324 citations · 699 across the 35 of their papers we have counts for
Showing 2022 · econ.EMShow all
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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★ 2 cited
Treatment Choice with Nonlinear Regret
Toru Kitagawa, Sokbae Lee, Chen Qiu
The literature focuses on the mean of welfare regret, which can lead to undesirable treatment choice due to sensitivity to sampling uncertainty. We propose to minimize the mean of…