Le-Yu Chen
Research Fellow, Institute of Economics, Academia Sinica
E-mail: lychen@econ.sinica.edu.tw
Research interests: Microeconometrics, Econometric theory, Applied econometrics, Statistics
Working papers
"Sparse Quantile Regression", (with Sokbae Lee), accepted for publication at Journal of Econometrics, 2023, codes
Publications
"Robust Ranking of Happiness Outcomes: A Median Regression Perspective", (with Ekaterina Oparina, Nattavudh Powdthavee and Sorawoot Srisuma), Journal of Economic Behavior and Organization, 2022, codes
"Binary Classification with Covariate Selection through L0-Penalized Empirical Risk Minimization", (with Sokbae Lee), Econometrics Journal, 2021, codes
"Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models", (with Sokbae Lee), Journal of Econometrics, 2019, codes
"Best Subset Binary Prediction", (with Sokbae Lee), Journal of Econometrics, 2018, codes
"Exact computation of GMM estimators for instrumental variable quantile regression models", (with Sokbae Lee), Journal of Applied Econometrics , 2018, codes
"Identification of Discrete Choice Dynamic Programming Models with Nonparametric Distribution of Unobservables", Econometric Theory, 2017
"Incense Burning during Pregnancy and Birth Weight and Head Circumference among Term Births: The Taiwan Birth Cohort Study", (with Christine Ho), Environmental Health Perspectives, 2016
"Extension of the Schwarz Information Criterion for models sharing parameter boundaries", (with Jerzy Szroeter), Journal of Statistical Planning and Inference, 2016
"Maximum score estimation with nonparametrically generated regressors", (with Sokbae Lee and Myung Jae Sung), Econometrics Journal, 2014
"Testing multiple inequality hypotheses: A smoothed indicator approach", (with Jerzy Szroeter), Journal of Econometrics, 2014