9 citations · 29 across the 17 of their papers we have counts for
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econ.EM2019
Fixed-k Inference for Conditional Extremal Quantiles
Yuya Sasaki, Yulong Wang
We develop a new extreme value theory for repeated cross-sectional and panel data to construct asymptotically valid confidence intervals (CIs) for conditional extremal quantiles fr…
econ.EM2019★ 1 cited
Threshold Regression with Nonparametric Sample Splitting
Yoonseok Lee, Yulong Wang
This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cro…
math.ST2019★ 9 cited
Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares
Alexis Akira Toda, Yulong Wang
We propose an efficient estimation method for the income Pareto exponent when only certain top income shares are observable. Our estimator is based on the asymptotic theory of weig…