Extreme Changes in Changes

DOI10.1080/07350015.2023.2249509MaRDI QIDQ6626249zbMATH OpenFDO

Authors Yuya Sasaki, Yu-Long Wang

Publication date 28 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2023.2249509

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A diagnostic for selecting the threshold in extreme value analysis
• A simple general approach to inference about the tail of a distribution
• Adaptive and minimax optimal estimation of the tail coefficient
• Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
• Confidence intervals for the tail index
• Extremal quantile regression
• Extremal quantile regressions for selection models and the black-white wage gap
• Extremal quantile treatment effects
• Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
• Fixed-k Inference for Conditional Extremal Quantiles
• Heavy-Tail Phenomena
• Identification and Inference in Nonlinear Difference-in-Differences Models
• Inference for extremal conditional quantile models, with an application to market and birthweight risks
• Nonparametric difference-in-differences in repeated cross-sections with continuous treatments

Cited in

(2)

• Nonparametric estimation of splicing points in skewed cost distributions: a kernel-based approach
• Extreme Quantile Treatment Effects under Endogeneity

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