Follow
Yichong Zhang
Yichong Zhang
Associate Professor of Economics, School of Economics, Singapore Management University
Verified email at smu.edu.sg - Homepage
Title
Cited by
Cited by
Year
Estimation of conditional average treatment effects with high-dimensional data
Q Fan, YC Hsu, RP Lieli, Y Zhang
Journal of Business & Economic Statistics 40 (1), 313-327, 2022
1072022
Strong consistency of spectral clustering for stochastic block models
L Su, W Wang, Y Zhang
IEEE Transactions on Information Theory 66 (1), 324-338, 2019
572019
Determining the number of communities in degree-corrected stochastic block models
S Ma, L Su, Y Zhang
Journal of machine learning research 22 (69), 1-63, 2021
472021
Extremal quantile regressions for selection models and the black–white wage gap
X D’Haultfœuille, A Maurel, Y Zhang
Journal of Econometrics 203 (1), 129-142, 2018
46*2018
Extremal quantile treatment effects
Y Zhang
262018
Non-separable models with high-dimensional data
L Su, T Ura, Y Zhang
Journal of Econometrics 212 (2), 646-677, 2019
232019
Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization
Y Zhang, X Zheng
Quantitative Economics 11 (3), 957-982, 2020
192020
Unconditional quantile regression with high‐dimensional data
Y Sasaki, T Ura, Y Zhang
Quantitative Economics 13 (3), 955-978, 2022
162022
Detecting latent communities in network formation models
S Ma, L Su, Y Zhang
Journal of Machine Learning Research 23 (310), 1-61, 2022
142022
Estimating selection models without an instrument with Stata
X D’Haultfœuille, A Maurel, X Qiu, Y Zhang
The Stata Journal 20 (2), 297-308, 2020
132020
A conditional linear combination test with many weak instruments
D Lim, W Wang, Y Zhang
Journal of Econometrics 238 (2), 105602, 2024
102024
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
L Jiang, X Liu, PCB Phillips, Y Zhang
Review of Economics and Statistics 106 (2), 542-556, 2024
82024
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
L Jiang, PCB Phillips, Y Tao, Y Zhang
Journal of Econometrics 234 (2), 758-776, 2023
72023
Informational Content of Factor Structures in Simultaneous Binary Response Models
S Khan, A Maurel, Y Zhang
Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical …, 2023
7*2023
Covariate adjustment in experiments with matched pairs
Y Bai, L Jiang, JP Romano, AM Shaikh, Y Zhang
arXiv preprint arXiv:2302.04380, 2023
52023
Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance,
L Jiang, OB Linton, H Tang, Y Zhang
arXiv preprint arXiv:2201.13004, 2022
52022
Wild bootstrap for instrumental variables regressions with weak and few clusters
W Wang, Y Zhang
arXiv preprint arXiv:2108.13707, 2021
42021
Low-rank panel quantile regression: Estimation and inference
Y Wang, L Su, Y Zhang
arXiv preprint arXiv:2210.11062, 2022
32022
Root-n consistency of intercept estimators in a binary response model under tail restrictions
L Tan, Y Zhang
Econometric Theory 34 (6), 1180-1206, 2018
22018
M-estimators of U-processes with a change-point due to a covariate threshold
L Tan, Y Zhang
Journal of Business & Economic Statistics 37 (2), 248-259, 2019
12019
The system can't perform the operation now. Try again later.
Articles 1–20