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Jessie Li

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First Name:Jessie
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Last Name:Li
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RePEc Short-ID:pli1644
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Research output

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Working papers

  1. Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.

Articles

  1. Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022. "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, vol. 228(1), pages 85-106.
  2. Jessie Li, 2021. "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 616-620, May.
  3. Hong, Han & Li, Huiyu & Li, Jessie, 2021. "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, vol. 222(1), pages 56-72.
  4. Han Hong & Michael P Leung & Jessie Li, 2020. "Inference on finite-population treatment effects under limited overlap," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 32-47.
  5. Ansel Jason & Hong Han & Jessie Li and, 2018. "OLS and 2SLS in Randomized and Conditionally Randomized Experiments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(3-4), pages 243-293, July.
  6. Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.

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. Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.

    Cited by:

    1. Mayer, Alexander & Wied, Dominik, 2023. "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, vol. 235(2), pages 1500-1521.

Articles

  1. Jessie Li, 2021. "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 616-620, May.

    Cited by:

    1. Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
    2. Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).

  2. Hong, Han & Li, Huiyu & Li, Jessie, 2021. "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, vol. 222(1), pages 56-72.
    See citations under working paper version above.
  3. Han Hong & Michael P Leung & Jessie Li, 2020. "Inference on finite-population treatment effects under limited overlap," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 32-47.

    Cited by:

    1. Phillip Heiler & Michael C. Knaus, 2021. "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," Papers 2110.01427, arXiv.org, revised Aug 2023.
    2. Chen, Xiaohong & Liu, Ying & Ma, Shujie & Zhang, Zheng, 2024. "Causal inference of general treatment effects using neural networks with a diverging number of confounders," Journal of Econometrics, Elsevier, vol. 238(1).
    3. George Gui & Harikesh Nair & Fengshi Niu, 2021. "Auction Throttling and Causal Inference of Online Advertising Effects," Papers 2112.15155, arXiv.org, revised Feb 2022.
    4. Pengzhou Wu & Kenji Fukumizu, 2021. "$\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap," Papers 2110.05225, arXiv.org.
    5. 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.

  4. Ansel Jason & Hong Han & Jessie Li and, 2018. "OLS and 2SLS in Randomized and Conditionally Randomized Experiments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(3-4), pages 243-293, July.

    Cited by:

    1. Jian, L. & Linton, O. B. & Tang, H. & Zhang, Y., 2023. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Cambridge Working Papers in Economics 2366, Faculty of Economics, University of Cambridge.
    2. Jiang, Liang & Phillips, Peter C.B. & Tao, Yubo & Zhang, Yichong, 2023. "Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations," Journal of Econometrics, Elsevier, vol. 234(2), pages 758-776.
    3. Jian, L. & Linton, O. B. & Tang, H. & Zhang, Y., 2023. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Janeway Institute Working Papers 2315, Faculty of Economics, University of Cambridge.
    4. Liang Jiang & Oliver B. Linton & Haihan Tang & Yichong Zhang, 2022. "Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance," Papers 2201.13004, arXiv.org, revised Jun 2023.
    5. Hvidman, Charlotte & Koch, Alexander K & Nafziger, Julia & Albeck Nielsen, Søren & Rosholm, Michael, 2022. "An intensive, school-based learning camp targeting academic and non-cognitive skills evaluated in a randomized trial," CEPR Discussion Papers 16859, C.E.P.R. Discussion Papers.
    6. Bugni, Federico A. & Gao, Mengsi, 2023. "Inference under covariate-adaptive randomization with imperfect compliance," Journal of Econometrics, Elsevier, vol. 237(1).

  5. Hong, Han & Li, Jessie, 2018. "The numerical delta method," Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.

    Cited by:

    1. Brantly Callaway, 2020. "Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement," Papers 2008.08117, arXiv.org.
    2. Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
    3. Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2022. "Partially Linear Models under Data Combination," IZA Discussion Papers 15230, Institute of Labor Economics (IZA).
    5. Zheng Li & Roderick M. Rejesus & Xiaoyong Zheng, 2021. "Nonparametric Estimation and Inference of Production Risk," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(5), pages 1857-1877, October.
    6. Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
    7. Lee, K. & Linton, O. & Whang, Y-J., 2020. "Testing for Time Stochastic Dominance," Cambridge Working Papers in Economics 20121, Faculty of Economics, University of Cambridge.
    8. Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023. "Uniform inference for value functions," Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
    9. Gyungbae Park, 2024. "Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions," Papers 2403.15934, arXiv.org.
    10. Ganesh Karapakula, 2022. "An Axiomatic Framework for Cost-Benefit Analysis," Papers 2207.13033, arXiv.org.
    11. Lee, Ying-Ying & Bhattacharya, Debopam, 2019. "Applied welfare analysis for discrete choice with interval-data on income," Journal of Econometrics, Elsevier, vol. 211(2), pages 361-387.
    12. Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae, 2023. "Testing for time stochastic dominance," Journal of Econometrics, Elsevier, vol. 235(2), pages 352-371.
    13. Daido Kido, 2023. "Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification," Papers 2311.08958, arXiv.org.
    14. Hyunju Son & Youyi Fong, 2021. "Fast grid search and bootstrap‐based inference for continuous two‐phase polynomial regression models," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
    15. Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2024. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 1-13, January.
    16. Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
    17. Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior distribution of nondifferentiable functions," CeMMAP working papers CWP17/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    18. Firpo, Sergio & Galvao, Antonio F. & Kobus, Martyna & Parker, Thomas & Rosa-Dias, Pedro, 2020. "Loss Aversion and the Welfare Ranking of Policy Interventions," IZA Discussion Papers 13176, Institute of Labor Economics (IZA).
    19. Zihui Zhang & Wenhao Gui, 2022. "Statistical Analysis of the Lifetime Distribution with Bathtub-Shaped Hazard Function under Lagged-Effect Step-Stress Model," Mathematics, MDPI, vol. 10(5), pages 1-23, February.
    20. Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
    21. Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
    22. Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.

More information

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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.
  1. NEP-ECM: Econometrics (1) 2019-11-11. Author is listed
  2. NEP-ORE: Operations Research (1) 2019-11-11. Author is listed

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