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Le-Yu Chen

Personal Details

First Name:Le-Yu
Middle Name:
Last Name:Chen
Suffix:
RePEc Short-ID:pch780
[This author has chosen not to make the email address public]
http://www.econ.sinica.edu.tw/LeYu_Chen/index_en1.php?lang=en
Institute of Economics, Academia Sinica 128 Academia Road, Section 2, Nankang, Taipei, 115 Taiwan
Terminal Degree:2009 Department of Economics; University College London (UCL) (from RePEc Genealogy)

Affiliation

Institute of Economics
Academia Sinica

Taipei, Taiwan
http://www.econ.sinica.edu.tw/
RePEc:edi:sinictw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Local Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised May 2024.
  2. Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.
  3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2019. "Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth about Happiness Scales," IZA Discussion Papers 12152, Institute of Labor Economics (IZA).
  4. Le-Yu Chen & Ekaterina Oparina & Nattavudh Powdthavee & Sorawoot Srisuma, 2019. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Papers 1902.07696, arXiv.org, revised Jun 2022.
  5. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.
  6. 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.
  7. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  8. 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.
  9. 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.
  10. 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 14/13, Institute for Fiscal Studies.
  11. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
  12. Le-Yu Chen, 2009. "Identification of structural dynamic discrete choice models," CeMMAP working papers CWP08/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  13. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.
  14. Le-Yu Chen, 2007. "Semiparametric identification of structural dynamic optimal stopping time models," CeMMAP working papers CWP06/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
  2. 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.
  3. 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.
  4. 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.
  5. Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  6. 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.
  7. Chen, Le-Yu, 2017. "Identification Of Discrete Choice Dynamic Programming Models With Nonparametric Distribution Of Unobservables," Econometric Theory, Cambridge University Press, vol. 33(3), pages 551-577, June.
  8. 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.
  9. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.

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

  1. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Local Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised May 2024.

    Cited by:

    1. Wei, Bo & Tan, Kean Ming & He, Xuming, 2024. "Estimation of complier expected shortfall treatment effects with a binary instrumental variable," Journal of Econometrics, Elsevier, vol. 238(2).

  2. 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.

  3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2019. "Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth about Happiness Scales," IZA Discussion Papers 12152, Institute of Labor Economics (IZA).

    Cited by:

    1. Ivanov, Boris & Pfeiffer, Friedhelm & Pohlan, Laura, 2020. "Do job creation schemes improve the social integration and well-being of the long-term unemployed?," Labour Economics, Elsevier, vol. 64(C).
    2. Ekaterina Oparina & Sorawoot Srisuma, 2022. "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
    3. Junxing Chay & Seonghoon Kim, 2022. "Heterogeneous health effects of medical marijuana legalization: Evidence from young adults in the United States," Health Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 269-283, February.
    4. Sechel, Cristina, 2021. "The share of satisfied individuals: A headcount measure of aggregate subjective well-being," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 373-394.
    5. Caspar Kaiser, 2022. "Whence the Happiness Revolution? A Book Review of Richard Easterlin’s An Economist’s Lessons on Happiness," Journal of Happiness Studies, Springer, vol. 23(6), pages 3095-3098, August.
    6. Shuo Liu & Nick Netzer, 2023. "Happy Times: Measuring Happiness Using Response Times," CESifo Working Paper Series 10360, CESifo.
    7. Kim, Seonghoon & Koh, Kanghyock, 2019. "The Effects of the Affordable Care Act Medicaid Expansion on Subjective Well-being," IZA Discussion Papers 12636, Institute of Labor Economics (IZA).
    8. Bucciol, Alessandro & Zarri, Luca, 2020. "Wounds that time can’t heal: Life satisfaction and exposure to traumatic events," Journal of Economic Psychology, Elsevier, vol. 76(C).
    9. O’Connor, Kelsey J., 2019. "The effect of immigration on natives’ well-being in the European Union," GLO Discussion Paper Series 352, Global Labor Organization (GLO).
    10. Bucciol, Alessandro & Burro, Giovanni, 2022. "Is there a happiness premium for working in the public sector? Evidence from Italy," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
    11. Bloem, Jeffrey R. & Oswald, Andrew J., 2021. "The Analysis of Human Feelings: A Practical Suggestion for a Robustness Test," IZA Discussion Papers 14632, Institute of Labor Economics (IZA).
    12. Montgomery, Mallory, 2022. "Reversing the gender gap in happiness," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 65-78.
    13. O'Connor, Kelsey J., 2022. "Measuring Progress," IZA Policy Papers 194, Institute of Labor Economics (IZA).
    14. Robson Morgan & Kelsey J. O’Connor, 2022. "Labor Market Policy and Subjective Well-Being During the Great Recession," Journal of Happiness Studies, Springer, vol. 23(2), pages 391-422, February.
    15. Eiji Yamamura & Giorgio Brunello, 2023. "Effect of grandchildren on the happiness of grandparents: Does the grandparent's child's gender matter?," Asian Economic Journal, East Asian Economic Association, vol. 37(2), pages 149-163, June.
    16. Frijters, Paul & Krekel, Christian & Ulker, Aydogan, 2023. "Should bads be inflicted all at once, like Machiavelli said? Evidence from life-satisfaction data," LSE Research Online Documents on Economics 117439, London School of Economics and Political Science, LSE Library.
    17. Loschiavo, David, 2021. "Big-city life (dis)satisfaction? The effect of urban living on subjective well-being," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 740-764.
    18. Kanninen, Ohto & Böckerman, Petri & Suoniemi, Ilpo, 2022. "Income–well-being gradient in sickness and health," MPRA Paper 113269, University Library of Munich, Germany.
    19. Cheng, Terence Chai & Kim, Seonghoon & Koh, Kanghyock, 2020. "The Impact of COVID-19 on Subjective Well-Being: Evidence from Singapore," IZA Discussion Papers 13702, Institute of Labor Economics (IZA).
    20. Andrew Chesher & Adam Rosen & Zahra Siddique, 2019. "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers CWP66/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Nicholas Gunby & Tom Coupé, 2023. "Weather-Related Home Damage and Subjective Well-Being," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(2), pages 409-438, February.
    22. Seonghoon Kim & Kanghyock Koh, 2022. "Health insurance and subjective well‐being: Evidence from two healthcare reforms in the United States," Health Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 233-249, January.
    23. Alberto Prati, 2024. "The Well‐Being Cost of Inflation Inequalities," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 70(1), pages 213-238, March.
    24. Tahir Mahmood, 2023. "He said, she said: Unpacking the determinants of Pakistan’s Intra-household gender differences," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(1), pages 213-237, February.
    25. Brunello, Giorgio, 2020. "Happier with Vocational Education?," IZA Discussion Papers 13739, Institute of Labor Economics (IZA).
    26. Valérie Bérenger & Jacques Silber, 2022. "On the Measurement of Happiness and of its Inequality," Journal of Happiness Studies, Springer, vol. 23(3), pages 861-902, March.
    27. Nikolova, Milena & Graham, Carol, 2020. "The Economics of Happiness," GLO Discussion Paper Series 640, Global Labor Organization (GLO).

  4. Le-Yu Chen & Ekaterina Oparina & Nattavudh Powdthavee & Sorawoot Srisuma, 2019. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Papers 1902.07696, arXiv.org, revised Jun 2022.

    Cited by:

    1. Ivanov, Boris & Pfeiffer, Friedhelm & Pohlan, Laura, 2020. "Do job creation schemes improve the social integration and well-being of the long-term unemployed?," Labour Economics, Elsevier, vol. 64(C).
    2. David G. Blanchflower & Alex Bryson, 2022. "Wellbeing Rankings," DoQSS Working Papers 22-09, Quantitative Social Science - UCL Social Research Institute, University College London.
    3. Shuo Liu & Nick Netzer, 2023. "Happy Times: Measuring Happiness Using Response Times," CESifo Working Paper Series 10360, CESifo.
    4. Kim, Seonghoon & Koh, Kanghyock, 2019. "The Effects of the Affordable Care Act Medicaid Expansion on Subjective Well-being," IZA Discussion Papers 12636, Institute of Labor Economics (IZA).
    5. Bucciol, Alessandro & Zarri, Luca, 2020. "Wounds that time can’t heal: Life satisfaction and exposure to traumatic events," Journal of Economic Psychology, Elsevier, vol. 76(C).
    6. O’Connor, Kelsey J., 2019. "The effect of immigration on natives’ well-being in the European Union," GLO Discussion Paper Series 352, Global Labor Organization (GLO).
    7. Bucciol, Alessandro & Burro, Giovanni, 2022. "Is there a happiness premium for working in the public sector? Evidence from Italy," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
    8. Clark, Andrew E. & Lepinteur, Anthony, 2024. "I Can't Forget about U: Lifetime Unemployment and Retirement Well-Being," IZA Discussion Papers 17068, Institute of Labor Economics (IZA).
    9. Stöckel, Jannis & van Exel, Job & Brouwer, Werner B.F., 2023. "Adaptation in life satisfaction and self-assessed health to disability - Evidence from the UK," Social Science & Medicine, Elsevier, vol. 328(C).
    10. O'Connor, Kelsey J., 2022. "Measuring Progress," IZA Policy Papers 194, Institute of Labor Economics (IZA).
    11. Andrew E. Clark & Maria Cotofan & Richard Layard, 2024. "Do wages underestimate the inequality in workers' rewards? The joint distribution of job quality and wages across occupations," Economica, London School of Economics and Political Science, vol. 91(362), pages 497-546, April.
    12. Hock‐Eam Lim & Daigee Shaw & Le‐Yu Chen & Pei‐Shan Liao, 2023. "Distributional Effects of Freedom and Income on Life Satisfaction: Evidence from East Asian Chinese Societies," Asian Economic Journal, East Asian Economic Association, vol. 37(1), pages 113-143, March.
    13. Cheng, Terence C. & Kim, Seonghoon & Petrie, Dennis, 2024. "Health shocks, health and labor market dynamics, and the socioeconomic-health gradient in older Singaporeans," Social Science & Medicine, Elsevier, vol. 348(C).
    14. Daniel J. Benjamin & Kristen Cooper & Ori Heffetz & Miles S. Kimball, 2023. "From Happiness Data to Economic Conclusions," NBER Working Papers 31727, National Bureau of Economic Research, Inc.
    15. Costi, Chiara & Clark, Andrew E. & Lepinteur, Anthony & D'Ambrosio, Conchita, 2023. "Healthcare Workers and Life Satisfaction during the Pandemic," IZA Discussion Papers 16680, Institute of Labor Economics (IZA).
    16. Andrew Chesher & Adam Rosen & Zahra Siddique, 2019. "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers CWP66/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. David W. Johnston & Olena Stavrunova, 2021. "Subjective Wellbeing Dynamics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(4), pages 518-529, December.
    18. Leonard Goff, 2022. "Causal identification with subjective outcomes," Papers 2212.14622, arXiv.org, revised Feb 2023.
    19. Brunello, Giorgio, 2020. "Happier with Vocational Education?," IZA Discussion Papers 13739, Institute of Labor Economics (IZA).
    20. Nikolova, Milena & Graham, Carol, 2020. "The Economics of Happiness," GLO Discussion Paper Series 640, Global Labor Organization (GLO).

  5. 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 (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.

  6. 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. 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.
    2. 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.
    3. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2019. "Hedge Fund Strategies: A non-Parametric Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201902, University of Turin.
    4. Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Jan 2024.
    5. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
    6. 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.
    7. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    8. Yinchu Zhu, 2018. "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers 1805.06855, arXiv.org, revised Sep 2019.
    9. Xin Liu, 2019. "Averaging estimation for instrumental variables quantile regression," Papers 1910.04245, arXiv.org.
    10. Youngki Shin & Zvezdomir Todorov, 2021. "Exact Computation of Maximum Rank Correlation Estimator," Department of Economics Working Papers 2021-03, McMaster University.
    11. 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).
    12. 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.
    13. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
    14. Kaspar W thrich, 2014. "A Comparison of two Quantile Models with Endogeneity," Diskussionsschriften dp1408, Universitaet Bern, Departement Volkswirtschaft.
    15. 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.
    16. Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
    17. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
    18. 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.
    19. 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.
    20. 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.

  7. 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 CWP52/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Davide Viviano, 2019. "Policy Targeting under Network Interference," Papers 1906.10258, arXiv.org, revised Apr 2024.
    3. Susan Athey & Stefan Wager, 2017. "Policy Learning with Observational Data," Papers 1702.02896, arXiv.org, revised Sep 2020.
    4. 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.
    5. Eric Mbakop & Max Tabord‐Meehan, 2021. "Model Selection for Treatment Choice: Penalized Welfare Maximization," Econometrica, Econometric Society, vol. 89(2), pages 825-848, March.
    6. Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
    8. Youngki Shin & Zvezdomir Todorov, 2021. "Exact Computation of Maximum Rank Correlation Estimator," Department of Economics Working Papers 2021-03, McMaster University.
    9. Adam Rosen & Takuya Ura, 2020. "Finite Sample Inference for the Maximum Score Estimand," CeMMAP working papers CWP22/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Jiun-Hua Su, 2021. "No-Regret Forecasting with Egalitarian Committees," Papers 2109.13801, arXiv.org.
    11. 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.
    12. Davide Viviano & Jelena Bradic, 2020. "Fair Policy Targeting," Papers 2005.12395, arXiv.org, revised Jun 2022.
    13. Jiun-Hua Su, 2019. "Model Selection in Utility-Maximizing Binary Prediction," Papers 1903.00716, arXiv.org, revised Jul 2020.
    14. 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.
    15. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.
    16. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.

  8. 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 Rosen & Takuya Ura, 2020. "Finite Sample Inference for the Maximum Score Estimand," CeMMAP working papers CWP22/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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

  10. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.

    Cited by:

    1. Markus Frölich & Martin Huber, 2017. "Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1645-1666, November.
    2. Martin Huber & Giovanni Mellace, 2014. "Testing exclusion restrictions and additive separability in sample selection models," Empirical Economics, Springer, vol. 47(1), pages 75-92, August.
    3. Bolzern, Benjamin & Huber, Martin, 2017. "Testing the validity of the compulsory schooling law instrument," Economics Letters, Elsevier, vol. 159(C), pages 23-27.
    4. Salm, Martin & Siflinger, Bettina & Xie, Mingjia, 2021. "The Effect of Retirement on Mental Health: Indirect Treatment Effects and Causal Mediation," Other publications TiSEM e28efa7f-8219-437c-a26d-2, Tilburg University, School of Economics and Management.
    5. Christina Felfe & Martin Huber, 2017. "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 475-502, February.
    6. Castagnetti, Carolina & Rosti, Luisa & Töpfer, Marina, 2018. "Discriminate me - if you can! The disappearance of the gender pay gap among public-contest selected employees," Discussion Papers 103, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
    7. Hussain, M. Azhar & Siersbæk, Nikolaj & Østerdal, Lars Peter, 2017. "Multidimensional Welfare Comparisons of EU Member States Before, During, and After the Financial Crisis: A Dominance Approach," Discussion Papers on Economics 10/2017, University of Southern Denmark, Department of Economics.
    8. 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.
    9. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    10. Hock‐Eam Lim & Daigee Shaw & Le‐Yu Chen & Pei‐Shan Liao, 2023. "Distributional Effects of Freedom and Income on Life Satisfaction: Evidence from East Asian Chinese Societies," Asian Economic Journal, East Asian Economic Association, vol. 37(1), pages 113-143, March.
    11. Julia Schmieder, 2020. "Fertility as a Driver of Maternal Employment," Discussion Papers of DIW Berlin 1882, DIW Berlin, German Institute for Economic Research.
    12. Fiorini, Mario & Katrien Stevens, 2014. "Assessing the Monotonicity Assumption in IV and fuzzy RD designs," Working Papers 2014-13, University of Sydney, School of Economics.
    13. Carolina Castagnetti & Luisa Rosti & Marina Töpfer, 2020. "Discriminate me — If you can! The disappearance of the gender pay gap among public‐contest selected employees in Italy," Gender, Work and Organization, Wiley Blackwell, vol. 27(6), pages 1040-1076, November.

  11. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.

    Cited by:

    1. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
    2. Christina Felfe & Martin Huber, 2017. "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 475-502, February.
    3. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
    4. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.
    5. Huber, Martin, 2012. "Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument," Economics Working Paper Series 1219, University of St. Gallen, School of Economics and Political Science.
    6. Martin Huber & Giovanni Mellace, 2015. "Testing Instrument Validity for LATE Identification Based on Inequality Moment Constraints," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 398-411, May.
    7. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity in sample selection models," Economics Working Paper Series 1145, University of St. Gallen, School of Economics and Political Science.
    8. Chuang, O-Chia & Kuan, Chung-Ming & Tzeng, Larry Y., 2017. "Testing for central dominance: Method and application," Journal of Econometrics, Elsevier, vol. 196(2), pages 368-378.

Articles

  1. 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.
  2. 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.
    See citations under working paper version above.
  3. 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.

  4. 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.
  5. 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.
  6. 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.
  7. Chen, Le-Yu, 2017. "Identification Of Discrete Choice Dynamic Programming Models With Nonparametric Distribution Of Unobservables," Econometric Theory, Cambridge University Press, vol. 33(3), pages 551-577, June.

    Cited by:

    1. Norets, Andriy & Shimizu, Kenichi, 2024. "Semiparametric Bayesian estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 238(2).
    2. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza‐Rodrigues, 2021. "Identification of counterfactuals in dynamic discrete choice models," Quantitative Economics, Econometric Society, vol. 12(2), pages 351-403, May.
    3. Erhao Xie, 2022. "Nonparametric Identification of Incomplete Information Discrete Games with Non-equilibrium Behaviors," Staff Working Papers 22-22, Bank of Canada.
    4. Komarova, Tatiana & Sanches, Fábio Adriano & Silva Junior, Daniel & Srisuma, Sorawoot, 2018. "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics 86858, London School of Economics and Political Science, LSE Library.
    5. Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Papers 2109.01725, arXiv.org, revised Sep 2021.
    6. Kalouptsidi, Myrto & Souza-Rodrigues, Eduardo & Scott, Paul, 2017. "Identification of Counterfactuals in Dynamic Discrete Choice Models," CEPR Discussion Papers 12470, C.E.P.R. Discussion Papers.
    7. Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
    8. Buchholz, Nicholas & Shum, Matthew & Xu, Haiqing, 2021. "Semiparametric estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 223(2), pages 312-327.
    9. Schiraldi, Pasquale & Levy, Matthew R., 2020. "Identification of intertemporal preferences in history-dependent dynamic discrete choice models," CEPR Discussion Papers 14447, C.E.P.R. Discussion Papers.
    10. Schneider, Ulrich, 2019. "Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions," MPRA Paper 102137, University Library of Munich, Germany, revised 29 Jul 2020.

  8. 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.
  9. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 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.
  1. NEP-ECM: Econometrics (13) 2007-04-09 2009-08-22 2009-08-22 2012-08-23 2013-05-05 2015-08-13 2016-03-06 2018-01-15 2018-01-15 2018-12-17 2020-07-20 2021-09-27 2024-02-19. Author is listed
  2. NEP-DCM: Discrete Choice Models (6) 2007-04-09 2009-08-22 2013-05-05 2015-08-13 2018-01-15 2019-03-04. Author is listed
  3. NEP-HAP: Economics of Happiness (3) 2019-02-25 2019-03-04 2024-02-19
  4. NEP-LTV: Unemployment, Inequality and Poverty (3) 2019-02-25 2019-03-04 2024-02-19
  5. NEP-HPE: History and Philosophy of Economics (2) 2019-02-25 2019-03-04
  6. NEP-ORE: Operations Research (2) 2018-01-15 2021-07-19
  7. NEP-UPT: Utility Models and Prospect Theory (2) 2009-08-22 2013-05-05
  8. NEP-ISF: Islamic Finance (1) 2021-09-27
  9. NEP-MIC: Microeconomics (1) 2009-08-22
  10. NEP-RMG: Risk Management (1) 2020-07-20

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