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econ.EM2022
A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
Qingliang Fan, Zijian Guo, Ziwei Mei
This paper proposes an overidentifying restriction test for high-dimensional linear instrumental variable models. The novelty of the proposed test is that it allows the number of c…
econ.EM2020★ 2 cited
Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments
Qingliang Fan, Yaqian Wu
Instrumental variables (IV) regression is a popular method for the estimation of the endogenous treatment effects. Conventional IV methods require all the instruments are relevant…
econ.EM2019★ 13 cited
Estimation of Conditional Average Treatment Effects with High-Dimensional Data
Qingliang Fan, Yu-Chin Hsu, Robert P. Lieli +1
Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage,…