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Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
Kaplan, David M. - In: Journal of econometrics 185 (2015) 1, pp. 20-32
Persistent link: https://www.econbiz.de/10011339909
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IDEAL inference on conditional quantiles via interpolated duals of exact analytic L-statistics
Kaplan, David M. - 2013 - Rev.
Persistent link: https://www.econbiz.de/10010200404
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Unbiased estimation as a public good
Kaplan, David M. - 2019
Persistent link: https://www.econbiz.de/10012116622
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Interpreting unconditional quantile regression with conditional independence
Kaplan, David M. - 2019
Persistent link: https://www.econbiz.de/10012116627
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Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.; Sun, Yixiao - 2013
Persistent link: https://www.econbiz.de/10010200423
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Fractional order statistic approximation for nonparametric conditional quantile inference
Goldman, Matt; Kaplan, David M. - 2015 - Rev.
Persistent link: https://www.econbiz.de/10010490289
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Bayesian and frequentist tests of sign equality and other nonlinear inequalities
Kaplan, David M. - 2015
Persistent link: https://www.econbiz.de/10011447063
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Frequentist properties of Bayesian inequality tests
Kaplan, David M.; Zhuo, Longhao - In: Journal of econometrics 221 (2021) 1, pp. 312-336
Persistent link: https://www.econbiz.de/10012618838
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Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.; Sun, Yixiao - 2012
Persistent link: https://www.econbiz.de/10010205482
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A new asymptotic theory for vector autoregressive long-run variance estimation and autocorrelation robust testing
Sun, Yixiao; Kaplan, David M. - 2011
Persistent link: https://www.econbiz.de/10010205503