3 citations · 11 across the 17 of their papers we have counts for
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econ.EM2018★ 1 cited
Quantile-Regression Inference With Adaptive Control of Size
Juan Carlos Escanciano, Chuan Goh
Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asympto…
econ.EM2018★ 1 cited
Optimal Linear Instrumental Variables Approximations
Juan Carlos Escanciano, Wei Li
This paper studies the identification and estimation of the optimal linear approximation of a structural regression function. The parameter in the linear approximation is called th…