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Filtered by: Econometrics

Nonstationary Heterogeneous Panels with Multiple Structural Changes

Badi H. Baltagi, Qu Feng, and Wei Wang
March 20, 2025

On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile

Yuya Sasaki, Yulong Wang

“On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.

September 16, 2024

See related: Research Methods

Fiscal Implications of Disasters and the Managed Retreat Thereafter: Evidence from Hurricane Sandy

Qing Miao, Wei Guo, Yilin Hou, Meri Davlasheridze

“Fiscal Implications of Disasters and the Managed Retreat Thereafter: Evidence from Hurricane Sandy,” co-authored by Yilin Hou, professor of public administration and international affairs, was published in Natural Hazards Review.

September 3, 2024

Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions

Martin Karlsson, Yulong Wang, Nicolas R. Ziebarth

“Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Health Economics.

July 15, 2024

See related: Research Methods

Testing Limited Overlap

Xinwei Ma, Yuya Sasaki, Yulong Wang

“Testing Limited Overlap,” co-authored by Associate Professor of Economics Yulong Wang, was published in Econometric Theory.

May 13, 2024

See related: Research Methods

Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data

Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda, Yulong Wang

“Tuning Parameter-Free Nonparametric Density Estimation From Tabulated Summary Data,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Econometrics.

November 4, 2023

See related: Research Methods

Extreme Changes in Changes

Yuya Sasaki, Yulong Wang

“Extreme Changes in Changes,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Business & Economic Statistics.

September 21, 2023

See related: Research Methods

The Mundlak Spatial Estimator

Badi H. Baltagi
September 18, 2023

Threshold Regression With Nonparametric Sample Splitting

Yoonseok Lee, Yulong Wang

“Threshold Regression With Nonparametric Sample Splitting,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in the Journal of Econometrics.

June 15, 2023

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Testing for Homogeneous Thresholds in Threshold Regression Models

Yoonseok Lee, Yulong Wang

“Testing for Homogeneous Thresholds in Threshold Regression Models,” co-authored by economists Yoonseok Lee and Yulong Wang, was published in Econometric Theory.

October 28, 2022

See related: Research Methods

Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators

Yuya Sasaki, Yulong Wang

“Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators,” co-authored by Associate Professor of Economics Yulong Wang, was published in the Journal of Business & Economic Statistics.

January 28, 2022

See related: Research Methods

Density Deconvolution with Laplace Errors and Unknown Variance

Jun Cai, William C. Horrace & Christopher F. Parmeter
The authors consider density deconvolution with zero-mean Laplace noise in the context of an error component regression model.
August 10, 2021

Network Competition and Team Chemistry in the NBA

William C. Horrace, Hyunseok Jung & Shane Sanders
The authors consider a heterogeneous social interaction model where agents interact with peers within their own network and agents across other networks.
August 10, 2021

Fixed-k Inference for Conditional Extremal Quantiles

Yuya Sasaki & Yulong Wang
February 3, 2021

Trimmed Mean Group Estimation

Yoonseok Lee & Donggyu Sul
November 30, 2020

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model

Badi H.Baltagi, Byoung Cheol Jung & Seuck HeunSong
January 31, 2020

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