Publications

Results 1-7 of 7 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12018GMM Long-Run Variance Estimation via VAR AveragingJen-Che Liao GMM Long-Run Variance Estimation via VAR Averaging, 48
22017Optimal Multi-step VAR Forecasting AveragingJen-Che Liao ; Wen-Jen TsayOptimal Multi-step VAR Forecasting Averaging, 54
3-Educational Tracking, Early Employment, and Educational Achievement: A Censored Instrumental Switching Regression AnalysisFung-Mey Huang; Jen-Che Liao ; Chin-Chun Yi Educational Tracking, Early Employment, and Educational Achievement: A Censored Instrumental Switching Regression Analysis, 39
4-Nonparametric Identification and Estimation of Sample Selection Models Without AdditivityJen-Che Liao Nonparametric Identification and Estimation of Sample Selection Models Without Additivity, 46
5-Estimation and Inference of Nonparametric Sample Selection Models with HeteroskedasticityLe-Yu Chen ; Jen-Che Liao Estimation and Inference of Nonparametric Sample Selection Models with Heteroskedasticity, 40
6-Sieve Estimation and Inference in Triangular Models of Binary Response under Quantile RestrictionsJen-Che Liao Sieve Estimation and Inference in Triangular Models of Binary Response under Quantile Restrictions, 56
7-Nonparametric Additive Quantile Regression with Nonparametrically Generated RegressorsJen-Che Liao Nonparametric Additive Quantile Regression with Nonparametrically Generated Regressors, 45