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econ.EM2024
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
Yuya Sasaki, Yulong Wang
We introduce a novel method for estimating and conducting inference about extreme quantile treatment effects (QTEs) in the presence of endogeneity. Our approach is applicable to a…
stat.ML2024
High-Dimensional Tail Index Regression
Yuya Sasaki, Jing Tao, Yulong Wang
Motivated by the empirical observation of power-law distributions in the credits (e.g., ``likes'') of viral posts in social media, we introduce a high-dimensional tail index regres…