation and human capital policy," LSE Research Online Documents on Economics 119783, London School of Economics and Political Science, LSE Library.
    3. Keith Head & Thierry Mayer, 2013. "What Separates Us? Sources of Resistance to Globalization," SciencePo Working papers Main hal-03460713, HAL.
    4. Deng, Paul, 2011. "Research Clusters and Technology Diffusion," MPRA Paper 51164, University Library of Munich, Germany.
    5. Nicholas Bloom & Luis Garicano & Raffaella Sadun & John Van Reenen, 2009. "The distinct effects of Information Technology and Communication Technology on firm organization," NBER Working Papers 14975, National Bureau of Economic Research, Inc.
    6. Yan, Yan & Li, Yi, 2023. "Technology spillovers, strategic environmental policy, and foreign direct investment," Energy Economics, Elsevier, vol. 127(PA).
    7. Mayer, Thierry & Head, Keith & Ries, John, 2007. "How Remote is the Offshoring Threat?," CEPR Discussion Papers 6542, C.E.P.R. Discussion Papers.
    8. Chiara Criscuolo & Angelo Secchi, 2016. "Resources (mis)allocation, innovation and the competitiveness of Europe," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 43(1), pages 1-9, March.
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    12. Cappelli, Riccardo & Montobbio, Fabio, 2013. "European Integration and Knowledge Flows across European Regions," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201322, University of Turin.
    13. Riccardo Crescenzi & Max Nathan & Andrés Rodríguez-Pose, 2014. "Do Inventors Talk to Strangers? On Proximity and Collaborative Knowledge Creation," SERC Discussion Papers 0153, Centre for Economic Performance, LSE.
    14. Ortega-Argilés , Raquel & Moreno, Rosina, 2009. "Evidence on the role of ownership structure on firms’ innovative performance," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 15, pages 231-250.
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    16. Sergey Lychagin & Joris Pinkse & Margaret E. Slade & John Van Reenen, 2010. "Spillovers in Space: Does Geography Matter?," CEP Discussion Papers dp0991, Centre for Economic Performance, LSE.
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    18. Philippe Aghion & Antoine Dechezleprêtre & David Hemous & Ralf Martin & John Van Reenen, 2012. "Carbon Taxes, Path Dependency and Directed Technical Change: Evidence from the Auto Industry," Working Papers 2012.99, Fondazione Eni Enrico Mattei.
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    22. Inoue, Hiroyasu & Nakajima, Kentaro & Saito, Yukiko Umeno, 2016. "Localization of Collaborations in Knowledge Creation," HIT-REFINED Working Paper Series 58, Institute of Economic Research, Hitotsubashi University.
    23. Todo, Yasuyuki & Matous, Petr & Inoue, Hiroyasu, 2016. "The strength of long ties and the weakness of strong ties: Knowledge diffusion through supply chain networks," Research Policy, Elsevier, vol. 45(9), pages 1890-1906.
    24. Pierre Cotterlaz & Arthur Guillouzouic, 2024. "The Percolation of Knowledge across Space," Working Papers 2024-08, CEPII research center.
    25. Hiroyasu INOUE & Kentaro NAKAJIMA & Tetsuji OKAZAKI & Yukiko SAITO, 2022. "The Role of Face-to-face Contact in Innovation: The Evidence from the Spanish Flu Pandemic in Japan," Discussion papers 22026, Research Institute of Economy, Trade and Industry (RIETI).
    26. Tatiana Kiseleva & Ali Palali & Bas Straathof, 2016. "Do national borders slow down knowledge diffusion within new technological fields? The case of big data in Europe," CPB Discussion Paper 330, CPB Netherlands Bureau for Economic Policy Analysis.
    27. Nivedita Mukherji & Jonathan Silberman, 2013. "Absorptive Capacity, Knowledge Flows, And Innovation In U.S. Metropolitan Areas," Journal of Regional Science, Wiley Blackwell, vol. 53(3), pages 392-417, August.
    28. Head, Keith & Li, Yao Amber & Minondo, Asier, 2018. "Geography, Ties, and Knowledge Flows: Evidence from Citations in Mathematics," CEPR Discussion Papers 12942, C.E.P.R. Discussion Papers.
    29. Hiroyasu Inoue & Kentaro Nakajima & Tetsuji Okazaki & Yukiko U. Saito, 2022. "Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s," CIRJE F-Series CIRJE-F-1192, CIRJE, Faculty of Economics, University of Tokyo.
    30. Dekker, Thijs & Vollebergh, Herman R.J. & de Vries, Frans P. & Withagen, Cees A., 2012. "Inciting protocols," Journal of Environmental Economics and Management, Elsevier, vol. 64(1), pages 45-67.
    31. Laura Abramovsky & Helen Simpson, 2009. "Geographic proximity and firm-university innovation linkages: evidence from Great Britain," IFS Working Papers W09/03, Institute for Fiscal Studies.
    32. Thomas Bolli & Joerg Schlaepfer, 2013. "Job Mobility, Peer Effects, and Research Productivity in Economics," KOF Working papers 13-342, KOF Swiss Economic Institute, ETH Zurich.
    33. Andreas Teichgraeber & John Van Reenen, 2022. "A policy toolkit to increase research and innovation in the European Union," POID Working Papers 025, Centre for Economic Performance, LSE.
    34. Soonwoo Kwon & Jihong Lee & Sokbae (Simon) Lee, 2014. "International trends in technological progress: stylized facts from patent citations, 1980-2011," CeMMAP working papers CWP16/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    35. Griffith, Rachel & Lee, Sokbae & Straathof, Bas, 2017. "Recombinant innovation and the boundaries of the firm," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 34-56.
    36. Laura Abramovsky & Rachel Griffith & Gareth Macartney & Helen Miller, 2008. "The location of innovative activity in Europe," IFS Working Papers W08/10, Institute for Fiscal Studies.
    37. Pierre Cotterlaz, 2021. "Three essays on spatial frictions [Trois essais sur les frictions spatiales]," SciencePo Working papers Main tel-03436173, HAL.
    38. Keith Head & Thierry Mayer, 2013. "Innis Lecture: What separates us? Sources of resistance to globalization," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 46(4), pages 1196-1231, November.
    39. Hätönen, Jussi, 2011. "The economic impact of fixed and mobile high-speed networks," EIB Papers 7/2011, European Investment Bank, Economics Department.
    40. Sarah C. Armitage & Noël Bakhtian & Adam B. Jaffe, 2023. "Innovation Market Failures and the Design of New Climate Policy Instruments," NBER Working Papers 31622, National Bureau of Economic Research, Inc.
    41. Sung, Bongsuk & Soh, Jin Young & Park, Chun Gun, 2022. "Comparing government support, firm heterogeneity, and inter-firm spillovers for productivity enhancement: Evidence from the Korean solar energy technology industry," Energy, Elsevier, vol. 246(C).
    42. Hyuk-Soo Kwon & Jihong Lee & Sokbae (Simon) Lee & Ryungha Oh, 2017. "Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015," CeMMAP working papers CWP55/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    43. Drivas, Kyriakos & Economidou, Claire, 2014. "Is Geographic Nearness Important for Trading Ideas? Evidence from the US," MPRA Paper 58105, University Library of Munich, Germany.
    44. Nivedita Mukherji & Jonathan Silberman, 2021. "Knowledge flows between universities and industry: the impact of distance, technological compatibility, and the ability to diffuse knowledge," The Journal of Technology Transfer, Springer, vol. 46(1), pages 223-257, February.
    45. Hain, Daniel S. & Jurowetzki, Roman & Buchmann, Tobias & Wolf, Patrick, 2022. "A text-embedding-based approach to measuring patent-to-patent technological similarity," Technological Forecasting and Social Change, Elsevier, vol. 177(C).
    46. Chun-chieh Wang & Mu-hsuan Huang & Dar-zen Chen, 2012. "The Evolution of Knowledge Spillover and Company cluster in Semiconductor Industry," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 3(2), pages 109-124, June.
    47. Koch, Leonie & Simmler, Martin, 2020. "How important are local knowledge spillovers of public R&D and what drives them?," Research Policy, Elsevier, vol. 49(7).
    48. Carlo MENON, 2014. "La propagation des grandes idées? L\'impact de l\'activité de brevet des firmes leader sur les inventeurs locaux," Cahiers du GREThA (2007-2019) 2014-11, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    49. Griffith, Rachel & Abramovsky, Laura & Miller, Helen, 2012. "Offshoring high-skilled jobs: EU multinationals and domestic employment of inventors," CEPR Discussion Papers 8837, C.E.P.R. Discussion Papers.
    50. Leonie Koch & Martin Simmler, 2020. "How Important are Local Knowledge Spillovers of Public R&D and What Drives Them?," EconPol Working Paper 42, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    51. Brynjolfsson, Erik, 2011. "ICT, innovation and the e-economy," EIB Papers 8/2011, European Investment Bank, Economics Department.
    52. Dietmar Harhoff & Elisabeth Mueller & John Van Reenen, 2014. "What are the Channels for Technology Sourcing? Panel Data Evidence from German Companies," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(1), pages 204-224, March.
    53. Ullrich Heilemann & Karsten Müller, 2018. "Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker [Few differences—on the accuracy of international forecasts and forecaster]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 195-233, December.
    54. Wiljan van den Berge & Jonneke Bolhaar & Roel van Elk, 2017. "Knowledge diffusion across regions and countries: evidence from patent citations," CPB Discussion Paper 348, CPB Netherlands Bureau for Economic Policy Analysis.
    55. Eric T. Stuen, 2013. "Aggregate evidence of localized academic knowledge transfer in the U.S," Economics Bulletin, AccessEcon, vol. 33(2), pages 1468-1478.
    56. Deyu Li & Floor Alkemade & Koen Frenken & Gaston Heimeriks, 2023. "Catching up in clean energy technologies: a patent analysis," The Journal of Technology Transfer, Springer, vol. 48(2), pages 693-715, April.
    57. Lihuan Guo & Dongqiang Guo & Wei Wang & Hongwei Wang & Yenchun Jim Wu, 2018. "Distance Diffusion of Home Bias for Crowdfunding Campaigns between Categories: Insights from Data Analytics," Sustainability, MDPI, vol. 10(4), pages 1-22, April.

  52. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2006. "Testing For Stochasticmonotonicity," STICERD - Econometrics Paper Series 504, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Jäntti, Markus & Jenkins, Stephen P., 2013. "Income Mobility," IZA Discussion Papers 7730, Institute of Labor Economics (IZA).
    2. Seo, Juwon, 2018. "Tests of stochastic monotonicity with improved power," Journal of Econometrics, Elsevier, vol. 207(1), pages 53-70.
    3. Denis Chetverikov & Daniel Wilhelm, 2015. "Nonparametric instrumental variable estimation under monotonicity," CeMMAP working papers CWP39/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
    5. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on Counterfactual Distributions," Papers 0904.0951, arXiv.org, revised Sep 2013.
    6. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Takashi Kamihigashi & John Stachurski, 2011. "Existence, Stability and Computation of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2011-32, Research Institute for Economics & Business Administration, Kobe University.
    8. Daniel Wilhelm, 2019. "Testing for the Presence of Measurement Error," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-18, Economic Statistics Centre of Excellence (ESCoE).
    9. Feng, Long & Lan, Wei & Liu, Binghui & Ma, Yanyuan, 2022. "High-dimensional test for alpha in linear factor pricing models with sparse alternatives," Journal of Econometrics, Elsevier, vol. 229(1), pages 152-175.
    10. Sungwon Lee, 2021. "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers 2108.00723, arXiv.org, revised Nov 2023.
    11. Ismael Mourifié & Marc Henry & Romuald Méango, 2018. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Working Papers 2018-084, Human Capital and Economic Opportunity Working Group.
    12. Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
    13. Timothy B. Armstrong & Hock Peng Chan, 2013. "Multiscale Adaptive Inference on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1885, Cowles Foundation for Research in Economics, Yale University.
    14. Gutknecht, Daniel, 2016. "Testing for monotonicity under endogeneity," Journal of Econometrics, Elsevier, vol. 190(1), pages 100-114.
    15. Christopher A. Hennessy & Ilya A. Strebulaev, 2020. "Beyond Random Assignment: Credible Inference and Extrapolation in Dynamic Economies," Journal of Finance, American Finance Association, vol. 75(2), pages 825-866, April.
    16. Berghaus, Betina & Bücher, Axel, 2014. "Nonparametric tests for tail monotonicity," Journal of Econometrics, Elsevier, vol. 180(2), pages 117-126.
    17. Maribel Jiménez, 2016. "Movilidad Intergeneracional del Ingreso en Argentina. Un Análisis de sus Cambios Temporales desde el Enfoque de Igualdad de Oportunidades," CEDLAS, Working Papers 0203, CEDLAS, Universidad Nacional de La Plata.
    18. Vladimir Vladimirovich Vinogradov & Richard Bruce Paris, 2021. "On two extensions of the canonical Feller–Spitzer distribution," Journal of Statistical Distributions and Applications, Springer, vol. 8(1), pages 1-25, December.
    19. Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
    20. Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
    21. Takashi Kamihigashi & John Stachurski, 2014. "Partial Stochastic Dominance," Discussion Paper Series DP2014-23, Research Institute for Economics & Business Administration, Kobe University.
    22. Valentino Dardanoni & Mario Fiorini & Antonio Forcina, 2012. "Stochastic monotonicity in intergenerational mobility tables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(1), pages 85-107, January.
    23. Inass Soukarieh & Salim Bouzebda, 2022. "Exchangeably Weighted Bootstraps of General Markov U -Process," Mathematics, MDPI, vol. 10(20), pages 1-42, October.
    24. Arden Finn & Murray Leibbrandt & Vimal Ranchhod, 2016. "Patterns of persistence: Intergenerational mobility and education in South Africa," SALDRU Working Papers 175, Southern Africa Labour and Development Research Unit, University of Cape Town.
    25. Daouia, Abdelaati & Noh, Hohsuk & Park, Byeong U., 2013. "Data envelope fitting with constrained polynomial splines," TSE Working Papers 13-449, Toulouse School of Economics (TSE).
    26. Takashi Kamihigashi & John Stachurski, 2012. "Existence, Uniqueness and Stability of Stationary Distributions: An Extension of the Hopenhayn-Prescott Theorem," Discussion Paper Series DP2012-27, Research Institute for Economics & Business Administration, Kobe University.
    27. Salim Bouzebda & Thouria El-hadjali & Anouar Abdeldjaoued Ferfache, 2023. "Uniform in Bandwidth Consistency of Conditional U-statistics Adaptive to Intrinsic Dimension in Presence of Censored Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1548-1606, August.
    28. Misha Beek & Hennie Daniels, 2014. "A Non-parametric Test for Partial Monotonicity in Multiple Regression," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 87-100, June.
    29. Ibarra-Ramírez Raúl, 2011. "Stocks, Bonds and the Investment Horizon: A Spatial Dominance Approach," Working Papers 2011-03, Banco de México.
    30. Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
    31. José Romeo & Nelson Tanaka & Antonio Pedroso-de-Lima & Victor Salinas-Torres, 2013. "Large sample properties for a class of copulas in bivariate survival analysis," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(8), pages 997-1015, November.
    32. Takashi Kamihigashi & John Stachurski, 2011. "Stability of Stationary Distributions in Monotone Economies," ANU Working Papers in Economics and Econometrics 2011-561, Australian National University, College of Business and Economics, School of Economics.
    33. Aradillas-López, Andrés & Gandhi, Amit & Quint, Daniel, 2016. "A simple test for moment inequality models with an application to English auctions," Journal of Econometrics, Elsevier, vol. 194(1), pages 96-115.
    34. Gutknecht, Daniel, 2012. "Do Reservation Wages Decline Monotonically? A Novel Statistical Test," Economic Research Papers 270635, University of Warwick - Department of Economics.
    35. Salim Bouzebda & Boutheina Nemouchi, 2023. "Weak-convergence of empirical conditional processes and conditional U-processes involving functional mixing data," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 33-88, April.
    36. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    37. Salim Bouzebda & Inass Soukarieh, 2022. "Non-Parametric Conditional U -Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design," Mathematics, MDPI, vol. 11(1), pages 1-69, December.
    38. Lee, Tae-Hwy & Tu, Yundong & Ullah, Aman, 2014. "Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting," Journal of Econometrics, Elsevier, vol. 182(1), pages 196-210.
    39. Delgado, Miguel A. & Escanciano, Juan Carlos, 2012. "Distribution-free tests of stochastic monotonicity," Journal of Econometrics, Elsevier, vol. 170(1), pages 68-75.
    40. Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
    41. Salim Bouzebda & Amel Nezzal & Tarek Zari, 2022. "Uniform Consistency for Functional Conditional U -Statistics Using Delta-Sequences," Mathematics, MDPI, vol. 11(1), pages 1-39, December.
    42. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.
    43. Ying-Ying Lee, 2014. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Economics Series Working Papers 706, University of Oxford, Department of Economics.
    44. Daniel Gutknecht, 2013. "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers 673, University of Oxford, Department of Economics.

  53. Joel L. Horowitz & Sokbae (Simon) Lee, 2006. "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers CWP09/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Frédérique Fève & Jean-Pierre Florens, 2010. "The practice of non-parametric estimation by solving inverse problems: the example of transformation models," Econometrics Journal, Royal Economic Society, vol. 13(3), pages 1-27, October.
    2. Xiaohong Chen & Demian Pouzo, 2014. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," CeMMAP working papers 38/14, Institute for Fiscal Studies.
    3. Xiaohong Chen & Demian Pouzo & James L. Powell, 2019. "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers 1902.10100, arXiv.org.
    4. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2014.
    5. Joel L. Horowitz & Sokbae (Simon) Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
    7. Andrii Babii & Jean-Pierre Florens, 2020. "Are unobservables separable?," Working Papers hal-02532383, HAL.
    8. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," Working Papers halshs-00854527, HAL.
    9. Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2012. "On the testability of identification in some nonparametric models with endogeneity," CeMMAP working papers 18/12, Institute for Fiscal Studies.
    10. Xiaohong Chen & Markus Reiss, 2007. "On rate optimality for ill-posed inverse problems in econometrics," CeMMAP working papers CWP20/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
    12. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
    13. Wüthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
    14. Xiaohong Chen & Demian Pouzo, 2013. "Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models," Cowles Foundation Discussion Papers 1897, Cowles Foundation for Research in Economics, Yale University.
    15. Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers 68/15, Institute for Fiscal Studies.
    16. Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
    17. Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2009. "Instrumental Regression in Partially Linear Models," TSE Working Papers 10-167, Toulouse School of Economics (TSE).
    18. Donald W.K. Andrews, 2011. "Examples of L^2-Complete and Boundedly-Complete Distributions," Cowles Foundation Discussion Papers 1801, Cowles Foundation for Research in Economics, Yale University.
    19. Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
    20. Jiafeng Chen & Daniel L. Chen & Greg Lewis, 2020. "Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models," Papers 2011.06158, arXiv.org, revised Jun 2021.
    21. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
    22. Jean-Jacques Forneron, 2019. "A Sieve-SMM Estimator for Dynamic Models," Papers 1902.01456, arXiv.org, revised Jan 2023.
    23. Joachim Freyberger & Joel L. Horowitz, 2013. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers CWP31/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers CWP34/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Yingyao Hu & Ji-Liang Shiu, 2011. "Nonparametric identification using instrumental variables: sufficient conditions for completeness," CeMMAP working papers CWP25/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Joel L. Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers CWP30/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    27. Xiaohong Chen & Andres Santos, 2018. "Overidentification in Regular Models," Econometrica, Econometric Society, vol. 86(5), pages 1771-1817, September.
    28. Dunker, F. & Florens, J.P. & Hohage, T. & Johannes, J. & Mammen, E., 2011. "Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression," LIDAM Discussion Papers ISBA 2011045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    29. Joachim Freyberger & Joel L. Horowitz, 2013. "Identification and shape restrictions in nonparametric instrumental variables estimation," CeMMAP working papers 31/13, Institute for Fiscal Studies.
    30. Gagliardini, Patrick & Scaillet, Olivier, 2012. "Tikhonov regularization for nonparametric instrumental variable estimators," Journal of Econometrics, Elsevier, vol. 167(1), pages 61-75.
    31. Fève, Frédérique & Florens, Jean-Pierre, 2014. "Iterative algorithm for non parametric estimation of the instrumental variables quantiles," Economics Letters, Elsevier, vol. 123(3), pages 300-304.
    32. Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
    33. Christos Kollias & Suzanna Maria Paleologou & Panayiotis Tzeremes & Nickolaos Tzeremes, 2018. "The demand for military spending in Latin American countries," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 27(1), pages 1-17, December.
    34. Darolles, Serge & Fan, Yanqin & Florens, Jean-Pierre & Renault, Eric, 2003. "Non Parametric Instrumental Regression," IDEI Working Papers 228, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2010.
    35. Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," AMSE Working Papers 1716, Aix-Marseille School of Economics, France.
    36. Cazals, Catherine & Feve, Frederique & Florens, Jean-Pierre & Simar, Leopold, 2014. "Non Parametric Instrumental Variables Estimation for Efficiency Frontier," LIDAM Discussion Papers ISBA 2014032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    37. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    38. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
    39. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers CWP37/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    40. V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
    41. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    42. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," University of California at San Diego, Economics Working Paper Series qt99n9197q, Department of Economics, UC San Diego.
    43. Liu, Chu-An & Tao, Jing, 2016. "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper 69492, University Library of Munich, Germany.
    44. Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
    45. Horowitz, Joel L. & Lee, Sokbae, 2012. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
    46. Pedro Carneiro & Sokbae (Simon) Lee, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," CeMMAP working papers CWP01/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    47. Florens, Jean-Pierre & Simon, Guillaume, 2010. "Endogeneity and Instrumental Variables in Dynamic Models," TSE Working Papers 10-178, Toulouse School of Economics (TSE).
    48. Florens, Jean-Pierre & Johannes, Jan & Van Bellegem, Sébastien, 2011. "Identification And Estimation By Penalization In Nonparametric Instrumental Regression," Econometric Theory, Cambridge University Press, vol. 27(3), pages 472-496, June.
    49. Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
    50. Horowitz, Joel L., 2012. "Specification testing in nonparametric instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 167(2), pages 383-396.
    51. Xiaohong Chen & Yin Jia Jeff Qiu, 2016. "Methods for Nonparametric and Semiparametric Regressions with Endogeneity: A Gentle Guide," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 259-290, October.
    52. Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017. "Functional linear regression with functional response," Journal of Econometrics, Elsevier, vol. 201(2), pages 269-291.
    53. Harding, Matthew & Lamarche, Carlos, 2013. "Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences," IZA Discussion Papers 7741, Institute of Labor Economics (IZA).
    54. Feve, Frederique & Florens, Jean-Pierre & Van Keilegom, Ingrid, 2012. "Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models," LIDAM Discussion Papers ISBA 2012036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    55. Guido Imbens, 2014. "Instrumental Variables: An Econometrician's Perspective," NBER Working Papers 19983, National Bureau of Economic Research, Inc.
    56. Fabian Dunker, 2015. "Adaptive estimation for some nonparametric instrumental variable models," Papers 1511.03977, arXiv.org, revised Aug 2021.
    57. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    58. Hu, Yingyao & Schennach, Susanne M. & Shiu, Ji-Liang, 2017. "Injectivity of a class of integral operators with compactly supported kernels," Journal of Econometrics, Elsevier, vol. 200(1), pages 48-58.
    59. He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
    60. Yingying DONG & Ying-Ying LEE & Michael GOU, 2019. "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers 19058, Research Institute of Economy, Trade and Industry (RIETI).
    61. Breunig, Christoph, 2016. "Specification testing in nonparametric instrumental quantile regression," SFB 649 Discussion Papers 2016-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    62. Daniel Wilhelm, 2015. "Identification and estimation of nonparametric panel data regressions with measurement error," CeMMAP working papers 34/15, Institute for Fiscal Studies.
    63. Krief, Jerome M., 2017. "Direct instrumental nonparametric estimation of inverse regression functions," Journal of Econometrics, Elsevier, vol. 201(1), pages 95-107.
    64. Florens, Jean-Pierre & Simon, Guillaume, 2010. "Endogeneity and Instrumental Variables in Dynamic Models," IDEI Working Papers 624, Institut d'Économie Industrielle (IDEI), Toulouse.
    65. Hong, Shengjie, 2017. "Inference in semiparametric conditional moment models with partial identification," Journal of Econometrics, Elsevier, vol. 196(1), pages 156-179.
    66. d'Haultfoeuille, Xavier, 2010. "A new instrumental method for dealing with endogenous selection," Journal of Econometrics, Elsevier, vol. 154(1), pages 1-15, January.
    67. Horowitz, Joel L., 2014. "Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter," Journal of Econometrics, Elsevier, vol. 180(2), pages 158-173.
    68. Kaspar W thrich, 2015. "Semiparametric estimation of quantile treatment effects with endogeneity," Diskussionsschriften dp1509, Universitaet Bern, Departement Volkswirtschaft.
    69. Joel L. Horowitz, 2013. "Ill-posed inverse problems in economics," CeMMAP working papers 37/13, Institute for Fiscal Studies.
    70. Lee, Sungwon, 2023. "Efficient estimation of a triangular system of equations for quantile regression," Economics Letters, Elsevier, vol. 226(C).
    71. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
    72. Asin, Nicolas & Johannes, Jan, 2016. "Adaptive non-parametric instrumental regression in the presence of dependence," LIDAM Discussion Papers ISBA 2016015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    73. Marina Dias & Demian Pouzo, 2021. "Inference for multi-valued heterogeneous treatment effects when the number of treated units is small," Papers 2105.10965, arXiv.org.
    74. Joel L. Horowitz, 2013. "Adaptive nonparametric instrumental variables estimation: empirical choice of the regularization parameter," CeMMAP working papers 30/13, Institute for Fiscal Studies.
    75. Junlong Feng, 2019. "Matching Points: Supplementing Instruments with Covariates in Triangular Models," Papers 1904.01159, arXiv.org, revised Jul 2020.

  54. Sokbae (Simon) Lee, 2005. "Identification of a competing risks model with unknown transformations of latent failure times," CeMMAP working papers CWP17/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Christian N. Brinch, 2009. "Non-parametric identication of the mixed proportional hazards model with interval-censored durations," Discussion Papers 600, Statistics Norway, Research Department.
    2. D'Haultfoeuille, Xavier & Maurel, Arnaud, 2009. "Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France," IZA Discussion Papers 4606, Institute of Labor Economics (IZA).
    3. Arnaud Maurel & Xavier D'Haultfoeuille, 2011. "Inference on an Extended Roy Model, with an Application to Schooling Decisions in France," Working Papers 11-10, Duke University, Department of Economics.
    4. Effraimidis, Georgios, 2016. "Nonparametric Identification of a Time-Varying Frailty Model," DaCHE discussion papers 2016:6, University of Southern Denmark, Dache - Danish Centre for Health Economics.
    5. D’Haultfoeuille, Xavier & Maurel, Arnaud, 2013. "Another Look At The Identification At Infinity Of Sample Selection Models," Econometric Theory, Cambridge University Press, vol. 29(1), pages 213-224, February.
    6. Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008. "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers 13949, National Bureau of Economic Research, Inc.
    7. Guillaume HORNY & Matteo PICCHIO, 2009. "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," LIDAM Discussion Papers IRES 2009001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    8. Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
    9. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.

  55. Sokbae (Simon) Lee & Ralf A. Wilke Wilke, 2005. "Reform of unemployment compensation in Germany: a nonparametric bounds analysis using register data," CeMMAP working papers CWP02/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Fitzenberger, Bernd & Wilke, Ralf, 2007. "New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work," IZA Discussion Papers 2609, Institute of Labor Economics (IZA).
    2. Maximilian Joseph Blömer & Nicole Guertzgen & Laura Pohlan & Holger Stichnoth & Gerard J. Van den Berg, 2018. "Unemployment Effects of the German Minimum Wage in an Equilibrium Job Search Model," CESifo Working Paper Series 7160, CESifo.
    3. van den Berg, Gerard & Gürtzgen, Nicole & Lochner, Benjamin & Pohlan, Laura, 2021. "Does online search improve the match quality of new hires?," Working Paper Series 2021:8, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    4. Gürtzgen, Nicole & (né Nolte), André Diegmann & Pohlan, Laura & van den Berg, Gerard J., 2021. "Do digital information technologies help unemployed job seekers find a job? Evidence from the broadband internet expansion in Germany," European Economic Review, Elsevier, vol. 132(C).
    5. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012. "Intersection bounds: estimation and inference," CeMMAP working papers CWP33/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Aretz, Bodo & Gürtzgen, Nicole, 2012. "What explains the decline in wage mobility in the German low-wage sector?," ZEW Discussion Papers 12-041, ZEW - Leibniz Centre for European Economic Research.
    7. Dlugosz, Stephan & Stephan, Gesine & Wilke, Ralf A., 2009. "Fixing the leak: unemployment incidence before and after the 2006 reform of unemployment benefits in Germany," ZEW Discussion Papers 09-079, ZEW - Leibniz Centre for European Economic Research.
    8. Arntz, Melanie, 2005. "The Geographical Mobility of Unemployed Workers: Evidence from West Germany," ZEW Discussion Papers 05-34, ZEW - Leibniz Centre for European Economic Research.
    9. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    10. Bruno Rodrigues & Vincent Vergnat, 2019. "The time and the transitions back to work in France after maternity," Review of Economics of the Household, Springer, vol. 17(3), pages 861-888, September.
    11. Wilke, Ralf A. & Lo, Simon M. S. & Arntz, Melanie, 2007. "Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Imigration in Germany," ZEW Discussion Papers 07-049, ZEW - Leibniz Centre for European Economic Research.
    12. Kruppe, Thomas & Müller, Eva & Wichert, Laura & Wilke, Ralf A., 2007. "On the Definition of Unemployment and its Implementation in Register Data: The Case of Germany," ZEW Discussion Papers 07-041, ZEW - Leibniz Centre for European Economic Research.
    13. Bernd Fitzenberger & Ralf A. Wilke, 2010. "New Insights into Unemployment Duration and Post Unemployment Earnings in Germany," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(6), pages 794-826, December.
    14. Ralf Wilke, 2009. "Unemployment Duration in the United Kingdom: An Incomplete Data Approach," Discussion Papers 09/02, University of Nottingham, School of Economics.
    15. Lo Simon M.S. & Stephan Gesine & Wilke Ralf A., 2017. "Competing Risks Copula Models for Unemployment Duration: An Application to a German Hartz Reform," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-20, January.
    16. Trine Filges & Anders Bruun Jonassen & Anne‐Marie Klint Jørgensen, 2018. "Reducing unemployment benefit duration to increase job finding rates: a systematic review," Campbell Systematic Reviews, John Wiley & Sons, vol. 14(1), pages 1-194.
    17. Lo, Simon M.S. & Stephan, Gesine & Wilke, Ralf, 2012. "Estimating the Latent Effect of Unemployment Benefits on Unemployment Duration," IZA Discussion Papers 6650, Institute of Labor Economics (IZA).
    18. Gürtzgen, Nicole & Hiesinger, Karolin, 2020. "Dismissal Protection and Long-term Sickness Absence - First Evidence from Germany," IAB-Discussion Paper 202022, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    19. Aretz, Bodo & Gürtzgen, Nicole, 2012. "The Evolution of Wage Mobility in the German Low-Wage Sector - Is There Evidence for Increasing State Dependence?," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62049, Verein für Socialpolitik / German Economic Association.
    20. Boockmann, Bernhard & Steffes, Susanne, 2005. "Individual and Plant-level Determinants of Job Durations in Germany," ZEW Discussion Papers 05-89, ZEW - Leibniz Centre for European Economic Research.
    21. Arntz, Melanie & Wilke, Ralf A. & Winterhager, Henrik, 2006. "Regionenmatching im Rahmen der Evaluation der Experimentierungsklausel des § 6c SGB II: Methodische Vorgehensweise und Ergebnisse," ZEW Discussion Papers 06-061, ZEW - Leibniz Centre for European Economic Research.
    22. Melanie Arntz & Simon Lo & Ralf Wilke, 2014. "Bounds analysis of competing risks: a non-parametric evaluation of the effect of unemployment benefits on migration," Empirical Economics, Springer, vol. 46(1), pages 199-228, February.
    23. Gürtzgen, Nicole & Pohlan, Laura, 2024. "Do employers learn more from referrals than from other recruitment channels?," Labour Economics, Elsevier, vol. 89(C).
    24. Haisken-DeNew, John P. & Vorell, Matthias, 2009. "Killing them with Kindness: Negative Distributional Externalities of Increasing UI Benefits," Ruhr Economic Papers 121, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    25. Melanie Arntz, 2010. "What Attracts Human Capital? Understanding the Skill Composition of Interregional Job Matches in Germany," Regional Studies, Taylor & Francis Journals, vol. 44(4), pages 423-441.
    26. Melanie Arntz & Ralf Wilke, 2009. "Unemployment Duration in Germany: Individual and Regional Determinants of Local Job Finding, Migration and Subsidized Employment," Regional Studies, Taylor & Francis Journals, vol. 43(1), pages 43-61.
    27. Gürtzgen, Nicole & Blömer, Maximilian & Pohlan, Laura & Stichnoth, Holger & van den Berg, Gerard, 2016. "Estimating an Equilibrium Job Search Model for the German Labour Market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145950, Verein für Socialpolitik / German Economic Association.
    28. Gürtzgen, Nicole & Hiesinger, Karolin, 2020. "Dismissal protection and long-term sickness absence: First evidence from Germany," ZEW Discussion Papers 20-040, ZEW - Leibniz Centre for European Economic Research.

  56. Pedro Carneiro & Sokbae (Simon) Lee, 2005. "Ability, sorting and wage inequality," CeMMAP working papers CWP16/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Klein, Tobias J., 2010. "Heterogeneous treatment effects: Instrumental variables without monotonicity?," Journal of Econometrics, Elsevier, vol. 155(2), pages 99-116, April.
    2. Klein, T.J., 2008. "Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?," Other publications TiSEM e015611a-6b97-4cd5-8dc8-7, Tilburg University, School of Economics and Management.
    3. Klein, T.J., 2010. "Heterogeneous treatment effects : Instrumental variables without monotonicity?," Other publications TiSEM 0ec85b01-ab6a-4c2a-9e23-1, Tilburg University, School of Economics and Management.
    4. Paul Bingley & Kaare Christensen & Ian Walker, 2007. "The Returns to Observable and Unobservable Skills over time: Evidence from a Panel of the Population of Danish Twins," Working Papers 200723, Geary Institute, University College Dublin.
    5. Emanuela di Gropello, 2006. "Meeting the Challenges of Secondary Education in Latin America and East Asia : Improving Efficiency and Resource Mobilization," World Bank Publications - Books, The World Bank Group, number 7173.

  57. Sokbae (Simon) Lee, 2004. "Endogeneity in quantile regression models: a control function approach," CeMMAP working papers 08/04, Institute for Fiscal Studies.

    Cited by:

    1. Tae-Hwan Kim & Christophe Muller, 2015. "A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression," AMSE Working Papers 1522, Aix-Marseille School of Economics, France, revised May 2015.
    2. Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Sungwon Lee, 2020. "Nonparametric Identification and Estimation of Panel Quantile Models with Sample Selection," Working Papers 2012, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    4. Graddy, Kathryn & Hall, George, 2009. "A Dynamic Model of Price Discrimination and Inventory Management at the Fulton Fish Market," CEPR Discussion Papers 7315, C.E.P.R. Discussion Papers.
    5. Joel L. Horowitz & Sokbae (Simon) Lee, 2007. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," CeMMAP working papers CWP02/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Desire Kedagni & Kala Krishna & Rigissa Megalokonomou & Yingyan Zhao, 2019. "Does Class Size Matter? How, and at What Cost?," NBER Working Papers 25736, National Bureau of Economic Research, Inc.
    7. Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," Working Papers halshs-00854527, HAL.
    8. Corrado Andini, 2010. "A dynamic Mincer equation with an application to Portuguese data," Applied Economics, Taylor & Francis Journals, vol. 42(16), pages 2091-2098.
    9. Jing You & Xinxin Ding & Miguel Niño-Zarazúa & Sangui Wang, 2015. "Lofty pine and clinging vine: The educational 'Great Gatsby Curve' and the role of house prices," WIDER Working Paper Series wp-2015-147, World Institute for Development Economic Research (UNU-WIDER).
    10. Aliaksandr Amialchuk & Kateryna Bornukova & Mir M. Ali, 2012. "Smoking and Obesity Revisited: Evidence from Belarus," BEROC Working Paper Series 19, Belarusian Economic Research and Outreach Center (BEROC).
    11. Walter Beckert, 2020. "A Note on Specification Testing in Some Structural Regression Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 686-695, June.
    12. Christophe Muller, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Post-Print hal-01647474, HAL.
    13. Jia-Young Michael Fu & Joel L. Horowitz & Matthias Parey, 2015. "Testing exogeneity in nonparametric instrumental variables identified by conditional quantile restrictions," CeMMAP working papers 68/15, Institute for Fiscal Studies.
    14. David M. Kaplan, 2020. "sivqr: Smoothed IV quantile regression," Working Papers 2009, Department of Economics, University of Missouri.
    15. Angela (Xia) Liu & Tridib Mazumdar & Bo Li, 2015. "Counterfactual Decomposition of Movie Star Effects with Star Selection," Management Science, INFORMS, vol. 61(7), pages 1704-1721, July.
    16. Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
    17. Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016. "IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade," Econometrica, Econometric Society, vol. 84, pages 809-833, March.
    18. Kathryn Graddy & Peter E. Kennedy, 2006. "When are Supply and Demand Determined Recursively Rather than Simultaneously? Another look at the Fulton Fish Market Data," Economics Series Working Papers 297, University of Oxford, Department of Economics.
    19. Emla Fitzsimons & Marcos Vera-Hernandez, 2013. "Food for Thought? Breastfeeding and Child Development," IFS Working Papers W13/31, Institute for Fiscal Studies.
    20. Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011. "Quantile regression with censoring and endogeneity," CeMMAP working papers CWP20/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Morra, Wayne & Hearn, Gail & Buck, Andrew J., 2009. "The market for bushmeat: Colobus Satanas on Bioko Island," Ecological Economics, Elsevier, vol. 68(10), pages 2619-2626, August.
    22. Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.
    23. Jane Cooley Fruehwirth & Sriya Iyer & Anwen Zhang, 2016. "Religion and Depression in Adolescence," Working Papers 2016-007, Human Capital and Economic Opportunity Working Group.
    24. Jun, Sung Jae, 2009. "Local structural quantile effects in a model with a nonseparable control variable," Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
    25. Hoshino, Tadao & Yanagi, Takahide, 2023. "Treatment effect models with strategic interaction in treatment decisions," Journal of Econometrics, Elsevier, vol. 236(2).
    26. Pallab Ghosh & Kevin Grier & Jaeho Kim, 2021. "Heterogeneous endogeneity," Statistical Papers, Springer, vol. 62(2), pages 847-886, April.
    27. Jing You & Katsushi S. Imai & Raghav Gaiha, 2014. "Decoding the Growth-Nutrition Nexus in China: Inequality, Uncertainty and Food Insecurity," Economics Discussion Paper Series 1413, Economics, The University of Manchester.
    28. Jayeeta Bhattacharya, 2020. "Quantile regression with generated dependent variable and covariates," Papers 2012.13614, arXiv.org.
    29. Philip Kostov & Julie Le Gallo, 2015. "Convergence: A Story of Quantiles and Spillovers," Kyklos, Wiley Blackwell, vol. 68(4), pages 552-576, November.
    30. Vincenzo Atella & Noemi Pace & Daniela Vuri, 2008. "Are employers discriminating with respect to weight? European Evidence using Quantile Regression," CEIS Research Paper 123, Tor Vergata University, CEIS, revised 14 Jul 2008.
    31. Schwiebert, Jörg, 2012. "Semiparametric Estimation of a Sample Selection Model in the Presence of Endogeneity," Hannover Economic Papers (HEP) dp-504, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    32. Mendolia, Silvia & Paloyo, Alfredo R. & Walker, Ian, 2016. "Heterogeneous effects of high school peers on educational outcomes," Ruhr Economic Papers 612, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    33. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022. "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2041-2053, April.
    34. Huber, Martin & Melly, Blaise, 2011. "Quantile Regression in the Presence of Sample Selection," Economics Working Paper Series 1109, University of St. Gallen, School of Economics and Political Science.
    35. You, Jing & Ding, Xinxin & Niño-Zarazúa, Miguel & Wang, Sangui, 2021. "The intergenerational impact of house prices on education: evidence from China," Journal of Housing Economics, Elsevier, vol. 54(C).
    36. Liqiong Chen & Antonio F. Galvao & Suyong Song, 2021. "Quantile Regression with Generated Regressors," Econometrics, MDPI, vol. 9(2), pages 1-35, April.
    37. Serneels, Pieter & Beegle, Kathleen & Dillon, Andrew, 2017. "Do returns to education depend on how and whom you ask?," Economics of Education Review, Elsevier, vol. 60(C), pages 5-19.
    38. Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
    39. Thanh Tam Nguyen-Huu, 2023. "FDI spillovers and productivity in Vietnamese manufacturing industries - New insights from the unconditional quantile regression," Post-Print hal-04244612, HAL.
    40. Wolters, Maik H., 2012. "Estimating monetary policy reaction functions using quantile regressions," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 342-361.
    41. Vasil I. Yasenov, 2020. "Immigrants and the U.S. Wage Distribution," Upjohn Working Papers 20-320, W.E. Upjohn Institute for Employment Research.
    42. Courtemanche, Charles & Tchernis, Rusty & Ukert, Benjamin, 2018. "The effect of smoking on obesity: Evidence from a randomized trial," Journal of Health Economics, Elsevier, vol. 57(C), pages 31-44.
    43. Gilles Dufrénot & Valérie Mignon & Charalambos Tsangarides, 2009. "The Trade-Growth Nexus in the Developing Countries: a Quantile Regression Approach," Working Papers 2009-04, CEPII research center.
    44. Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020. "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-17, June.
    45. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
    46. Andini, Corrado & Andini, Monica, 2015. "A Note on Unemployment Persistence and Quantile Parameter Heterogeneity," IZA Discussion Papers 8819, Institute of Labor Economics (IZA).
    47. Antje Mertens & Vanessa Gash & Frances McGinnity, 2007. "The Cost of Flexibility at the Margin. Comparing the Wage Penalty for Fixed‐term Contracts in Germany and Spain using Quantile Regression," LABOUR, CEIS, vol. 21(4‐5), pages 637-666, December.
    48. Andrew Chesher, 2004. "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers 10/04, Institute for Fiscal Studies.
    49. Tae-Hwan Kim & Christophe Muller, 2017. "A Robust Test of Exogeneity Based on Quantile Regressions," AMSE Working Papers 1716, Aix-Marseille School of Economics, France.
    50. Thomas Bassetti & Silvia Blasi & Silvia Rita Sedita, 2021. "The management of sustainable development: A longitudinal analysis of the effects of environmental performance on economic performance," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 21-37, January.
    51. Tadao Hoshino, 2014. "Quantile regression estimation of partially linear additive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 509-536, September.
    52. David M. Kaplan, 2023. "Smoothed instrumental variables quantile regression," Papers 2310.09013, arXiv.org.
    53. Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020. "Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency," The British Accounting Review, Elsevier, vol. 52(6).
    54. Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
    55. Komarova Tatiana & Severini Thomas A. & Tamer Elie T., 2012. "Quantile Uncorrelation and Instrumental Regressions," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 2-14, August.
    56. Xin Liu, 2019. "Averaging estimation for instrumental variables quantile regression," Working Papers 1907, Department of Economics, University of Missouri.
    57. Emmanuel Skoufias & Vincenzo Di Maro & Teresa González‐Cossío & Sonia Rodríguez Ramírez, 2009. "Nutrient consumption and household income in rural Mexico," Agricultural Economics, International Association of Agricultural Economists, vol. 40(6), pages 657-675, November.
    58. Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
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    Cited by:

    1. Ai, Chunrong & Li, Hongjun & Lin, Zhongjian & Meng, Meixia, 2015. "Estimation of panel data partly specified Tobit regression with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 316-326.
    2. De Gooijer, Jan G. & Zerom, Dawit, 2019. "Semiparametric quantile averaging in the presence of high-dimensional predictors," International Journal of Forecasting, Elsevier, vol. 35(3), pages 891-909.
    3. Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining, 2013. "Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators," SFB 649 Discussion Papers 2013-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    4. Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme, 2015. "Conditional quantile estimation based on optimal quantization: From theory to practice," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 20-39.
    5. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers 1650R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2009.
    6. Francesco Bravo, 2020. "Semiparametric quantile regression with random censoring," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 265-295, February.
    7. Wu, Tracy Z. & Yu, Keming & Yu, Yan, 2010. "Single-index quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 101(7), pages 1607-1621, August.
    8. Cai, Zongwu & Xu, Xiaoping, 2008. "Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1595-1608.
    9. Kanas, Angelos & Molyneux, Philip, 2018. "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 204-227.
    10. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
    11. Cui, Xia & Zhao, Weihua & Lian, Heng & Liang, Hua, 2019. "Pursuit of dynamic structure in quantile additive models with longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 42-60.
    12. Huu Manh Nguyen & Thi Huong Giang Vuong & Thi Huong Nguyen & Yang-Che Wu & Wing-Keung Wong, 2020. "Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms," Sustainability, MDPI, vol. 12(9), pages 1-25, May.
    13. Song Song & Wolfgang K. Härdle & Ya'acov Ritov, 2014. "Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 101-131, June.
    14. Lian, Heng, 2012. "A note on the consistency of Schwarz’s criterion in linear quantile regression with the SCAD penalty," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1224-1228.
    15. Shujie Ma & Oliver Linton & Jiti Gao, 2017. "Estimation and inference in semiparametric quantile factor models," Monash Econometrics and Business Statistics Working Papers 8/17, Monash University, Department of Econometrics and Business Statistics.
    16. Zongwu Cai & Qi Li, 2013. "Some Recent Develop- ments on Nonparametric Econometrics," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    17. Arthur Lewbel & Xun Lu & Liangjun Su, 2012. "Specification Testing for Transformation Models with an Application to Generalized Accelerated Failure-time Models," Boston College Working Papers in Economics 817, Boston College Department of Economics, revised 01 May 2013.
    18. Tadao Hoshino, 2014. "Quantile regression estimation of partially linear additive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(3), pages 509-536, September.
    19. Alexandre Belloni & Victor Chernozhukov & Ivan Fernandez-Val, 2011. "Conditional quantile processes based on series or many regressors," CeMMAP working papers CWP19/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel, 2022. "Opening the black box – Quantile neural networks for loss given default prediction," Journal of Banking & Finance, Elsevier, vol. 134(C).
    21. Cai, Zongwu & Xiao, Zhijie, 2012. "Semiparametric quantile regression estimation in dynamic models with partially varying coefficients," Journal of Econometrics, Elsevier, vol. 167(2), pages 413-425.
    22. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
    23. Su Liangjun & Tadao Hoshino, 2015. "Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models," Working Papers 01-2015, Singapore Management University, School of Economics.
    24. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers CWP20/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    25. Noh, Hohsuk & Lee, Eun, 2012. "Component Selection in Additive Quantile Regression Models," LIDAM Discussion Papers ISBA 2012021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    26. Holger Dette & Matthias Guhlich & Natalie Neumeyer, 2015. "Testing for additivity in nonparametric quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 437-477, June.
    27. Eun Ryung Lee & Hohsuk Noh & Byeong U. Park, 2014. "Model Selection via Bayesian Information Criterion for Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 216-229, March.
    28. Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
    29. Holger Dette, 2013. "Comments on: An updated review of Goodness-of-Fit tests for regression models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(3), pages 437-441, September.
    30. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," Canadian Journal of Economics, Canadian Economics Association, vol. 48(2), pages 389-407, May.
    31. Jingwen Tu & Hu Yang & Chaohui Guo & Jing Lv, 2021. "Model averaging marginal regression for high dimensional conditional quantile prediction," Statistical Papers, Springer, vol. 62(6), pages 2661-2689, December.
    32. Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
    33. Dong, Hao & Otsu, Taisuke & Taylor, Luke, 2022. "Nonparametric estimation of additive models with errors-in-variables," LSE Research Online Documents on Economics 116007, London School of Economics and Political Science, LSE Library.
    34. Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining, 2015. "Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 129-145.
    35. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    36. Takuma Yoshida, 2021. "Additive models for extremal quantile regression with Pareto-type distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 103-134, March.
    37. Chen, Liang & Dolado, Juan J & Gonzalo, Jesus & Pan, Haozi, 2023. "Estimation of Characteristics-based Quantile Factor Models," CEPR Discussion Papers 18115, C.E.P.R. Discussion Papers.
    38. Jerry A. Hausman & Haoyang Liu & Ye Luo & Christopher Palmer, 2019. "Errors in the Dependent Variable of Quantile Regression Models," NBER Working Papers 25819, National Bureau of Economic Research, Inc.
    39. Weihua Zhao & Jianbo Li & Heng Lian, 2018. "Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 553-582, June.
    40. Takuma Yoshida, 2019. "Two stage smoothing in additive models with missing covariates," Statistical Papers, Springer, vol. 60(6), pages 1803-1826, December.
    41. Christoph Breunig, 2019. "Specification Testing in Nonparametric Instrumental Quantile Regression," Papers 1909.10129, arXiv.org.
    42. Kumbhakar, Subal C. & Li, Mingyang & Lien, Gudbrand, 2023. "Do subsidies matter in productivity and profitability changes?," Economic Modelling, Elsevier, vol. 123(C).
    43. Efang Kong & Oliver Linton & Yingcun Xia, 2009. "Uniform Bahadur Representation for LocalPolynomial Estimates of M-Regressionand Its Application to The Additive Model," STICERD - Econometrics Paper Series 535, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    44. Yoshida, Takuma, 2018. "Semiparametric method for model structure discovery in additive regression models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 124-136.
    45. Lian, Heng & Meng, Jie & Fan, Zengyan, 2015. "Simultaneous estimation of linear conditional quantiles with penalized splines," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 1-21.
    46. Zongwu Cai & Xiyuan Liu & Liangjun Su, 2020. "A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202406, University of Kansas, Department of Economics, revised Jan 2024.
    47. Christophe Crambes & Ali Gannoun & Yousri Henchiri, 2014. "Modelling functional additive quantile regression using support vector machines approach," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(4), pages 639-668, December.
    48. Hao Dong & Taisuke Otsu, 2018. "Nonparametric Estimation of Additive Model With Errors-in-Variables," Departmental Working Papers 1812, Southern Methodist University, Department of Economics.
    49. Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
    50. Wu, Chaojiang & Yu, Yan, 2014. "Partially linear modeling of conditional quantiles using penalized splines," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 170-187.
    51. Lili Yue & Gaorong Li & Heng Lian, 2019. "Identification and estimation in quantile varying-coefficient models with unknown link function," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1251-1275, December.
    52. Joel L. Horowitz, 2012. "Nonparametric additive models," CeMMAP working papers 20/12, Institute for Fiscal Studies.
    53. Breunig, Christoph, 2016. "Specification testing in nonparametric instrumental quantile regression," SFB 649 Discussion Papers 2016-032, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    54. Joel L. Horowitz, 2015. "Variable selection and estimation in high‐dimensional models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(2), pages 389-407, May.
    55. Facheng Li & Huilan Liu, 2025. "Kernel density regression in the additive model: a B-spline approach," Statistical Papers, Springer, vol. 66(1), pages 1-23, January.
    56. Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011. "Efficient Estimation of an Additive Quantile Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(1), pages 46-62, March.
    57. Holger Dette & Regine Scheder, 2011. "Estimation of additive quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 245-265, April.
    58. Yue, Yu Ryan & Rue, Håvard, 2011. "Bayesian inference for additive mixed quantile regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 84-96, January.
    59. Tadao Hoshino, 2021. "Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach," Papers 2112.15114, arXiv.org, revised Jan 2023.
    60. Shujie Ma & Oliver Linton & Jiti Gao, 2018. "Estimation in semiparametric quantile factor models," CeMMAP working papers CWP07/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    61. Weihua Zhao & Rui Li & Heng Lian, 2022. "High-dimensional quantile varying-coefficient models with dimension reduction," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 1-19, January.
    62. Takuma Yoshida & Kanta Naito, 2014. "Asymptotics for penalised splines in generalised additive models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 26(2), pages 269-289, June.
    63. Cai, Zongwu & Chen, Linna & Fang, Ying, 2018. "A semiparametric quantile panel data model with an application to estimating the growth effect of FDI," Journal of Econometrics, Elsevier, vol. 206(2), pages 531-553.
    64. Sherwood, Ben, 2016. "Variable selection for additive partial linear quantile regression with missing covariates," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 206-223.
    65. Zhao, Weihua & Jiang, Xuejun & Lian, Heng, 2018. "A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 269-280.
    66. Kuangnan Fang & Xinyan Fan & Wei Lan & Bingquan Wang, 2019. "Nonparametric additive beta regression for fractional response with application to body fat data," Annals of Operations Research, Springer, vol. 276(1), pages 331-347, May.
    67. Sungwon Lee & Joon H. Ro, 2020. "Nonparametric Tests for Conditional Quantile Independence with Duration Outcomes," Working Papers 2013, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).

  59. Sokbae (Simon) Lee, 2003. "Estimating panel data duration models with censored data," CeMMAP working papers 13/03, Institute for Fiscal Studies.

    Cited by:

    1. Farbmacher, Helmut & Tauchmann, Harald, 2021. "Linear fixed-effects estimation with non-repeated outcomes," FAU Discussion Papers in Economics 03/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2021.
    2. Rachel Griffith & Sokbae Lee & John Van Reenen, 2011. "Is distance dying at last? Falling home bias in fixed‐effects models of patent citations," Quantitative Economics, Econometric Society, vol. 2(2), pages 211-249, July.
    3. Bo Honore & Aureo de Paula, 2008. "Interdependent Durations," PIER Working Paper Archive 08-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    4. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    5. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    6. Griffith, Rachel & Lee, Sokbae & Straathof, Bas, 2017. "Recombinant innovation and the boundaries of the firm," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 34-56.
    7. De Silva, Dakshina G. & Kosmopoulou, Georgia & Lamarche, Carlos, 2017. "Subcontracting and the survival of plants in the road construction industry: A panel quantile regression analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 113-131.
    8. Bo E. Honoré & Aureo de Paula, 2009. ""Interdependent Durations" Third Version," PIER Working Paper Archive 09-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Feb 2008.
    9. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    10. Khan, Shakeeb & Tamer, Elie, 2007. "Partial rank estimation of duration models with general forms of censoring," Journal of Econometrics, Elsevier, vol. 136(1), pages 251-280, January.
    11. Chen, Songnian, 2010. "Root-N-consistent estimation of fixed-effect panel data transformation models with censoring," Journal of Econometrics, Elsevier, vol. 159(1), pages 222-234, November.
    12. Bo E. Honore & Aureo de Paula, 2007. "Interdependent Durations, Second Version," PIER Working Paper Archive 08-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2008.

  60. Joel L. Horowitz & Sokbae (Simon) Lee, 2002. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers 21/02, Institute for Fiscal Studies.

    Cited by:

    1. Farbmacher, Helmut & Tauchmann, Harald, 2021. "Linear fixed-effects estimation with non-repeated outcomes," FAU Discussion Papers in Economics 03/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, revised 2021.
    2. Whited, Toni M., 2006. "External finance constraints and the intertemporal pattern of intermittent investment," Journal of Financial Economics, Elsevier, vol. 81(3), pages 467-502, September.
    3. Buhai, Sebastian & Teulings, Coen, 2005. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Working Papers 05-9, University of Aarhus, Aarhus School of Business, Department of Economics, revised 03 Oct 2006.
    4. Tue Gørgens & Dean Hyslop, 2016. "The specification of dynamic discrete-time two-state panel data models," Working Papers 16_01, Motu Economic and Public Policy Research.
    5. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    6. Julio Del Corral & Carlos Pestana Barros & Juan Prieto-Rodríguez, 2008. "The Determinants of Soccer Player Substitutions," Journal of Sports Economics, , vol. 9(2), pages 160-172, April.
    7. Bang-Qiang He & Xing-Jian Hong & Guo-Liang Fan, 2020. "Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects," Statistical Papers, Springer, vol. 61(6), pages 2351-2381, December.
    8. Rachel Griffith & Sokbae Lee & John Van Reenen, 2011. "Is distance dying at last? Falling home bias in fixed‐effects models of patent citations," Quantitative Economics, Econometric Society, vol. 2(2), pages 211-249, July.
    9. Bo Honore & Aureo de Paula, 2008. "Interdependent Durations," PIER Working Paper Archive 08-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    10. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
    12. Pietro Garibaldi & Lia Pacelli, 2007. "Do Larger Severance Payments Increase Individual Job Duration?," Carlo Alberto Notebooks 39, Collegio Carlo Alberto.
    13. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
    14. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    15. Griffith, Rachel & Lee, Sokbae & Straathof, Bas, 2017. "Recombinant innovation and the boundaries of the firm," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 34-56.
    16. De Silva, Dakshina G. & Kosmopoulou, Georgia & Lamarche, Carlos, 2017. "Subcontracting and the survival of plants in the road construction industry: A panel quantile regression analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 113-131.
    17. Sokbae Lee, 2006. "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Biometrika Trust, vol. 93(4), pages 996-1002, December.
    18. Bo E. Honoré & Aureo de Paula, 2009. ""Interdependent Durations" Third Version," PIER Working Paper Archive 09-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Feb 2008.
    19. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    20. Tauchmann, Harald, 2019. "Fixed-effects estimation of the linear discrete-time hazard model: An adjusted first-differences estimator," FAU Discussion Papers in Economics 09/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    21. Daniel M. Hungerman & Kevin J. Rinz & Jay Frymark, 2017. "Beyond the Classroom: The Implications of School Vouchers for Church Finances," NBER Working Papers 23159, National Bureau of Economic Research, Inc.
    22. He, Bang-Qiang & Hong, Xing-Jian & Fan, Guo-Liang, 2017. "Block empirical likelihood for partially linear panel data models with fixed effects," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 128-138.
    23. Light, Audrey & Omori, Yoshiaki, 2012. "Fixed effects maximum likelihood estimation of a flexibly parametric proportional hazard model with an application to job exits," Economics Letters, Elsevier, vol. 116(2), pages 236-239.
    24. Lo, Simon M.S. & Mammen, Enno & Wilke, Ralf A., 2020. "A nested copula duration model for competing risks with multiple spells," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
    25. Khan, Shakeeb & Tamer, Elie, 2007. "Partial rank estimation of duration models with general forms of censoring," Journal of Econometrics, Elsevier, vol. 136(1), pages 251-280, January.
    26. Sokbae (Simon) Lee, 2003. "Estimating panel data duration models with censored data," CeMMAP working papers CWP13/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    27. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
    28. Bo E. Honore & Aureo de Paula, 2007. "Interdependent Durations, Second Version," PIER Working Paper Archive 08-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2008.

Articles

  1. Sung Jae Jun & Sokbae Lee, 2024. "Causal Inference Under Outcome-Based Sampling with Monotonicity Assumptions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 998-1009, July.
    See citations under working paper version above.
  2. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
    See citations under working paper version above.
  3. Joel L. Horowitz & Sokbae Lee, 2023. "Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 927-938, July.
    See citations under working paper version above.
  4. Sung Jae Jun & Sokbae Lee, 2023. "Identifying the Effect of Persuasion," Journal of Political Economy, University of Chicago Press, vol. 131(8), pages 2032-2058.
    See citations under working paper version above.
  5. Hyuk-Soo Kwon & Jihong Lee & Sokbae Lee & Ryungha Oh, 2022. "Knowledge spillovers and patent citations: trends in geographic localization, 1976–2015," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 31(3), pages 123-147, April.
    See citations under working paper version above.
  6. Le-Yu Chen & Sokbae Lee, 2021. "Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 103-120.

    Cited by:

    1. Dai, Sheng, 2023. "Variable selection in convex quantile regression: L1-norm or L0-norm regularization?," European Journal of Operational Research, Elsevier, vol. 305(1), pages 338-355.

  7. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
    See citations under working paper version above.
  8. Sokbae Lee & Serena Ng, 2020. "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 45-80, August.
    See citations under working paper version above.
  9. Carneiro, Pedro & Lee, Sokbae & Reis, Hugo, 2020. "Please call me John: Name choice and the assimilation of immigrants in the United States, 1900–1930," Labour Economics, Elsevier, vol. 62(C).
    See citations under working paper version above.
  10. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1949-1957, October.
    See citations under working paper version above.
  11. Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
    See citations under working paper version above.
  12. Choi, Syngjoo & Kim, Byung-Yeon & Lee, Jungmin & Lee, Sokbae, 2020. "A tale of two Koreas: Property rights and fairness," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 112-130.
    See citations under working paper version above.
  13. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
    See citations under working paper version above.
  14. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Oracle Estimation of a Change Point in High-Dimensional Quantile Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
    See citations under working paper version above.
  15. Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
    See citations under working paper version above.
  16. Sokbae Lee & Bernard Salanié, 2018. "Identifying Effects of Multivalued Treatments," Econometrica, Econometric Society, vol. 86(6), pages 1939-1963, November.
    See citations under working paper version above.
  17. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae Lee, 2018. "The identification power of smoothness assumptions in models with counterfactual outcomes," Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
    See citations under working paper version above.
  18. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018. "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
    See citations under working paper version above.
  19. Le‐Yu Chen & Sokbae Lee, 2018. "Exact computation of GMM estimators for instrumental variable quantile regression models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 553-567, June.
    See citations under working paper version above.
  20. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017. "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 883-883, April.

    Cited by:

    1. Melike E. Bildirici & Sema Yılmaz Genç & Rui Alexandre Castanho, 2022. "Environmental Pollution, Terrorism, and Mortality Rate in China, India, Russia, and Türkiye," Sustainability, MDPI, vol. 14(19), pages 1-11, October.
    2. Daiki Maki, 2013. "Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications," Empirical Economics, Springer, vol. 45(1), pages 605-625, August.
    3. Luz A. Flórez & Karen L. Pulido-Mahecha & Mario A. Ramos-Veloza, 2018. "Okun´s law in Colombia: a non-linear cointegration," Borradores de Economia 1039, Banco de la Republica de Colombia.
    4. Shin, Dong Wan & Hwang, Eunju, 2013. "Stationary bootstrapping for cointegrating regressions," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 474-480.
    5. Kristensen, Dennis & Rahbek, Anders, 2010. "Likelihood-based inference for cointegration with nonlinear error-correction," Journal of Econometrics, Elsevier, vol. 158(1), pages 78-94, September.
    6. Kim, Jae H. & Ryoo, Heajin H., 2011. "Common stocks as a hedge against inflation: Evidence from century-long US data," Economics Letters, Elsevier, vol. 113(2), pages 168-171.
    7. Deborah Gefang, 2012. "Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 131-151, February.
    8. Woo, Kai-Yin & Lee, Shu-Kam & Chan, Alan, 2014. "Non-linear adjustments to intranational PPP," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 360-371.
    9. Mengel, Carolin & von Cramon-Taubadel, Stephan, 2014. "Proximity and price co-movement in West African rice markets," GlobalFood Discussion Papers 170989, Georg-August-Universitaet Goettingen, GlobalFood, Department of Agricultural Economics and Rural Development.
    10. Jing Li, 2017. "System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(1), pages 1-24, February.
    11. GwanSeon Kim & Tyler Mark, 2017. "Impacts of corn price and imported beef price on domestic beef price in South Korea," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 5(1), pages 1-13, December.
    12. Götz, Linde & Qiu, Feng & Gervais, Jean-Philippe & Glauben, Thomas, 2013. "Export Restrictions and Multiple Spatial Price Equilibria: Export Quotas for Wheat in Ukraine," 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 156135, German Association of Agricultural Economists (GEWISOLA).
    13. Dirk Baur & Duy Tran, 2014. "The long-run relationship of gold and silver and the influence of bubbles and financial crises," Empirical Economics, Springer, vol. 47(4), pages 1525-1541, December.
    14. Jiang, Chun & Li, Xiao-Lin & Chang, Hsu-Ling & Su, Chi-Wei, 2013. "Uncovered interest parity and risk premium convergence in Central and Eastern European countries," Economic Modelling, Elsevier, vol. 33(C), pages 204-208.
    15. Cai, Yifei, 2016. "经济增长与政府债务的非线性研究及其政策治理 [Nonlinear Analysis of Economic Growth and Public Debt and Policy Governance]," MPRA Paper 72783, University Library of Munich, Germany.
    16. David Neto, 2015. "Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship," Empirical Economics, Springer, vol. 49(3), pages 909-928, November.
    17. Sergio Da Silva & Mauricio Nunes, 2008. "Explosive and periodically collapsing bubbles in emerging stockmarkets," Economics Bulletin, AccessEcon, vol. 3(46), pages 1-18.
    18. Skrobotov, Anton, 2021. "Structural breaks in cointegration models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 63, pages 117-141.
    19. Boonsoo Koo & Myung Hwan Seo, 2013. "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers 8/13, Monash University, Department of Econometrics and Business Statistics.
    20. Yang, Zheng & Tian, Zheng & Yuan, Zixia, 2008. "Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(4), pages 507-513.
    21. Anna Sznajderska, 2012. "On the empirical evidence of asymmetry effects in the interest rate pass-through in Poland," NBP Working Papers 114, Narodowy Bank Polski.
    22. Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong, 2014. "The relationship between spot and futures oil prices: Do structural breaks matter?," Energy Economics, Elsevier, vol. 43(C), pages 206-217.
    23. Gotz, Linde & Qiu, Feng & Glauben, Thomas, 2012. "The Law of One Price under State-Dependent Policy Intervention: An Application to the Ukrainian Wheat Market," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124904, Agricultural and Applied Economics Association.
    24. Peter Sephton & Janelle Mann, 2013. "Threshold Cointegration: Model Selection with an Application," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 54-77.
    25. İçen, Hüseyin & Yerdelen Tatoğlu, Ferda, 2021. "The asymmetric effects of changes in price and income on renewable and nonrenewable energy," Renewable Energy, Elsevier, vol. 178(C), pages 144-152.
    26. Liu, Tie-Ying & Ma, Jun-Teng, 2024. "Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach," Economic Systems, Elsevier, vol. 48(1).
    27. Daniel Ordoñez-Callamand & Luis F. Melo-Velandia & Oscar M. Valencia-Arana, 2017. "Current Account Sustainability in Latin America Considering Nonlinearities," Borradores de Economia 987, Banco de la Republica de Colombia.
    28. Pitarakis, Jean-Yves, 2012. "Estimation and inference in threshold type regime switching models," UC3M Working papers. Economics we1204, Universidad Carlos III de Madrid. Departamento de Economía.
    29. James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Feb 2025.
    30. Ranjit Kumar Paul & Tanmoy Karak, 2022. "Asymmetric Price Transmission: A Case of Wheat in India," Agriculture, MDPI, vol. 12(3), pages 1-17, March.
    31. Felippe Cauê Serigati & Paulo Furquim De Azevedo, 2016. "How To Indirectly Measure Market Transaction Costs," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 192, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    32. Enders, Walter & Im, Kyung So & Lee, Junsoo & Strazicich, Mark C., 2010. "IV threshold cointegration tests and the Taylor rule," Economic Modelling, Elsevier, vol. 27(6), pages 1463-1472, November.
    33. Ariel Soto‐Caro & Feng Wu & Tian Xia & Zhengfei Guan, 2023. "Demand analysis with structural changes: Model and application to the US blueberry market," Agribusiness, John Wiley & Sons, Ltd., vol. 39(4), pages 1100-1116, October.
    34. Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme, 2017. "Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 250-264, April.
    35. Daiki Maki & Shin-ichi Kitasaka, 2015. "Residual-based tests for cointegration with three-regime TAR adjustment," Empirical Economics, Springer, vol. 48(3), pages 1013-1054, May.
    36. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017. "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 883-883, April.
    37. Dean Fantazzini & Nikita Kolodin, 2020. "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, vol. 13(11), pages 1-29, October.
    38. Deokwoo Nam, 2011. "The Roles of Nominal Exchange Rate and Relative Price Adjustments in PPP Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 775-785, June.
    39. Katleho Makatjane & Ntebogang Moroke & Diteboho Xaba, 2017. "Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate," Journal of Economics and Behavioral Studies, AMH International, vol. 9(3), pages 163-170.
    40. Dennis Kristensen & Anders Rahbek, 2007. "Likelihood-Based Inference in Nonlinear Error-Correction Models," CREATES Research Papers 2007-38, Department of Economics and Business Economics, Aarhus University.
    41. Sahito, Jam Ghulam Murtaza, 2015. "Market integration of wheat in Pakistan," Discussion Papers 72, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
    42. Mohammad Mirbagherijam, 2014. "Thresholds Effect of Money Growth on Inflation in Iran," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(9), pages 319-329, September.
    43. Lynda Atil & Hocine Fellag & Ana E. Sipols & M. T. Santos-Martín & Clara Simón Blas, 2024. "Non-linear Cointegration Test, Based on Record Counting Statistic," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2205-2230, October.
    44. Gervais, Jean-Philippe, 2007. "Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain," MPRA Paper 7743, University Library of Munich, Germany, revised 15 Jan 2008.
    45. Mohcine Bakhat & Klaas WŸrzburg, 2013. "Co-integration of Oil and Commodity Prices: A Comprehensive ApproachAbstract," Working Papers fa05-2013, Economics for Energy.
    46. Sercan Eraslan, 2019. "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Empirical Economics, Springer, vol. 57(5), pages 1653-1675, November.
    47. Jinggang Guo & Craig M.T. Johnston, 2020. "Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute," Staff Working Papers 20-10, Bank of Canada.
    48. Miguel Ángel Mendoza González, 2020. "Sensibilidad y asimetrías ante choques de ingreso en el consumo privado de México, 1995-2017. (Sensitivity and asymmetries of income shocks in Mexico's private consumption, 1995-2017)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 21-58, May.
    49. Medeiros, Marcelo C & Magri, Rafael, 2013. "Nonlinear Error Correction Models With an Application to Commodity Prices," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 33(2), November.
    50. Nolte, Stephan & Natanelov, Valeri & Buysse, Jeroen & van Huylenbroeck, Guido, 2012. "Price Transmission in the German Sugar Market," 2012 Conference (56th), February 7-10, 2012, Fremantle, Australia 124351, Australian Agricultural and Resource Economics Society.
    51. Lin Liu & Kai Shi, 2017. "A Comparative Analysis on the Wealth Effect between in the Stock Market and in the Housing Market in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(11), pages 118-127, November.
    52. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2010. "A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 647-681, June.
    53. Kai-yin Woo & Shu-kam Lee & Paul Shum, 2017. "Analysis of threshold cointegration with asymmetric adjustments in the Hong Kong grocery industry," Applied Economics, Taylor & Francis Journals, vol. 49(55), pages 5591-5600, November.
    54. Ahmed, Osama & Serra, Teresa, 2015. "Vertical Price Transmission in the Egyptian Tomato Sector After the Arab Spring," 2015 Conference, August 9-14, 2015, Milan, Italy 212523, International Association of Agricultural Economists.
    55. Sergio H. Lence & GianCarlo Moschini & Fabio Gaetano Santeramo, 2018. "Threshold cointegration and spatial price transmission when expectations matter," Agricultural Economics, International Association of Agricultural Economists, vol. 49(1), pages 25-39, January.
    56. Nasreldin, Osama Ahmed & Devesa, Teresa Serra, 2014. "Price volatility of food staples. The case of millet in Niger," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182728, European Association of Agricultural Economists.
    57. Ramiro Losada & Ricardo Laborda, 2020. "Non-alternative collective investment schemes, connectedness and systemic risk," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
    58. Kanjilal, Kakali & Ghosh, Sajal, 2017. "Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model," Resources Policy, Elsevier, vol. 52(C), pages 358-365.
    59. Marçal, Emerson Fernandes & Pereira, Pedro L. Valls, 2012. "Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break," Textos para discussão 314, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
    60. Andrew Phiri & Peter Lusanga, 2011. "Can asymmetries account for the empirical failure of the Fisher effect in South Africa?," Economics Bulletin, AccessEcon, vol. 31(3), pages 1968-1979.
    61. Krauss, Christopher & Herrmann, Klaus & Teis, Stefan, 2015. "On the power and size properties of cointegration tests in the light of high-frequency stylized facts," FAU Discussion Papers in Economics 11/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    62. Guo, Jinggang & Johnston, Craig M.T., 2021. "Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute," Forest Policy and Economics, Elsevier, vol. 130(C).
    63. Ankamah-Yeboah, Isaac, 2012. "Spatial Price Transmission in the Regional Maize Markets in Ghana," MPRA Paper 49720, University Library of Munich, Germany.
    64. Novella Maugeri, 2014. "Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study," Computational Economics, Springer;Society for Computational Economics, vol. 44(3), pages 339-378, October.
    65. Araujo-Enciso, Sergio Rene, 2011. "The Takayama and Judge Price and Allocation Model and its Application in Non-linear Techniques for Spatial Market Integration," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114225, European Association of Agricultural Economists.
    66. Chaubal Aditi, 2018. "P-star model for India: a nonlinear approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-28, December.
    67. Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024. "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, vol. 238(1).
    68. Natanelov, Valeri & Alam, Mohammad J. & McKenzie, Andrew M. & Van Huylenbroeck, Guido, 2011. "Is there co-movement of agricultural commodities futures prices and crude oil?," Energy Policy, Elsevier, vol. 39(9), pages 4971-4984, September.
    69. Huang, Bwo-Nung & Yang, C.W. & Hwang, M.J., 2009. "The dynamics of a nonlinear relationship between crude oil spot and futures prices: A multivariate threshold regression approach," Energy Economics, Elsevier, vol. 31(1), pages 91-98, January.
    70. Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019. "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 421-455, July.
    71. Jing Li & Junsoo Lee, 2010. "ADL tests for threshold cointegration," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(4), pages 241-254, July.
    72. Ters, Kristyna & Urban, Jörg, 2020. "Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model," Journal of Financial Markets, Elsevier, vol. 47(C).
    73. Bothwell Nyoni & Andrew Phiri, 2018. "The Electricity-growth Nexus in South Africa: Evidence from Asymmetric Cointegration and Co-feature Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 80-88.
    74. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
    75. Nelissa Jamora & Stephan Cramon-Taubadel, 2016. "Transaction Cost Thresholds in International Rice Markets," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(2), pages 292-307, June.
    76. Vasif Abioglu & Suleyman Koc & Ibrahim Bakirtas, 2021. "The sustainability of the Turkish current account: Smooth structural break and asymmetric adjustments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3916-3929, July.
    77. Pelin Varol İYIDOĞAN & Eda BALIKÇIOĞLU & H. Hakan YILMAZ, 2017. "The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 116-127, March.
    78. Araujo-Enciso, Sergio Rene, 2012. "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122545, European Association of Agricultural Economists.
    79. Peri, Massimo & Baldi, Lucia, 2010. "Vegetable oil market and biofuel policy: An asymmetric cointegration approach," Energy Economics, Elsevier, vol. 32(3), pages 687-693, May.
    80. Sznajderska, Anna, 2013. "On the empirical evidence of asymmetric effects in the Polish interest rate pass-through," The Journal of Economic Asymmetries, Elsevier, vol. 10(2), pages 78-93.
    81. Jaya Krishnakumar & David Neto, 2012. "Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 180-202, April.
    82. Ahmed, Osama & Serra, Teresa, 2015. "Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple," 2015 Conference, August 9-14, 2015, Milan, Italy 212522, International Association of Agricultural Economists.
    83. Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021. "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, vol. 95(C).
    84. Christopher Krauss & Klaus Herrmann, 2017. "On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts," JRFM, MDPI, vol. 10(1), pages 1-24, February.
    85. Kai-yin Woo & Shu-kam Lee & Paul Kwok Shum, 2021. "Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests," Empirical Economics, Springer, vol. 60(5), pages 2391-2405, May.
    86. Eraslan, Sercan, 2017. "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Discussion Papers 13/2017, Deutsche Bundesbank.
    87. Matthew T. Holt & Joseph V. Balagtas, 2009. "Estimating Structural Change with Smooth Transition Regressions: An Application to Meat Demand," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1424-1431.
    88. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
    89. Dreger, Christian & Gerdesmeier, Dieter & Roffia, Barbara, 2020. "The impact of credit for house price overvaluations in the euro area: Evidence from threshold models," MPRA Paper 99523, University Library of Munich, Germany.
    90. Olayeni, Olaolu Richard & Tiwari, Aviral Kumar & Wohar, Mark E., 2020. "Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate," Energy Economics, Elsevier, vol. 92(C).
    91. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2019. "Dynamics of oil price, precious metal prices and the exchange rate in the long-run," Energy Economics, Elsevier, vol. 84(C).
    92. Gotz, Linde & Qiu, Feng & Gervais, Jean-Philippe & Glauben, Thomas, 2012. "Export Restrictions And Multiple Spatial Price Equilibria When International Prices Spike: Export Quotas For Wheat In Ukraine," 2012: New Rules of Trade? December 2012, San Diego, California 143179, International Agricultural Trade Research Consortium.
    93. Ramiro Losada & Ricardo Laborda, 2020. "La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
    94. Maki, Daiki, 2010. "An alternative procedure to test for cointegration in STAR models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(5), pages 999-1006.
    95. Lukáš Frýd, 2020. "Alternativní pojetí Feldsteinova-Horiokova modelu za předpokladu proměnlivých parametrů: studie dopadu vstupu České republiky do Evropské unie [Alternative Concept of the Feldstein-Horioka Model un," Politická ekonomie, Prague University of Economics and Business, vol. 2020(2), pages 121-141.
    96. Babar Nawaz Abbasi & Zhimin Luo & Ali Sohail & Liu Yang & Liang Huimin & Chen Rongrong, 2024. "Global Shocks of Education, Health, and Environmental Footprint on National Development in the Twenty-First Century: A Threshold Structural VAR Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 992-1028, March.
    97. Su, Chi-Wei & Chang, Hsu-Ling & Chang, Tsangyao & Yin, Kedong, 2014. "Monetary convergence in East Asian countries relative to China," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 228-237.
    98. Mert Demir & Terrence F. Martell & Jun Wang, 2019. "The trilogy of China cotton markets: The lead–lag relationship among spot, forward, and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(4), pages 522-534, April.
    99. Huber Florian, 2016. "Forecasting exchange rates using multivariate threshold models," The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 193-210, January.

  21. Soonwoo Kwon & Jihong Lee & Sokbae Lee, 2017. "International Trends in Technological Progress: Evidence from Patent Citations, 1980–2011," Economic Journal, Royal Economic Society, vol. 127(605), pages 50-70, October.

    Cited by:

    1. Naudé, Wim & Nagler, Paula, 2022. "The Ossified Economy: The Case of Germany, 1870-2020," IZA Discussion Papers 15607, Institute of Labor Economics (IZA).
    2. Wim Naudé & Paula Nagler, 2018. "Technological Innovation, Entrepreneurship and Productivity in Germany, 1871-2015," SPRU Working Paper Series 2018-02, SPRU - Science Policy Research Unit, University of Sussex Business School.
    3. Hironori Tohyama, 2024. "Technological and Institutional Space, Entrepreneurial Activities and Innovation in Asian Economies," Journal of Entrepreneurship and Innovation in Emerging Economies, Entrepreneurship Development Institute of India, vol. 10(2), pages 147-180, July.
    4. Svetlana Ratner & Konstantin Gomonov & Svetlana Revinova, 2023. "Public Funding for Energy Innovation and Decarbonization Goals: A Coherence Challenge," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 40-45, July.
    5. Zhaoliang Li & Xiaomin Lai, 2024. "Do Innovation Incentive Policies Affect China’s Agricultural Patent: Based on the Perspective of Different R&D Subjects," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 7237-7256, June.
    6. Hyuk-Soo Kwon & Jihong Lee & Sokbae (Simon) Lee & Ryungha Oh, 2017. "Knowledge spillovers and patent citations: trends in geographic localization, 1976-2015," CeMMAP working papers CWP55/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Yamashita, Nobuaki, 2021. "Economic crisis and innovation capacity of Japan: Evidence from cross-country patent citations," Technovation, Elsevier, vol. 101(C).
    8. Wu, Howei & Lin, Jia & Wu, Ho-Mou, 2022. "Investigating the real effect of China’s patent surge: New evidence from firm-level patent quality data," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 422-442.
    9. Xiang, Yitian & Cui, Haotian & Bi, Yunxiao, 2023. "The impact and channel effects of banking competition and government intervention on carbon emissions: Evidence from China," Energy Policy, Elsevier, vol. 175(C).
    10. Bogang Jun & Mary Kaltenberg & Won‐Sik Hwang, 2022. "How inequality hurts growth: Revisiting the Galor–Zeira model using the Korean case," Pacific Economic Review, Wiley Blackwell, vol. 27(1), pages 56-79, February.
    11. Naudé, Wim & Nagler, Paula, 2021. "The Rise and Fall of German Innovation," IZA Discussion Papers 14154, Institute of Labor Economics (IZA).
    12. Deyu Li & Floor Alkemade & Koen Frenken & Gaston Heimeriks, 2023. "Catching up in clean energy technologies: a patent analysis," The Journal of Technology Transfer, Springer, vol. 48(2), pages 693-715, April.
    13. Naudé, Wim & Nagler, Paula, 2017. "Technological Innovation and Inclusive Growth in Germany," IZA Discussion Papers 11194, Institute of Labor Economics (IZA).
    14. Kim, Sangdong & Lee, Jihong, 2024. "The impact of international patenting on corporate patenting activities: Evidence from Korea," Technovation, Elsevier, vol. 130(C).

  22. Horowitz, Joel L. & Lee, Sokbae, 2017. "Nonparametric estimation and inference under shape restrictions," Journal of Econometrics, Elsevier, vol. 201(1), pages 108-126.
    See citations under working paper version above.
  23. Kim, Byung-Yeon & Choi, Syngjoo & Lee, Jungmin & Lee, Sokbae & Choi, Kyunghui, 2017. "Do Institutions Affect Social Preferences? Evidence from Divided Korea," Journal of Comparative Economics, Elsevier, vol. 45(4), pages 865-888.
    See citations under working paper version above.
  24. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
    See citations under working paper version above.
  25. Griffith, Rachel & Lee, Sokbae & Straathof, Bas, 2017. "Recombinant innovation and the boundaries of the firm," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 34-56.
    See citations under working paper version above.
  26. Sokbae Lee & Hyunmin Park & Myung Hwan Seo & Youngki Shin, 2017. "Testing for a Debt‐Threshold Effect on Output Growth," Fiscal Studies, Institute for Fiscal Studies, vol. 38, pages 701-717, December.

    Cited by:

    1. Philipp Heimberger, 2021. "Do higher public debt levels reduce economic growth?," FMM Working Paper 74-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    2. Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," Journal of Econometrics, Elsevier, vol. 210(2), pages 291-309.
    3. Ryota Nakatani, 2021. "Fiscal Rules for Natural Disaster- and Climate Change-Prone Small States," Sustainability, MDPI, vol. 13(6), pages 1-26, March.
    4. Abdul Jalil, 2020. "Debt Sustainability: Economic Growth is the Panacea," PIDE Knowledge Brief 2020:19, Pakistan Institute of Development Economics.
    5. Alfonso Mendoza-Velazquez & Heidi J. Smith & Diego Mendoza-Martinez, 2022. "Subnational Regional Growth, Debt Thresholds and Sustainability," Working Paper Series Sobre México 2022001, Sobre México. Temas en economía.
    6. Breuer, Christian & Colombier, Carsten, 2020. "Debt and growth: Historical evidence," FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge 20-04, University of Cologne, FiFo Institute for Public Economics.
    7. Guillaume Cléaud & Francisco de Castro Fernández & Jorge Durán Laguna & Lucia Granelli & Martin Hallet & Anne Jaubertie & Carlos Maravall Rodriguez & Diana Ognyanova & Balazs Palvolgyi & Tsvetan Tsali, 2019. "Cruising at Different Speeds: Similarities and Divergences between the German and the French Economies," European Economy - Discussion Papers 103, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    8. Kassouri, Yacouba & Altıntaş, Halil & Alancioğlu, Erdal & Kacou, Kacou Yves Thierry, 2021. "New insights on the debt-growth nexus: A combination of the interactive fixed effects and panel threshold approach," International Economics, Elsevier, vol. 168(C), pages 40-55.
    9. Yang, Lixiong & Su, Jen-Je, 2018. "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 133-143.
    10. Chen, Zhihong & Xia, Huizhu, 2020. "Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve," Economic Modelling, Elsevier, vol. 93(C), pages 595-604.
    11. Charles O Manasseh & Felicia C Abada & Ebelechukwu L Okiche & Ogochukwu Okanya & Ifeoma C Nwakoby & Peter Offu & Anuli R Ogbuagu & Chiedozie O Okafor & Paul C Obidike & Nnenna G Nwonye, 2022. "External debt and economic growth in Sub-Saharan Africa: Does governance matter?," PLOS ONE, Public Library of Science, vol. 17(3), pages 1-28, March.
    12. Oguzhan Bozatli & Seref Can Serin & Murat Demir, 2024. "The causal relationship between public debt and economic growth in G7 countries: new evidence from time and frequency domain approaches," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-27, June.
    13. Gopal Prasad Bhatta, PhD & Anu Mishra, 2020. "Estimating Optimum Growth-Maximizing Public Debt Threshold for Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 32(2), pages 1-28, October.
    14. Arjun & Bibhuti Ranjan Mishra, 2024. "External Debt and Economic Growth: Does the Role of Governance Matter in Emerging Countries?," SAGE Open, , vol. 14(2), pages 21582440241, May.
    15. Chowdhury, Mohammad Ashraful Ferdous & Prince, Ehsanur Rauf & Shoyeb, Mohammad & Abdullah, Mohammad, 2024. "The threshold effect of institutional quality on sovereign debt and economic stability," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 39-59.
    16. Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    17. İbrahim Özmen & Mihai Mutascu, 2024. "Public Debt and Growth: New Insights," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 8706-8736, June.
    18. Usman Saleem Yousaf & Babar Aziz, 2024. "Unveiling the relationship between the optimal debt threshold level and debt-economic growth in selected indebted countries: panel threshold analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 5003-5025, October.
    19. Narayan, Laxmi, 2017. "Growth of Public Debt in Haryana – Dynamism or Misplaced Priorities," MPRA Paper 79431, University Library of Munich, Germany, revised 05 May 2017.
    20. Alfonso Mendoza-Velázquez & Heidi J. Smith & Diego Mendoza-Martínez, 2023. "Regional Growth, Debt Thresholds and Subnational Sustainability," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(2), pages 1-23, Abril - J.

  27. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2016. "The lasso for high dimensional regression with a possible change point," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 193-210, January.
    See citations under working paper version above.
  28. Minsu Chang & Sokbae Lee & Yoon‐Jae Whang, 2015. "Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements," Econometrics Journal, Royal Economic Society, vol. 18(3), pages 307-346, October.

    Cited by:

    1. Zhou, Niwen & Guo, Xu & Zhu, Lixing, 2024. "Significance test for semiparametric conditional average treatment effects and other structural functions," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    2. beare, brendan & shi, xiaoxia, 2015. "An improved bootstrap test of density ratio ordering," MPRA Paper 74772, University Library of Munich, Germany.
    3. Sungwon Lee, 2021. "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers 2108.00723, arXiv.org, revised Nov 2023.
    4. Linbo Wang & James M. Robins & Thomas S. Richardson, 2017. "On falsification of the binary instrumental variable model," Biometrika, Biometrika Trust, vol. 104(1), pages 229-236.
    5. Julius Owusu, 2024. "A Nonparametric Test of Heterogeneous Treatment Effects under Interference," Papers 2410.00733, arXiv.org.
    6. Pedro H. C. Sant'Anna, 2016. "Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes," Papers 1612.02090, arXiv.org, revised Feb 2020.
    7. Robson, M.; & Doran, T.; & Cookson, R.;, 2019. "Estimating and Decomposing Conditional Average Treatment Effects: The Smoking Ban in England," Health, Econometrics and Data Group (HEDG) Working Papers 19/20, HEDG, c/o Department of Economics, University of York.
    8. John Cai & Weinan Wang, 2022. "A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE)," Papers 2211.01547, arXiv.org.
    9. Shi, Chengchun & Lu, Wenbin & Song, Rui, 2019. "A sparse random projection-based test for overall qualitative treatment effects," LSE Research Online Documents on Economics 102107, London School of Economics and Political Science, LSE Library.
    10. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.

  29. Victor Chernozhukov & Wooyoung Kim & Sokbae Lee & Adam M. Rosen, 2015. "Implementing intersection bounds in Stata," Stata Journal, StataCorp LLC, vol. 15(1), pages 21-44, March.
    See citations under working paper version above.
  30. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014. "Local Identification of Nonparametric and Semiparametric Models," Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
    See citations under working paper version above.
  31. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.
    See citations under working paper version above.
  32. Victor Chernozhukov & Sokbae Lee & Adam M. Rosen, 2013. "Intersection Bounds: Estimation and Inference," Econometrica, Econometric Society, vol. 81(2), pages 667-737, March.
    See citations under working paper version above.
  33. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2013. "Testing functional inequalities," Journal of Econometrics, Elsevier, vol. 172(1), pages 14-32.
    See citations under working paper version above.
  34. Lee, Sokbae & Lewbel, Arthur, 2013. "Nonparametric Identification Of Accelerated Failure Time Competing Risks Models," Econometric Theory, Cambridge University Press, vol. 29(5), pages 905-919, October.
    See citations under working paper version above.
  35. Jungmin Lee & Sokbae Lee, 2012. "Does it Matter WHO Responded to the Survey? Trends in the U.S. Gender Earnings Gap Revisited," ILR Review, Cornell University, ILR School, vol. 65(1), pages 148-160, January.
    See citations under working paper version above.
  36. Horowitz, Joel L. & Lee, Sokbae, 2012. "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," Journal of Econometrics, Elsevier, vol. 168(2), pages 175-188.
    See citations under working paper version above.
  37. Pedro Carneiro & Sokbae Lee, 2011. "Trends in Quality-Adjusted Skill Premia in the United States, 1960-2000," American Economic Review, American Economic Association, vol. 101(6), pages 2309-2349, October.
    See citations under working paper version above.
  38. Lee, Sokbae & Seo, Myung Hwan & Shin, Youngki, 2011. "Testing for Threshold Effects in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 220-231.
    See citations under working paper version above.
  39. Rachel Griffith & Sokbae Lee & John Van Reenen, 2011. "Is distance dying at last? Falling home bias in fixed‐effects models of patent citations," Quantitative Economics, Econometric Society, vol. 2(2), pages 211-249, July.
    See citations under working paper version above.
  40. Ichimura, Hidehiko & Lee, Sokbae, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
    See citations under working paper version above.
  41. Sokbae Lee & Oliver Linton & Yoon-Jae Whang, 2009. "Testing for Stochastic Monotonicity," Econometrica, Econometric Society, vol. 77(2), pages 585-602, March.
    See citations under working paper version above.
  42. Horowitz, Joel L. & Lee, Sokbae, 2009. "Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative," Journal of Econometrics, Elsevier, vol. 152(2), pages 141-152, October.
    See citations under working paper version above.
  43. Carneiro, Pedro & Lee, Sokbae, 2009. "Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality," Journal of Econometrics, Elsevier, vol. 149(2), pages 191-208, April.
    See citations under working paper version above.
  44. Lee, Sokbae & Wilke, Ralf A., 2009. "Reform of Unemployment Compensation in Germany: A Nonparametric Bounds Analysis Using Register Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 193-205.
    See citations under working paper version above.
  45. Lee, Sokbae & Seo, Myung Hwan, 2008. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June.
    See citations under working paper version above.
  46. Lee, Sokbae, 2008. "Estimating Panel Data Duration Models With Censored Data," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1254-1276, October.
    See citations under working paper version above.
  47. Joel L. Horowitz & Sokbae Lee, 2007. "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, vol. 75(4), pages 1191-1208, July.
    See citations under working paper version above.
  48. Lee, Sokbae, 2007. "Endogeneity in quantile regression models: A control function approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 1131-1158, December.
    See citations under working paper version above.
  49. Sokbae Lee, 2006. "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Biometrika Trust, vol. 93(4), pages 996-1002, December.
    See citations under working paper version above.
  50. Horowitz, Joel L. & Lee, Sokbae, 2005. "Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1238-1249, December.
    See citations under working paper version above.
  51. Horowitz, Joel L. & Lee, Sokbae, 2004. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, vol. 119(1), pages 155-198, March.
    See citations under working paper version above.
  52. Lee, Sokbae, 2003. "Efficient Semiparametric Estimation Of A Partially Linear Quantile Regression Model," Econometric Theory, Cambridge University Press, vol. 19(1), pages 1-31, February.

    Cited by:

    1. Joel L. Horowitz & Sokbae (Simon) Lee, 2004. "Nonparametric estimation of an additive quantile regression model," CeMMAP working papers CWP07/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
    3. Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme, 2015. "Conditional quantile estimation based on optimal quantization: From theory to practice," Computational Statistics & Data Analysis, Elsevier, vol. 91(C), pages 20-39.
    4. Francesco Bravo, 2020. "Semiparametric quantile regression with random censoring," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 265-295, February.
    5. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
    6. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2014. "Valid post-selection inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers CWP53/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Su, Liangjun & White, Halbert, 2003. "A Consistent Characteristic-Function-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series qt4dv0837f, Department of Economics, UC San Diego.
    8. Andrew Chesher, 2002. "Instrumental Values," CeMMAP working papers 17/02, Institute for Fiscal Studies.
    9. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems," Papers 1304.0282, arXiv.org, revised Oct 2020.
    10. Daniel Hlubinka & Lukáš Kotík & Miroslav Šiman, 2022. "Multivariate quantiles with both overall and directional probability interpretation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1586-1604, December.
    11. Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers 02/02, Institute for Fiscal Studies.
    12. Aman Ullah & Tao Wang & Weixin Yao, 2021. "Modal regression for fixed effects panel data," Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
    13. Yiguo Sun & Thanasis Stengos, 2007. "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Paper series 23_07, Rimini Centre for Economic Analysis.
    14. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
    15. Worku Biyadgie Ewnetu & Irène Gijbels & Anneleen Verhasselt, 2024. "Two-piece distribution based semi-parametric quantile regression for right censored data," Statistical Papers, Springer, vol. 65(5), pages 2775-2810, July.
    16. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2013. "Robust inference in high-dimensional approximately sparse quantile regression models," CeMMAP working papers 70/13, Institute for Fiscal Studies.
    17. Sun, Y., 2003. "Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models," Working Papers 2003-11, University of Guelph, Department of Economics and Finance.
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