Alumni
Le-Yu Chen
Academia Sinica
Le-Yu is a PhD scholar in the Centre for Microdata Methods and Practice. His research interests are in econometric theories and applications. He is currently working on identification and estimation of dynamic discrete choice models, specification test of multiple inequality constraints, and identification of continuous treatment models.
Selected Publications
We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an […]
We consider a variable selection problem for the prediction of binary outcomes. We study the best […]
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are […]
We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression […]
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are […]
The estimation problem in this paper is motivated by maximum score estimation of preference parameters in […]
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This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty […]
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This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing […]
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Econometric inequality hypotheses arise in diverse ways. Examples include concavity restrictions on technological and behavioural functions, […]
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This paper presents new identification results for the class of structural dynamic discrete choice models that […]