378 citations · 954 across the 33 of their papers we have counts for
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econ.EM2022★ 1 cited
Fast Inference for Quantile Regression with Tens of Millions of Observations
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
Big data analytics has opened new avenues in economic research, but the challenge of analyzing datasets with tens of millions of observations is substantial. Conventional econometr…
econ.EM2022
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Ivan Fernandez-Val, Wayne Yuan Gao, Yuan Liao +1
We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients,…