Centre for microdata methods and practice
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.
We consider both l0-penalized and l0-constrained quantile regression estimators. For the l0-penalized estimator, we derive an… Continue reading.
We consider a variable selection problem for the prediction of binary outcomes. We study the best… Continue reading.
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are… Continue reading.
We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression… Continue reading.
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are… Continue reading.
The estimation problem in this paper is motivated by the maximum score estimation of preference parameters… Continue reading.
The estimation problem in this paper is motivated by maximum score estimation of preference parameters in… Continue reading.
This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing… Continue reading.
This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty… Continue reading.
This paper proposes a class of origin-smooth approximators of indicators underlying the sum-of-negative-part statistic for testing… Continue reading.