1 citations · 1 across the 1 of their papers we have counts for
3 papers
econ.EM2019★ 1 cited
Averaging estimation for instrumental variables quantile regression
Xin Liu
This paper proposes averaging estimation methods to improve the finite-sample efficiency of the instrumental variables quantile regression (IVQR) estimation. First, I apply Cheng,…
math.ST2017
Smoothed GMM for quantile models
Luciano de Castro, Antonio F. Galvao, David M. Kaplan +1
This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than prev…
q-fin.MF2016
Asset Pricing with Random Volatility
Xin Liu
This paper proposes to model asset price dynamics with a mixture of diffusion processes where the instantaneous volatility of the underlying diffusion process contains a random vec…