Search Results - person:"Yan, Karen X."

Nonparametric estimation of a conditional quantile function in a fixed effects panel data model

Yan, Karen X.; Li, Qi - In: Journal of Risk and Financial Management 11 (2018) 3, pp. 1-10

This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an additive individual fixed effects. The proposed method is easy to implement, it does not require numerical optimization and automatically ensures quantile monotonicity by...

Persistent link: https://www.econbiz.de/10012611026

Nonparametric estimation of a conditional quantile function in a fixed effects panel data model

Yan, Karen X.; Li, Qi - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-10

Persistent link: https://www.econbiz.de/10011895653

Estimation of average treatment effect based on a semiparametric propensity score

Sun, Yu; Yan, Karen X.; Li, Qi - In: Econometric reviews 40 (2021) 9, pp. 852-866

Persistent link: https://www.econbiz.de/10012624542

Inference on Difference-in-Differences average treatment effects : a fixed-b approach

Sun, Yu; Yan, Karen X. - In: Journal of econometrics 211 (2019) 2, pp. 560-588

Persistent link: https://www.econbiz.de/10012303843

On the density estimation of air pollution in Beijing

Fan, Yanqin; Hou, Lei; Yan, Karen X. - In: Economics letters 163 (2018), pp. 110-113

Persistent link: https://www.econbiz.de/10011982975