3 papers
econ.GN2026
A Smoothed GMM for Dynamic Quantile Preferences Estimation
Xin Liu, Luciano de Castro, Antonio F. Galvao
This paper suggests methods for estimation of the -quantile, , as a parameter along with the other finite-dimensional parameters identified by general conditional…
econ.EM2025
A quantile-based nonadditive fixed effects model
Xin Liu
I propose a quantile-based nonadditive fixed effects panel model to study heterogeneous causal effects. Similar to standard fixed effects (FE) model, my model allows arbitrary depe…
econ.EM2025
Confidence intervals for intentionally biased estimators
David M. Kaplan, Xin Liu
We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estim…