activity
20202023
most citedUnified Inference on Moment Restrictions with Nuisance Parameters

1 citations · 1 across the 6 of their papers we have counts for

collaborators

7 papers

econ.EM2023

Almost Dominance: Inference and Application

Xiaojun Song, Zhenting Sun

This paper proposes a general framework for inference on three types of almost dominances: almost Lorenz dominance, almost inverse stochastic dominance, and almost stochastic domin…

econ.EM2023

Bootstrap Inference on Partially Linear Binary Choice Model

Wenzheng Gao, Zhenting Sun

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle reg…

econ.EM2023

Testing Partial Instrument Monotonicity

Hongyi Jiang, Zhenting Sun

When multi-dimensional instruments are used to identify and estimate causal effects, the monotonicity condition may not hold due to heterogeneity in the population. Under a partial…

econ.EM2023

A Nonparametric Test of th-degree Inverse Stochastic Dominance

Hongyi Jiang, Zhenting Sun, Shiyun Hu

This paper proposes a nonparametric test for th-degree inverse stochastic dominance which is a powerful tool for ranking distribution functions according to social welfare. We c…

econ.EM2022

Pairwise Valid Instruments

Zhenting Sun, Kaspar Wüthrich

Finding valid instruments is difficult. We propose Validity Set Instrumental Variable (VSIV) estimation, a method for estimating local average treatment effects (LATEs) in heteroge…

stat.ME2022★ 1 cited

Unified Inference on Moment Restrictions with Nuisance Parameters

Xingyu Li, Xiaojun Song, Zhenting Sun

This paper proposes a simple unified inference approach on moment restrictions in the presence of nuisance parameters. The proposed test is constructed based on a new characterizat…

econ.EM2020

Instrument Validity for Heterogeneous Causal Effects

Zhenting Sun

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be mult…