1 citations · 2 across the 4 of their papers we have counts for
4 papers
Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics
Liang Chen
We test a regime-conditional functional-form restriction on aggregate risk-exposure dynamics implied by VaR-constrained intermediary models: exposures contract multiplicatively whe…
DiPPS: Differentially Private Propensity Scores for Bias Correction
Liangwei Chen, Valentin Hartmann, Robert West
In surveys, it is typically up to the individuals to decide if they want to participate or not, which leads to participation bias: the individuals willing to share their data might…
A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions
Liang Chen, Yulong Huo
Canay (2011)'s two-step estimator of quantile panel data models, due to its simple intuition and low computational cost, has been widely used in empirical studies in recent years.…
Nonparametric Quantile Regressions for Panel Data Models with Large T
Liang Chen
This paper considers panel data models where the conditional quantiles of the dependent variables are additively separable as unknown functions of the regressors and the individual…