4 papers
Specification Testing for Dyadic Regression Models
Ulrich Hounyo, Jiahao Lin, Xiaojun Song
This paper develops omnibus specification tests for linear conditional-mean models with undirected dyadic data. We establish a uniform projection theorem that reduces the dyadic pr…
Estimation and Inference for the -Quantile of Individual Heterogeneous Coefficient
Antonio F. Galvao, Ulrich Hounyo, Jiahao Lin
This paper proposes estimation and inference procedures for quantiles of the heterogeneous individual-specific coefficients in panel data. Unlike conventional panel quantile regres…
Robust Inference for Dyadic Data with Spatially Dependent Nodes
Ulrich Hounyo, Jiahao Lin, Xiaojun Song
We develop inference for complete dyadic samples with spatial dependence governed by geographic distances between nodes, covering settings beyond the scope of existing dyadic infer…
Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects
Ulrich Hounyo, Jiahao Lin
This paper develops bootstrap procedures for inference in linear regression models with two-way clustered data. We characterize the estimator's asymptotic behavior in five mutually…