1 citations · 2 across the 3 of their papers we have counts for
3 papers
econ.EM2022★ 1 cited
Misspecification and Weak Identification in Asset Pricing
Frank Kleibergen, Zhaoguo Zhan
The widespread co-existence of misspecification and weak identification in asset pricing has led to an overstated performance of risk factors. Because the conventional Fama and Mac…
econ.EM2021
Double robust inference for continuous updating GMM
Frank Kleibergen, Zhaoguo Zhan
We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the pseudo-true value of the structural parameters in the generalized method o…
econ.EM2020★ 1 cited
Local Composite Quantile Regression for Regression Discontinuity
Xiao Huang, Zhaoguo Zhan
We introduce the local composite quantile regression (LCQR) to causal inference in regression discontinuity (RD) designs. Kai et al. (2010) study the efficiency property of LCQR, w…