Zobrazeno 1 - 10
of 40
pro vyhledávání: '"Gao, Wayne Yuan"'
Autor:
Gao, Wayne Yuan, Wang, Rui
This paper studies identification for a wide range of nonlinear panel data models, including binary choice, ordered response, and other types of limited dependent variable models. Our approach accommodates dynamic models with any number of lagged dep
Externí odkaz:
http://arxiv.org/abs/2401.00264
Autor:
Gao, Wayne Yuan, Wang, Rui
We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the identification re
Externí odkaz:
http://arxiv.org/abs/2304.00626
We consider the estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are specific functionals of these coefficients. These include predicted actual and stationa
Externí odkaz:
http://arxiv.org/abs/2202.04154
Autor:
Gao, Wayne Yuan
We propose a theoretical framework under which preference profiles can be meaningfully compared. Specifically, given a finite set of feasible allocations and a preference profile, we first define a ranking vector of an allocation as the vector of all
Externí odkaz:
http://arxiv.org/abs/2108.08465
This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling strategy,
Externí odkaz:
http://arxiv.org/abs/2101.05847
This paper considers the asymptotic theory of a semiparametric M-estimator that is generally applicable to models that satisfy a monotonicity condition in one or several parametric indexes. We call the estimator two-stage maximum score (TSMS) estimat
Externí odkaz:
http://arxiv.org/abs/2009.02854
Autor:
Gao, Wayne Yuan, Li, Ming
This paper proposes a robust method for semiparametric identification and estimation in panel multinomial choice models, where we allow for infinite-dimensional fixed effects that enter into consumer utilities in an additively nonseparable way, thus
Externí odkaz:
http://arxiv.org/abs/2009.00085
This paper considers a semiparametric model of dyadic network formation under nontransferable utilities (NTU). NTU arises frequently in real-world social interactions that require bilateral consent, but by its nature induces additive non-separability
Externí odkaz:
http://arxiv.org/abs/2001.00691
Publikováno v:
In Journal of Econometrics August 2023 235(2):892-921
Publikováno v:
In Journal of Econometrics July 2023 235(1):302-324