4 papers · 1 filter
Invidious Comparisons: Ranking and Selection as Compound Decisions
Jiaying Gu, Roger Koenker
There is an innate human tendency, one might call it the "league table mentality," to construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are ran…
Nonparametric maximum likelihood methods for binary response models with random coefficients
Jiaying Gu, Roger Koenker
Single index linear models for binary response with random coefficients have been extensively employed in many econometric settings under various parametric specifications of the d…
On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects
Antonio F. Galvao, Jiaying Gu, Stanislav Volgushev
Nonlinear panel data models with fixed individual effects provide an important set of tools for describing microeconometric data. In a large class of such models (including probit,…
Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models
Victor Aguirregabiria, Jiaying Gu, Yao Luo
We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved…