1 citations · 1 across the 3 of their papers we have counts for
3 papers
econ.EM2023
Composite Quantile Factor Model
Xiao Huang
This paper introduces the method of composite quantile factor model for factor analysis in high-dimensional panel data. We propose to estimate the factors and factor loadings acros…
econ.EM2022
Boosted p-Values for High-Dimensional Vector Autoregression
Xiao Huang
Assessing the statistical significance of parameter estimates is an important step in high-dimensional vector autoregression modeling. Using the least-squares boosting method, we c…
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…