Jessie Li
Personal Details
First Name: | Jessie |
Middle Name: | |
Last Name: | Li |
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RePEc Short-ID: | pli1644 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- 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.
Articles
- 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.
- Jessie Li, 2021. "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 616-620, May.
- 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.
- 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.
- 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.
- 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.
- 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
- 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.
- 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.
Cited by:
- 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.
- Alexander Mayer & Dominik Wied, 2021. "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers 2107.03366, arXiv.org, revised Dec 2022.
Articles
- 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:
- Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
- Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(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.
- 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.
- 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:
- 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.
- Heiler, Phillip & Knaus, Michael C., 2022. "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," IZA Discussion Papers 15580, Institute of Labor Economics (IZA).
- 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).
- George Gui & Harikesh Nair & Fengshi Niu, 2021. "Auction Throttling and Causal Inference of Online Advertising Effects," Papers 2112.15155, arXiv.org, revised Feb 2022.
- Pengzhou Wu & Kenji Fukumizu, 2021. "$\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap," Papers 2110.05225, arXiv.org.
- 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.
- 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.
- 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:
- 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.
- 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.
- Liang Jiang & Peter C. B. Phillips & Yubo Tao & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Papers 2105.14752, arXiv.org, revised Sep 2022.
- Liang Jiang & Xiaobin Liu & Peter C.B. Phillips & Yichong Zhang, 2021. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations," Cowles Foundation Discussion Papers 2288, Cowles Foundation for Research in Economics, Yale University.
- 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.
- 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.
- 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.
- Hvidman, Charlotte & Koch, Alexander & Nafziger, Julia & Albeck Nielsen, Søren & Rosholm, Michael, 2021. "An intensive, school-based learning camp targeting academic and non-cognitive skills evaluated in a randomized trial," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242333, Verein für Socialpolitik / German Economic Association.
- Hvidman, Charlotte & Koch, Alexander K. & Nafziger, Julia & Nielsen, Søren Albeck & Rosholm, Michael, 2024. "An intensive, school-based learning camp targeting academic and non-cognitive skills evaluated in a randomized trial," Labour Economics, Elsevier, vol. 88(C).
- Hvidman, Charlotte & Koch, Alexander K. & Nafziger, Julia & Nielsen, Søren Albeck & Rosholm, Michael, 2020. "An Intensive, School-Based Learning Camp Targeting Academic and Non-Cognitive Skills Evaluated in a Randomized Trial," IZA Discussion Papers 13771, Institute of Labor Economics (IZA).
- Bugni, Federico A. & Gao, Mengsi, 2023. "Inference under covariate-adaptive randomization with imperfect compliance," Journal of Econometrics, Elsevier, vol. 237(1).
- Hong, Han & Li, Jessie, 2018.
"The numerical delta method,"
Journal of Econometrics, Elsevier, vol. 206(2), pages 379-394.
Cited by:
- Brantly Callaway, 2020.
"Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement,"
Papers
2008.08117, arXiv.org.
- Callaway, Brantly, 2021. "Bounds on distributional treatment effect parameters using panel data with an application on job displacement," Journal of Econometrics, Elsevier, vol. 222(2), pages 861-881.
- Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
- 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.
- Hiroaki Kaido & Yi Zhang, 2019. "Robust Likelihood Ratio Tests for Incomplete Economic Models," Papers 1910.04610, arXiv.org, revised Dec 2019.
- D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2022.
"Partially Linear Models under Data Combination,"
IZA Discussion Papers
15230, Institute of Labor Economics (IZA).
- Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," NBER Working Papers 29953, National Bureau of Economic Research, Inc.
- Xavier D'Haultf{oe}uille & Christophe Gaillac & Arnaud Maurel, 2022. "Partially Linear Models under Data Combination," Papers 2204.05175, arXiv.org, revised Aug 2023.
- 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.
- Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
- 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.
- Firpo, Sergio & Galvao, Antonio F. & Parker, Thomas, 2023.
"Uniform inference for value functions,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1680-1699.
- Sergio Firpo & Antonio F. Galvao & Thomas Parker, 2019. "Uniform inference for value functions," Papers 1911.10215, arXiv.org, revised Oct 2022.
- Gyungbae Park, 2024. "Debiased Machine Learning when Nuisance Parameters Appear in Indicator Functions," Papers 2403.15934, arXiv.org.
- Ganesh Karapakula, 2022. "An Axiomatic Framework for Cost-Benefit Analysis," Papers 2207.13033, arXiv.org.
- 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.
- Lee, Y-Y. & Bhattacharya, D., 2018. "Applied Welfare Analysis for Discrete Choice with Interval-data on Income," Cambridge Working Papers in Economics 1882, Faculty of Economics, University of Cambridge.
- Lee, Kyungho & Linton, Oliver & Whang, Yoon-Jae, 2023. "Testing for time stochastic dominance," Journal of Econometrics, Elsevier, vol. 235(2), pages 352-371.
- Daido Kido, 2023. "Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification," Papers 2311.08958, arXiv.org.
- 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.
- 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.
- Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2020. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Papers 2012.15716, arXiv.org.
- Matthew A. Masten & Alexandre Poirier & Linqi Zhang, 2021. "Assessing Sensitivity to Unconfoundedness: Estimation and Inference," Working Papers gueconwpa~21-21-08, Georgetown University, Department of Economics.
- Chen, Qihui & Fang, Zheng, 2019. "Inference on functionals under first order degeneracy," Journal of Econometrics, Elsevier, vol. 210(2), pages 459-481.
- 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.
- Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020. "Posterior distribution of nondifferentiable functions," Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
- Toru Kitagawa & José Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior Distribution of Nondifferentiable Functions," Working Papers 147, Peruvian Economic Association.
- 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).
- Sergio Firpo & Antonio F. Galvao & Martyna Kobus & Thomas Parker & Pedro Rosa-Dias, 2020. "Loss aversion and the welfare ranking of policy interventions," Papers 2004.08468, arXiv.org, revised Sep 2023.
- 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.
- Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
- Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
- Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.
- Brantly Callaway, 2020.
"Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement,"
Papers
2008.08117, arXiv.org.
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-ECM: Econometrics (1) 2019-11-11. Author is listed
- NEP-ORE: Operations Research (1) 2019-11-11. Author is listed
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