2 papers
econ.EM2026
Panel Quantile Regression with Common Shocks
Harold D. Chiang, Antonio F. Galvao, Chia-Min Wei
This paper develops an asymptotic and inferential theory for fixed-effects panel quantile regression (FEQR) that delivers inference robust to pervasive common shocks. Such shocks i…
stat.ME2024
On the Consistency of Bayesian Adaptive Testing under the Rasch Model
Hau-Hung Yang, Chia-Min Wei, Yu-Chang Chen
This study establishes the consistency of Bayesian adaptive testing methods under the Rasch model, addressing a gap in the literature on their large-sample guarantees. Although Bay…