Jau-er Chen
Personal Details
First Name: | Jau-er |
Middle Name: | |
Last Name: | Chen |
Suffix: | |
RePEc Short-ID: | pch1555 |
[This author has chosen not to make the email address public] | |
https://jauerblog.wordpress.com/cv_en | |
Affiliation
School of Economics
Senshu University
Tokyo, Japanhttp://www.senshu-u.ac.jp/sc_grsc/keizai/
RePEc:edi:sesenjp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021. "Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions," Econometrics, MDPI, vol. 9(2), pages 1-18, April.
Articles
- Hui-Ching Chuang & Jau-er Chen, 2023. "Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles," Econometrics, MDPI, vol. 11(1), pages 1-20, February.
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021.
"Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions,"
Econometrics, MDPI, vol. 9(2), pages 1-18, April.
- 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.
- Jau-er Chen & Rajarshi Mitra, 2020. "Demographic Shifts and Asset Returns in Japan," Economics Bulletin, AccessEcon, vol. 40(2), pages 1570-1582.
- Jau-er Chen & Chen-Wei Hsiang, 2019. "Causal Random Forests Model Using Instrumental Variable Quantile Regression," Econometrics, MDPI, vol. 7(4), pages 1-22, December.
- Ming‐Hsuan Lee & Tou‐Chin Tsai & Jau‐er Chen & Mon‐Chi Lio, 2019. "Can Information And Communication Technology Improve Stock Market Efficiency? A Cross‐Country Study," Bulletin of Economic Research, Wiley Blackwell, vol. 71(2), pages 113-135, April.
- Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018. "Nonparametric regression with multiple thresholds: Estimation and inference," Journal of Econometrics, Elsevier, vol. 206(2), pages 472-514.
- Jau-er Chen & Masanori Kashiwagi, 2017. "The Japanese Taylor rule estimated using censored quantile regressions," Empirical Economics, Springer, vol. 52(1), pages 357-371, February.
- Chen Jau-er, 2015. "Factor instrumental variable quantile regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 71-92, February.
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.Working papers
- 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.
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021. "Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions," Econometrics, MDPI, vol. 9(2), pages 1-18, April.
Cited by:
- Yoganathan, Vignesh & Osburg, Victoria-Sophie, 2024. "The mind in the machine: Estimating mind perception's effect on user satisfaction with voice-based conversational agents," Journal of Business Research, Elsevier, vol. 175(C).
- Jonathan Fuhr & Philipp Berens & Dominik Papies, 2024. "Estimating Causal Effects with Double Machine Learning -- A Method Evaluation," Papers 2403.14385, arXiv.org, revised Apr 2024.
- Jau-er Chen & Chen-Wei Hsiang, 2019. "Causal Random Forests Model Using Instrumental Variable Quantile Regression," Econometrics, MDPI, vol. 7(4), pages 1-22, December.
- Seoyun Hong, 2023. "Censored Quantile Regression with Many Controls," Papers 2303.02784, arXiv.org.
Articles
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021.
"Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions,"
Econometrics, MDPI, vol. 9(2), pages 1-18, April.
See citations under working paper version above.
- 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.
- Jau-er Chen & Chen-Wei Hsiang, 2019.
"Causal Random Forests Model Using Instrumental Variable Quantile Regression,"
Econometrics, MDPI, vol. 7(4), pages 1-22, December.
Cited by:
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021.
"Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions,"
Econometrics, MDPI, vol. 9(2), pages 1-18, April.
- 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.
- Zhouwei Wang & Qicheng Zhao & Min Zhu & Tao Pang, 2020. "Jump Aggregation, Volatility Prediction, and Nonlinear Estimation of Banks’ Sustainability Risk," Sustainability, MDPI, vol. 12(21), pages 1-17, October.
- Hui-Ching Chuang & Jau-er Chen, 2023. "Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles," Econometrics, MDPI, vol. 11(1), pages 1-20, February.
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021.
"Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions,"
Econometrics, MDPI, vol. 9(2), pages 1-18, April.
- Ming‐Hsuan Lee & Tou‐Chin Tsai & Jau‐er Chen & Mon‐Chi Lio, 2019.
"Can Information And Communication Technology Improve Stock Market Efficiency? A Cross‐Country Study,"
Bulletin of Economic Research, Wiley Blackwell, vol. 71(2), pages 113-135, April.
Cited by:
- Ebaidalla Mahjoub Ebaidalla & Sana Abusin, 2022. "The Effect of ICT on CO2 Emissions in the GCC Countries: Does Globalization Matter?," International Journal of Energy Economics and Policy, Econjournals, vol. 12(6), pages 56-66, November.
- Sepehrdoust, Hamid & Ahmadvand, Shokoufeh & Mirzaei, Nesa, 2022. "Impact of information, communication technology and housing industry on financial market development," Technology in Society, Elsevier, vol. 69(C).
- Jiexia Ye & Juanjuan Zhao & Kejiang Ye & Chengzhong Xu, 2020. "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction," Papers 2005.04955, arXiv.org, revised Oct 2020.
- Asif Khan & Wu Ximei, 2022. "Digital Economy and Environmental Sustainability: Do Information Communication and Technology (ICT) and Economic Complexity Matter?," IJERPH, MDPI, vol. 19(19), pages 1-21, September.
- abid, Nabila & Ceci, Federica & Razzaq, Asif, 2023. "Inclusivity of information and communication technology in ecological governance for sustainable resources management in G10 countries," Resources Policy, Elsevier, vol. 81(C).
- Chiou, Yan-Yu & Chen, Mei-Yuan & Chen, Jau-er, 2018.
"Nonparametric regression with multiple thresholds: Estimation and inference,"
Journal of Econometrics, Elsevier, vol. 206(2), pages 472-514.
Cited by:
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021.
"Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions,"
Econometrics, MDPI, vol. 9(2), pages 1-18, April.
- 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.
- Mogens Fosgerau & Dennis Kristensen, 2021.
"Identification of a class of index models: A topological approach,"
The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 121-133.
- 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.
- Mogens Fosgerau & Dennis Kristensen, 2020. "Identification of a class of index models: A topological approach," Papers 2004.07900, arXiv.org.
- Jau-er Chen & Chen-Wei Hsiang, 2019. "Causal Random Forests Model Using Instrumental Variable Quantile Regression," Econometrics, MDPI, vol. 7(4), pages 1-22, December.
- Sadikoglu, Serhan, 2019. "Essays in econometric theory," Other publications TiSEM 99d83644-f9dc-49e3-a4e1-5, Tilburg University, School of Economics and Management.
- Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
- Takayuki Toda & Ayako Wakano & Takahiro Hoshino, 2019. "Regression Discontinuity Design with Multiple Groups for Heterogeneous Causal Effect Estimation," Papers 1905.04443, arXiv.org.
- Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021.
"Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions,"
Econometrics, MDPI, vol. 9(2), pages 1-18, April.
- Jau-er Chen & Masanori Kashiwagi, 2017.
"The Japanese Taylor rule estimated using censored quantile regressions,"
Empirical Economics, Springer, vol. 52(1), pages 357-371, February.
Cited by:
- 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.
- Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018. "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers 201839, University of Pretoria, Department of Economics.
- 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.
- Tilfani, Oussama & Kristoufek, Ladislav & Ferreira, Paulo & El Boukfaoui, My Youssef, 2022. "Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
- Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2019.
"Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule,"
Working Papers
201929, University of Pretoria, Department of Economics.
- 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.
- Pierre L. Siklos, 2020. "Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?," IMES Discussion Paper Series 20-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Chen Jau-er, 2015.
"Factor instrumental variable quantile regression,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 71-92, February.
Cited by:
- 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.
- Christina Christou & Ruthira Naraidoo & Rangan Gupta, 2018. "Conventional and Unconventional Monetary Policy Reaction to Uncertainty in Advanced Economies: Evidence from Quantile Regressions," Working Papers 201839, University of Pretoria, Department of Economics.
- 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.
- Ando, Tomohiro & Bai, Jushan, 2018.
"Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity,"
MPRA Paper
88765, University Library of Munich, Germany.
- Tomohiro Ando & Jushan Bai, 2020. "Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 266-279, January.
- Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022. "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(6), pages 523-542, June.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-BIG: Big Data (1) 2019-10-07. Author is listed
- NEP-ECM: Econometrics (1) 2019-10-07. Author is listed
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