Sung Jae Jun
Personal Details
First Name: | Sung Jae |
Middle Name: | |
Last Name: | Jun |
Suffix: | |
RePEc Short-ID: | pju58 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/suj14/ | |
Terminal Degree: | 2006 Economics Department; Brown University (from RePEc Genealogy) |
Affiliation
Department of Economics
Pennsylvania State University
State College, Pennsylvania (United States)http://econ.la.psu.edu/
RePEc:edi:depsuus (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Sung Jae Jun & Sokbae Lee, 2022. "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers 2205.14048, arXiv.org, revised Apr 2023.
- 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.
- Sung Jae Jun & Sokbae Lee, 2020.
"Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions,"
Papers
2004.08318, arXiv.org, revised Oct 2023.
- 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.
- Sung Jae Jun & Sokbae Lee, 2018.
"Identifying the Effect of Persuasion,"
Papers
1812.02276, arXiv.org, revised Nov 2022.
- 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.
- Sung Jae Jun & Sokbae (Simon) Lee, 2022. "Identifying the effect of persuasion," CeMMAP working papers 24/22, Institute for Fiscal Studies.
- 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.
- Sung Jae Jun & Sokbae (Simon) Lee, 2018. "Identifying the effect of persuasion," CeMMAP working papers CWP19/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz, 2012. "Identification of treatment effects in a triangular system of equations," Department of Economics Working Papers 130910, The University of Texas at Austin, Department of Economics, revised Oct 2012.
- Sung Jae Jun & Tony Lancaster, 2006. "Bayesian quantile regression," CeMMAP working papers CWP05/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Articles
- Jun, Sung Jae & Pinkse, Joris, 2024. "An information–Theoretic approach to partially identified auction models," Journal of Econometrics, Elsevier, vol. 238(2).
- 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.
- Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
- 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.
- Sung Jae Jun & Sokbae (Simon) Lee, 2022. "Identifying the effect of persuasion," CeMMAP working papers 24/22, Institute for Fiscal Studies.
- 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.
- Sung Jae Jun & Sokbae Lee, 2018. "Identifying the Effect of Persuasion," Papers 1812.02276, arXiv.org, revised Nov 2022.
- Sung Jae Jun & Sokbae (Simon) Lee, 2018. "Identifying the effect of persuasion," CeMMAP working papers CWP19/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
- Jun, Sung Jae & Pinkse, Joris, 2020. "Counterfactual prediction in complete information games: Point prediction under partial identification," Journal of Econometrics, Elsevier, vol. 216(2), pages 394-429.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2017. "Integrated Score Estimation," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1418-1456, December.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız, 2016. "Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models," Econometrics, MDPI, vol. 4(1), pages 1-21, February.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu, 2016. "Estimating a nonparametric triangular model with binary endogenous regressors," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 113-149, June.
- Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016.
"Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
- 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.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015. "Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference," Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu, 2012. "Discrete endogenous variables in weakly separable models," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 288-303, June.
- Jun, Sung Jae & Pinkse, Joris, 2012. "Testing Under Weak Identification With Conditional Moment Restrictions," Econometric Theory, Cambridge University Press, vol. 28(6), pages 1229-1282, December.
- Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing, 2011. "Tighter bounds in triangular systems," Journal of Econometrics, Elsevier, vol. 161(2), pages 122-128, April.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2011. "-Consistent robust integration-based estimation," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 828-846, April.
- Tony Lancaster & Sung Jae Jun, 2010. "Bayesian quantile regression methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2010. "A consistent nonparametric test of affiliation in auction models," Journal of Econometrics, Elsevier, vol. 159(1), pages 46-54, November.
- Jun, Sung Jae & Pinkse, Joris, 2009. "Semiparametric tests of conditional moment restrictions under weak or partial identification," Journal of Econometrics, Elsevier, vol. 152(1), pages 3-18, September.
- Jun, Sung Jae & Pinkse, Joris, 2009. "Adding Regressors To Obtain Efficiency," Econometric Theory, Cambridge University Press, vol. 25(1), pages 298-301, February.
- 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.
- Jun, Sung Jae & Pinkse, Joris, 2009. "Efficient Semiparametric Seemingly Unrelated Quantile Regression Estimation," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1392-1414, October.
- Jun, Sung Jae, 2008. "Weak identification robust tests in an instrumental quantile model," Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
Software components
- Sung Jae Jun & Sokbae Lee, 2021. "PERSUASIO: Stata module to estimate the effect of persuasion and conduct inference," Statistical Software Components S458902, Boston College Department of Economics, revised 24 Nov 2022.
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.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Tony Lancaster & Sung Jae Jun, 2010.
"Bayesian quantile regression methods,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
Mentioned in:
- Bayesian quantile regression methods (Journal of Applied Econometrics 2010) in ReplicationWiki ()
Working papers
- Sung Jae Jun & Sokbae Lee, 2020.
"Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions,"
Papers
2004.08318, arXiv.org, revised Oct 2023.
- 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.
Cited by:
- Sung Jae Jun & Sokbae Lee, 2022. "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers 2205.14048, arXiv.org, revised Apr 2023.
- Sung Jae Jun & Sokbae Lee, 2018.
"Identifying the Effect of Persuasion,"
Papers
1812.02276, arXiv.org, revised Nov 2022.
- 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.
- Sung Jae Jun & Sokbae (Simon) Lee, 2022. "Identifying the effect of persuasion," CeMMAP working papers 24/22, Institute for Fiscal Studies.
- 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.
- Sung Jae Jun & Sokbae (Simon) Lee, 2018. "Identifying the effect of persuasion," CeMMAP working papers CWP19/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Sung Jae Jun & Sokbae Lee, 2020.
"Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions,"
Papers
2004.08318, arXiv.org, revised Oct 2023.
- 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.
- 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.
- 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.
- Galasso, Vincenzo & Morelli, Massimo & Nannicini, Tommaso & Stanig, Piero, 2024. "The Populist Dynamic: Experimental Evidence on the Effects of Countering Populism," IZA Discussion Papers 16796, Institute of Labor Economics (IZA).
- Wenlong Ji & Lihua Lei & Asher Spector, 2023. "Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects," Papers 2310.08115, arXiv.org.
- 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.
- Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
Cited by:
- 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.
- Brantly Callaway & Tong Li, 2017. "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers 1701, Department of Economics, Temple University.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011.
"Identification of Panel Data Models with Endogenous Censoring,"
MPRA Paper
30373, University Library of Munich, Germany.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016. "Identification of panel data models with endogenous censoring," Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
- Pablo Lavado & Gonzalo Rivera, 2016. "Identifying Treatment Effects with Data Combination and Unobserved Heterogeneity," Working Papers 79, Peruvian Economic Association.
- Shosei Sakaguchi, 2017. "Estimation of Average Treatment Effects Using Panel Data when Treatment Effects Are Heterogeneous by Unobserved Fixed Effects," KIER Working Papers 970, Kyoto University, Institute of Economic Research.
- Pablo Lavado & Gonzalo Rivera, 2015. "Identifying treatment effects and counterfactual distributions using data combination with unobserved heterogeneity," Working Papers 15-14, Centro de Investigación, Universidad del Pacífico.
- Sung Jae Jun & Tony Lancaster, 2006.
"Bayesian quantile regression,"
CeMMAP working papers
CWP05/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
- Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
Articles
- 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.
- Sung Jae Jun & Sokbae Lee, 2020. "Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions," Papers 2004.08318, arXiv.org, revised Oct 2023.
- 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.
- Sung Jae Jun & Sokbae (Simon) Lee, 2022. "Identifying the effect of persuasion," CeMMAP working papers 24/22, Institute for Fiscal Studies.
- 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.
- Sung Jae Jun & Sokbae Lee, 2018. "Identifying the Effect of Persuasion," Papers 1812.02276, arXiv.org, revised Nov 2022.
- Sung Jae Jun & Sokbae (Simon) Lee, 2018. "Identifying the effect of persuasion," CeMMAP working papers CWP19/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Federico Zincenko, 2019. "Testing for Risk Aversion in First-Price Sealed-Bid Auctions," Working Paper 6641, Department of Economics, University of Pittsburgh.
Cited by:
- Grundl, Serafin & Zhu, Yu, 2024. "Two results on auctions with endogenous entry," Economics Letters, Elsevier, vol. 234(C).
- Zincenko, Federico, 2024. "Estimation and inference of seller’s expected revenue in first-price auctions," Journal of Econometrics, Elsevier, vol. 241(1).
- Jun, Sung Jae & Pinkse, Joris, 2020.
"Counterfactual prediction in complete information games: Point prediction under partial identification,"
Journal of Econometrics, Elsevier, vol. 216(2), pages 394-429.
Cited by:
- Hoshino, Tadao & Yanagi, Takahide, 2023.
"Treatment effect models with strategic interaction in treatment decisions,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Tadao Hoshino & Takahide Yanagi, 2018. "Treatment Effect Models with Strategic Interaction in Treatment Decisions," Papers 1810.08350, arXiv.org, revised Feb 2023.
- Jun, Sung Jae & Pinkse, Joris, 2024. "An information–Theoretic approach to partially identified auction models," Journal of Econometrics, Elsevier, vol. 238(2).
- Hoshino, Tadao & Yanagi, Takahide, 2023.
"Treatment effect models with strategic interaction in treatment decisions,"
Journal of Econometrics, Elsevier, vol. 236(2).
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2017.
"Integrated Score Estimation,"
Econometric Theory, Cambridge University Press, vol. 33(6), pages 1418-1456, December.
Cited by:
- Le-Yu Chen & Sokbae Lee, 2016.
"Best Subset Binary Prediction,"
Papers
1610.02738, arXiv.org, revised May 2018.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Le-Yu Chen & Sokbae Lee, 2016.
"Best Subset Binary Prediction,"
Papers
1610.02738, arXiv.org, revised May 2018.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız, 2016.
"Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models,"
Econometrics, MDPI, vol. 4(1), pages 1-21, February.
Cited by:
- Francesco Longo & Karl Claxton & Stephen Martin & James Lomas, 2023. "More long‐term care for better healthcare and vice versa: investigating the mortality effects of interactions between these public sectors," Fiscal Studies, John Wiley & Sons, vol. 44(2), pages 189-216, June.
- Sukjin Han, 2018.
"Identification in Nonparametric Models for Dynamic Treatment Effects,"
Papers
1805.09397, arXiv.org, revised Jan 2019.
- Han, Sukjin, 2021. "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 225(2), pages 132-147.
- Christian Dippel & Robert Gold & Stephan Heblich & Rodrigo Pinto, 2017.
"Instrumental Variables and Causal Mechanisms: Unpacking The Effect of Trade on Workers and Voters,"
NBER Working Papers
23209, National Bureau of Economic Research, Inc.
- Christian Dippel & Robert Gold & Stephan Heblich & Rodrigo Pinto, 2017. "Instrumental Variables and Causal Mechanisms: Unpacking the Effect of Trade on Workers and Voters," CESifo Working Paper Series 6816, CESifo.
- 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.
- Feng, Junlong, 2024. "Matching points: Supplementing instruments with covariates in triangular models," Journal of Econometrics, Elsevier, vol. 238(1).
- Songnian Chen & Shakeeb Khan & Xun Tang, 2022. "Endogeneity in Weakly Separable Models without Monotonicity," Papers 2208.05047, arXiv.org.
- Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2024. "Endogeneity in weakly separable models without monotonicity," Journal of Econometrics, Elsevier, vol. 238(1).
- Shishir Shakya & Nabamita Dutta, 2024. "How Individualism Influences Female Financial Inclusion through Education: Evidence from Historical Prevalence of Infectious Diseases," Working Papers 24-03, Department of Economics, Appalachian State University.
- Shishir Shakya & Nabamita Dutta, 2024. "How Individualism Influences Female Financial Inclusion through Education: Evidence from Historical Prevalence of Infectious Diseases," Working Papers 24-07, Department of Economics, Appalachian State University.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu, 2016.
"Estimating a nonparametric triangular model with binary endogenous regressors,"
Econometrics Journal, Royal Economic Society, vol. 19(2), pages 113-149, June.
Cited by:
- Santiago Pereda Fernández, 2019.
"Identification and estimation of triangular models with a binary treatment,"
Temi di discussione (Economic working papers)
1210, Bank of Italy, Economic Research and International Relations Area.
- Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
- Santiago Pereda Fernández, 2019.
"Identification and estimation of triangular models with a binary treatment,"
Temi di discussione (Economic working papers)
1210, Bank of Italy, Economic Research and International Relations Area.
- Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016.
"Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
See citations under working paper version above.
- 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.
- Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan, 2015.
"Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference,"
Journal of Econometrics, Elsevier, vol. 187(1), pages 201-216.
Cited by:
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Casini, Alessandro & Perron, Pierre, 2022. "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, vol. 38(1), pages 35-65, February.
- Alessandro Casini & Pierre Perron, 2020. "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series WP2020-015, Boston University - Department of Economics.
- Le-Yu Chen & Sokbae Lee, 2016.
"Best Subset Binary Prediction,"
Papers
1610.02738, arXiv.org, revised May 2018.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
- Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
- Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joris Pinkse & Karl Schurter, 2019. "Estimation of Auction Models with Shape Restrictions," Papers 1912.07466, arXiv.org.
- Sadat Reza & Paul Rilstone, 2019. "Smoothed Maximum Score Estimation of Discrete Duration Models," JRFM, MDPI, vol. 12(2), pages 1-16, April.
- Alessandro Casini & Pierre Perron, 2018.
"Generalized Laplace Inference in Multiple Change-Points Models,"
Papers
1803.10871, arXiv.org, revised Jan 2021.
- Sung Jae Jun & Joris Pinkse & Haiqing Xu, 2012.
"Discrete endogenous variables in weakly separable models,"
Econometrics Journal, Royal Economic Society, vol. 15(2), pages 288-303, June.
Cited by:
- Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing, 2011. "Tighter bounds in triangular systems," Journal of Econometrics, Elsevier, vol. 161(2), pages 122-128, April.
- Sungwon Lee, 2020. "Identification and Confidence Regions for Treatment Effect and its Distribution under Stochastic Dominance," Working Papers 2011, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Feng, Junlong, 2024. "Matching points: Supplementing instruments with covariates in triangular models," Journal of Econometrics, Elsevier, vol. 238(1).
- Sung Jae Jun & Joris Pinkse & Haiqing Xu & Neşe Yıldız, 2016. "Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models," Econometrics, MDPI, vol. 4(1), pages 1-21, February.
- Jun, Sung Jae & Pinkse, Joris, 2012.
"Testing Under Weak Identification With Conditional Moment Restrictions,"
Econometric Theory, Cambridge University Press, vol. 28(6), pages 1229-1282, December.
Cited by:
- Antoine, Bertille & Lavergne, Pascal, 2023.
"Identification-robust nonparametric inference in a linear IV model,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
- Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
- Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
- Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
- Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2020.
"Optimal Minimax Rates against Non-smooth Alternatives,"
KIER Working Papers
1051, Kyoto University, Institute of Economic Research.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2022. "Optimal minimax rates against nonsmooth alternatives [Optimal testing for additivity in multiple nonparametric regression]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 322-339.
- Xu, Ruonan, 2021. "On the instrument functional form with a binary endogenous explanatory variable," Economics Letters, Elsevier, vol. 206(C).
- 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.
- Zhipeng Liao & Xiaoxia Shi, 2020. "A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models," Quantitative Economics, Econometric Society, vol. 11(3), pages 983-1017, July.
- Jinho Choi & Juan Carlos Escanciano & Junjie Guo, 2022. "Generalized band spectrum estimation with an application to the New Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1055-1078, August.
- Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
- Wang, Wenju & Wang, Qiao, 2019. "Consistent specification test for partially linear models with the k-nearest-neighbor method," Economics Letters, Elsevier, vol. 177(C), pages 89-93.
- Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2018. "Rate Optimal Specification Test When the Number of Instruments is Large," KIER Working Papers 986, Kyoto University, Institute of Economic Research.
- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
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"Identification-robust nonparametric inference in a linear IV model,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
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"Tighter bounds in triangular systems,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 122-128, April.
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"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
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Quantitative Economics, Econometric Society, vol. 9(2), pages 617-642, July.
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Temi di discussione (Economic working papers)
1210, Bank of Italy, Economic Research and International Relations Area.
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"Tightening Bounds In Triangular Systems,"
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tecipa-515, University of Toronto, Department of Economics.
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"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
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"Bayesian quantile regression methods,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
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"Smoothed GMM for quantile models,"
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"Asymmetry and Lilien’s Sectoral Shifts Hypothesis: A Quantile Regression Approach,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 6(1), pages 68-86, June.
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"Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity,"
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88765, University Library of Munich, Germany.
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1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
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Journal of Econometrics, Elsevier, vol. 159(1), pages 46-54, November.
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NBER Working Papers
19435, National Bureau of Economic Research, Inc.
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"Adapting Kernel Estimation to Uncertain Smoothness,"
STICERD - Econometrics Paper Series
557, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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Journal of Econometrics, Elsevier, vol. 211(2), pages 507-538.
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- Antoine, Bertille & Lavergne, Pascal, 2014.
"Conditional moment models under semi-strong identification,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 59-69.
- Bertille Antoine & Pascal Lavergne, 2011. "Conditional Moment Models under Semi-Strong Identification," Discussion Papers dp11-04, Department of Economics, Simon Fraser University, revised Dec 2012.
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"Adding Regressors To Obtain Efficiency,"
Econometric Theory, Cambridge University Press, vol. 25(1), pages 298-301, February.
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"Local structural quantile effects in a model with a nonseparable control variable,"
Journal of Econometrics, Elsevier, vol. 151(1), pages 82-97, July.
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"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
- Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing, 2011. "Tighter bounds in triangular systems," Journal of Econometrics, Elsevier, vol. 161(2), pages 122-128, April.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey & Sami Stouli & Francis Vella, 2017.
"Semiparametric estimation of structural functions in nonseparable triangular models,"
CeMMAP working papers
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- Victor Chernozhukov & Iván Fernández-Val & Whitney Newey & Sami Stouli & Francis Vella, 2017. "Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models," Bristol Economics Discussion Papers 17/690, School of Economics, University of Bristol, UK.
- Fernandez-Val , Ivan & van Vuuren, Aico & Vella, Francis, 2018.
"Nonseparable Sample Selection Models with Censored Selection Rules,"
Working Papers in Economics
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"The triangular model with random coefficients,"
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"Identification and estimation of triangular models with a binary treatment,"
Temi di discussione (Economic working papers)
1210, Bank of Italy, Economic Research and International Relations Area.
- Pereda-Fernández, Santiago, 2023. "Identification and estimation of triangular models with a binary treatment," Journal of Econometrics, Elsevier, vol. 234(2), pages 585-623.
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"A closed-form estimator for quantile treatment effects with endogeneity,"
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- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome Conditioned Treatment Effects,"
Boston College Working Papers in Economics
840, Boston College Department of Economics.
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2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
- White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2015. "VAR for VaR: Measuring tail dependence using multivariate regression quantiles," Journal of Econometrics, Elsevier, vol. 187(1), pages 169-188.
- Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2015. "VAR for VaR: measuring tail dependence using multivariate regression quantiles," Working Paper Series 1814, European Central Bank.
- Henderson, Daniel J. & Kumbhakar, Subal C. & Li, Qi & Parmeter, Christopher F., 2015. "Smooth coefficient estimation of a seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 189(1), pages 148-162.
- Petrella, Lea & Raponi, Valentina, 2019. "Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 70-84.
- Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul, 2021.
"Impulse response analysis in conditional quantile models with an application to monetary policy,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Dong Jin Lee & Tae-Hwan Kim & Paul Mizen, 2020. "Impulse response analysis in conditional quantile models with an application to monetary policy," Discussion Papers 2020/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Jungmo Yoon & Antonio F. Galvao, 2020. "Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects," Quantitative Economics, Econometric Society, vol. 11(2), pages 579-608, May.
- Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020. "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers 2020rwp-164, Yonsei University, Yonsei Economics Research Institute.
- Lee, Dong Jin & Yoon, Jai Hyung, 2016. "The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy," Economic Modelling, Elsevier, vol. 55(C), pages 102-114.
- Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016. "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, vol. 194(1), pages 187-202.
- Habert white & Tae-Hwan Kim & Simone Manganelli, 2012.
"VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles,"
Working papers
2012rwp-45, Yonsei University, Yonsei Economics Research Institute.
- Jun, Sung Jae, 2008.
"Weak identification robust tests in an instrumental quantile model,"
Journal of Econometrics, Elsevier, vol. 144(1), pages 118-138, May.
Cited by:
- 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.
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023.
"A first-stage representation for instrumental variables quantile regression,"
The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- 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.
- Kaplan, David M. & Sun, Yixiao, 2012.
"Smoothed Estimating Equations For Instrumental Variables Quantile Regression,"
University of California at San Diego, Economics Working Paper Series
qt888657tp, Department of Economics, UC San Diego.
- David M. Kaplan & Yixiao Sun, 2013. "Smoothed Estimating Equations for Instrumental Variables Quantile Regression," Working Papers 1314, Department of Economics, University of Missouri.
- David M. Kaplan & Yixiao Sun, 2016. "Smoothed estimating equations for instrumental variables quantile regression," Papers 1609.09033, arXiv.org.
- Kaplan, David M. & Sun, Yixiao, 2017. "Smoothed Estimating Equations For Instrumental Variables Quantile Regression," Econometric Theory, Cambridge University Press, vol. 33(1), pages 105-157, February.
- Muller, Christophe, 2018.
"Heterogeneity and nonconstant effect in two-stage quantile regression,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
- Christophe Muller, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Post-Print hal-01647474, HAL.
- Christophe Muller, 2017. "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers halshs-01157552, HAL.
- Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen, 2013.
"Quantile models with endogeneity,"
CeMMAP working papers
CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers 25/13, Institute for Fiscal Studies.
- V. Chernozhukov & C. Hansen, 2013. "Quantile Models with Endogeneity," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 57-81, May.
- Victor Chernozhukov & Christian Hansen, 2013. "Quantile Models with Endogeneity," Papers 1303.7050, arXiv.org.
- Marmer, Vadim & Sakata, Shinichi, 2011. "Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.
- Tae-Hwan Kim & Christophe Muller, 2013.
"A Test for Endogeneity in Conditional Quantiles,"
AMSE Working Papers
1342, Aix-Marseille School of Economics, France, revised Aug 2013.
- Tae-Hwan Kim & Christophe Muller, 2013. "A Test for Endogeneity in Conditional Quantiles," Working Papers halshs-00854527, HAL.
- Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
- 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.
- de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019.
"Smoothed GMM for quantile models,"
Journal of Econometrics, Elsevier, vol. 213(1), pages 121-144.
- Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2018. "Smoothed GMM for quantile models," Working Papers 1803, Department of Economics, University of Missouri.
- 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.
- 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.
- Tae-Hwan Kim & Christophe Muller, 2015.
"A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression,"
Working papers
2015rwp-82, Yonsei University, Yonsei Economics Research Institute.
- 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.
- Claude Diebolt & Tapas Mishra & Faustine Perrin, 2021.
"Gender empowerment as an enforcer of individuals’ choice between education and fertility : Evidence from 19th century France,"
Post-Print
hal-03345562, HAL.
- Diebolt, Claude & Mishra, Tapas & Perrin, Faustine, 2021. "Gender empowerment as an enforcer of individuals’ choice between education and fertility: Evidence from 19th century France," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 408-438.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Philip Kostov & Julie Le Gallo, 2018. "What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(5), pages 501-527, November.
- 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.
- Kaido, Hiroaki & Wüthrich, Kaspar, 2021. "Decentralization estimators for instrumental variable quantile regression models," University of California at San Diego, Economics Working Paper Series qt362921wv, Department of Economics, UC San Diego.
- Hiroaki Kaido & Kaspar Wuthrich, 2018. "Decentralization Estimators for Instrumental Variable Quantile Regression Models," Papers 1812.10925, arXiv.org, revised Sep 2020.
- Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
- Hiroaki Kaido & Kaspar Wüthrich, 2019. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP42/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joel L. Horowitz, 2017. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers 46/17, Institute for Fiscal Studies.
- Joel L. Horowitz, 2018. "Non-Asymptotic Inference in Instrumental Variables Estimation," Papers 1809.03600, arXiv.org.
- 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.
- Joel L. Horowitz, 2018. "Non-asymptotic inference in instrumental variables estimation," CeMMAP working papers CWP52/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2006-04-22 2014-09-25 2018-12-24 2020-05-04 2022-07-11. Author is listed
- NEP-BIG: Big Data (3) 2020-05-04 2021-07-19 2022-07-11
- NEP-CMP: Computational Economics (1) 2022-07-11
- NEP-DCM: Discrete Choice Models (1) 2021-07-26
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