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Le-Yu Chen

Personal Details

First Name:Le-Yu
Middle Name:
Last Name:Chen
Suffix:
RePEc Short-ID:pch780
[This author has chosen not to make the email address public]
http://www.econ.sinica.edu.tw/LeYu_Chen/index_en1.php?lang=en
Institute of Economics, Academia Sinica 128 Academia Road, Section 2, Nankang, Taipei, 115 Taiwan
Terminal Degree:2009 Department of Economics; University College London (UCL) (from RePEc Genealogy)

Affiliation

Institute of Economics
Academia Sinica

Taipei, Taiwan
http://www.econ.sinica.edu.tw/
RePEc:edi:sinictw (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Local Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised May 2024.
  2. Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.
  3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2019. "Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth about Happiness Scales," IZA Discussion Papers 12152, IZA Network @ LISER.
  4. Le-Yu Chen & Ekaterina Oparina & Nattavudh Powdthavee & Sorawoot Srisuma, 2019. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Papers 1902.07696, arXiv.org, revised Jun 2022.
  5. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.
  6. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers 52/17, Institute for Fiscal Studies.
  7. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  8. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.
  9. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers 27/14, Institute for Fiscal Studies.
  10. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2013. "Maximum score estimation of preference parameters for a binary choice model under uncertainty," CeMMAP working papers 14/13, Institute for Fiscal Studies.
  11. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
  12. Le-Yu Chen, 2009. "Identification of structural dynamic discrete choice models," CeMMAP working papers CWP08/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  13. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.
  14. Le-Yu Chen, 2007. "Semiparametric identification of structural dynamic optimal stopping time models," CeMMAP working papers CWP06/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. Le-Yu Chen & Yu-Min Yen, 2025. "Estimation of the Local Conditional Tail Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(1), pages 241-255, January.
  2. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
  3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 672-686.
  4. Le-Yu Chen & Sokbae Lee, 2021. "Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 103-120.
  5. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
  6. Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  7. Le‐Yu Chen & Sokbae Lee, 2018. "Exact computation of GMM estimators for instrumental variable quantile regression models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 553-567, June.
  8. Chen, Le-Yu, 2017. "Identification Of Discrete Choice Dynamic Programming Models With Nonparametric Distribution Of Unobservables," Econometric Theory, Cambridge University Press, vol. 33(3), pages 551-577, June.
  9. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
  10. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Le-Yu Chen & Yu-Min Yen, 2021. "Estimations of the Local Conditional Tail Average Treatment Effect," Papers 2109.08793, arXiv.org, revised May 2024.

    Cited by:

    1. Yannick Hoga & Christian Schulz, 2025. "Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series," Papers 2502.10065, arXiv.org, revised Jun 2025.
    2. Tatsushi Oka, 2026. "Rectified Linear Unit Regression," Papers 2605.30609, arXiv.org.
    3. Wei, Bo & Tan, Kean Ming & He, Xuming, 2024. "Estimation of complier expected shortfall treatment effects with a binary instrumental variable," Journal of Econometrics, Elsevier, vol. 238(2).

  2. Le-Yu Chen & Sokbae Lee, 2020. "Sparse Quantile Regression," Papers 2006.11201, arXiv.org, revised Mar 2023.

    Cited by:

    1. HONDA, Toshio & 本田, 敏雄 & WU, Wei-Ying, 2024. "Sparse quantile regression via ℓ０-penalty," Discussion Papers 2023-03, Graduate School of Economics, Hitotsubashi University.
    2. Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2025. "Fast inference for quantile regression with tens of millions of observations," Journal of Econometrics, Elsevier, vol. 249(PA).
    3. Toshio Honda & Wei-Ying Wu, 2026. "Sparse quantile regression via $$\ell _0$$ ℓ 0 -penalty," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 78(1), pages 141-173, February.

  3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2019. "Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth about Happiness Scales," IZA Discussion Papers 12152, IZA Network @ LISER.

    Cited by:

    1. Ivanov, Boris & Pfeiffer, Friedhelm & Pohlan, Laura, 2020. "Do job creation schemes improve the social integration and well-being of the long-term unemployed?," Labour Economics, Elsevier, vol. 64(C).
    2. Junxing Chay & Seonghoon Kim, 2022. "Heterogeneous health effects of medical marijuana legalization: Evidence from young adults in the United States," Health Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 269-283, February.
    3. Sechel, Cristina, 2021. "The share of satisfied individuals: A headcount measure of aggregate subjective well-being," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 373-394.
    4. Caspar Kaiser, 2022. "Whence the Happiness Revolution? A Book Review of Richard Easterlin’s An Economist’s Lessons on Happiness," Journal of Happiness Studies, Springer, vol. 23(6), pages 3095-3098, August.
    5. Shuo Liu & Nick Netzer, 2023. "Happy Times: Measuring Happiness Using Response Times," CESifo Working Paper Series 10360, CESifo.
    6. Kim, Seonghoon & Koh, Kanghyock, 2019. "The Effects of the Affordable Care Act Medicaid Expansion on Subjective Well-being," IZA Discussion Papers 12636, IZA Network @ LISER.
    7. Bucciol, Alessandro & Zarri, Luca, 2020. "Wounds that time can’t heal: Life satisfaction and exposure to traumatic events," Journal of Economic Psychology, Elsevier, vol. 76(C).
    8. Bucciol, Alessandro & Burro, Giovanni, 2022. "Is there a happiness premium for working in the public sector? Evidence from Italy," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
    9. Bloem, Jeffrey R. & Oswald, Andrew J., 2021. "The Analysis of Human Feelings: A Practical Suggestion for a Robustness Test," IZA Discussion Papers 14632, IZA Network @ LISER.
    10. Ohto Kanninen & Petri Böckerman & Ilpo Suoniemi, 2026. "Income–Well‐Being Gradient in Sickness and Health," Health Economics, John Wiley & Sons, Ltd., vol. 35(3), pages 409-422, March.
    11. Montgomery, Mallory, 2022. "Reversing the gender gap in happiness," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 65-78.
    12. Oparina, Ekaterina & Srisuma, Sorawoot, 2022. "Analyzing subjective well-being data with misclassification," LSE Research Online Documents on Economics 108543, London School of Economics and Political Science, LSE Library.
    13. O'Connor, Kelsey J., 2022. "Measuring Progress," IZA Policy Papers 194, Institute of Labor Economics (IZA).
    14. Robson Morgan & Kelsey J. O’Connor, 2022. "Labor Market Policy and Subjective Well-Being During the Great Recession," Journal of Happiness Studies, Springer, vol. 23(2), pages 391-422, February.
    15. Eiji Yamamura & Giorgio Brunello, 2023. "Effect of grandchildren on the happiness of grandparents: Does the grandparent's child's gender matter?," Asian Economic Journal, East Asian Economic Association, vol. 37(2), pages 149-163, June.
    16. Loschiavo, David, 2021. "Big-city life (dis)satisfaction? The effect of urban living on subjective well-being," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 740-764.
    17. Cheng, Terence Chai & Kim, Seonghoon & Koh, Kanghyock, 2020. "The Impact of COVID-19 on Subjective Well-Being: Evidence from Singapore," IZA Discussion Papers 13702, IZA Network @ LISER.
    18. Andrew Chesher & Adam Rosen & Zahra Siddique, 2019. "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers CWP66/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Nicholas Gunby & Tom Coupé, 2023. "Weather-Related Home Damage and Subjective Well-Being," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(2), pages 409-438, February.
    20. Seonghoon Kim & Kanghyock Koh, 2022. "Health insurance and subjective well‐being: Evidence from two healthcare reforms in the United States," Health Economics, John Wiley & Sons, Ltd., vol. 31(1), pages 233-249, January.
    21. Alberto Prati, 2022. "The well-being cost of inflation inequalities," CEP Discussion Papers dp1870, Centre for Economic Performance, LSE.
    22. Tahir Mahmood, 2023. "He said, she said: Unpacking the determinants of Pakistan’s Intra-household gender differences," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(1), pages 213-237, February.
    23. Frijters, Paul & Krekel, Christian & Ulker, Aydogan, 2023. "Should bads be inflicted all at once, like Machiavelli said? Evidence from life-satisfaction data," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 1-27.
    24. O'Connor, Kelsey J., 2020. "The effect of immigration on natives’ well-being in the European Union," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 257-274.
    25. Burger, Martijn J. & Courchesne, Sarah & Greyling, Talita & O'Connor, Kelsey J. & Rossouw, Stephanie & Sarracino, Francesco & Veenhoven, Ruut, 2026. "Using Subjective Well-being as a Headline Indicator in Dashboards to Track Human Progress," GLO Discussion Paper Series 1710, Global Labor Organization (GLO).
    26. Brunello, Giorgio, 2020. "Happier with Vocational Education?," IZA Discussion Papers 13739, IZA Network @ LISER.
    27. Valérie Bérenger & Jacques Silber, 2022. "On the Measurement of Happiness and of its Inequality," Journal of Happiness Studies, Springer, vol. 23(3), pages 861-902, March.
    28. Nikolova, Milena & Graham, Carol, 2020. "The Economics of Happiness," GLO Discussion Paper Series 640, Global Labor Organization (GLO).

  4. Le-Yu Chen & Ekaterina Oparina & Nattavudh Powdthavee & Sorawoot Srisuma, 2019. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Papers 1902.07696, arXiv.org, revised Jun 2022.

    Cited by:

    1. Ivanov, Boris & Pfeiffer, Friedhelm & Pohlan, Laura, 2020. "Do job creation schemes improve the social integration and well-being of the long-term unemployed?," Labour Economics, Elsevier, vol. 64(C).
    2. David G. Blanchflower & Alex Bryson, 2022. "Wellbeing Rankings," DoQSS Working Papers 22-09, Quantitative Social Science - UCL Social Research Institute, University College London.
    3. Kim, Seonghoon & Koh, Kanghyock, 2019. "The Effects of the Affordable Care Act Medicaid Expansion on Subjective Well-being," IZA Discussion Papers 12636, IZA Network @ LISER.
    4. Bucciol, Alessandro & Zarri, Luca, 2020. "Wounds that time can’t heal: Life satisfaction and exposure to traumatic events," Journal of Economic Psychology, Elsevier, vol. 76(C).
    5. Clark, Andrew E. & Lepinteur, Anthony, 2024. "I Can't Forget about U: Lifetime Unemployment and Retirement Well-Being," IZA Discussion Papers 17068, IZA Network @ LISER.
    6. Garagnani, Michele & Schweinhardt, Petra & Tobler, Philippe N. & Alós-Ferrer, Carlos, 2025. "Improving numerical measures of human feelings: The case of pain," Social Science & Medicine, Elsevier, vol. 384(C).
    7. Stöckel, Jannis & van Exel, Job & Brouwer, Werner B.F., 2023. "Adaptation in life satisfaction and self-assessed health to disability - Evidence from the UK," Social Science & Medicine, Elsevier, vol. 328(C).
    8. O'Connor, Kelsey J., 2022. "Measuring Progress," IZA Policy Papers 194, Institute of Labor Economics (IZA).
    9. Alessandro Bucciol & Giovanni Burro, 2021. "Is There a Happiness Premium for Working in the Public Sector? Evidence from Italy," Working Papers 05/2021, University of Verona, Department of Economics.
    10. Andrew E. Clark & Maria Cotofan & Richard Layard, 2024. "Do wages underestimate the inequality in workers' rewards? The joint distribution of job quality and wages across occupations," Economica, London School of Economics and Political Science, vol. 91(362), pages 497-546, April.
    11. Arne Risa Hole & Anita Ratcliffe, 2025. "Difference‐in‐differences with ordinal data: analysing the impact of terror attacks on racial harassment fears of UK Muslims," Fiscal Studies, John Wiley & Sons, vol. 46(4), pages 513-527, December.
    12. Shuo Liu & Nick Netzer, 2020. "Happy times: measuring happiness using response times," ECON - Working Papers 371, Department of Economics - University of Zurich, revised Mar 2023.
    13. David G. Blanchflower & Alex Bryson, 2024. "The female happiness paradox," Journal of Population Economics, Springer;European Society for Population Economics, vol. 37(1), pages 1-27, March.
    14. Hock‐Eam Lim & Daigee Shaw & Le‐Yu Chen & Pei‐Shan Liao, 2023. "Distributional Effects of Freedom and Income on Life Satisfaction: Evidence from East Asian Chinese Societies," Asian Economic Journal, East Asian Economic Association, vol. 37(1), pages 113-143, March.
    15. Cheng, Terence C. & Kim, Seonghoon & Petrie, Dennis, 2024. "Health shocks, health and labor market dynamics, and the socioeconomic-health gradient in older Singaporeans," Social Science & Medicine, Elsevier, vol. 348(C).
    16. Daniel J. Benjamin & Kristen Cooper & Ori Heffetz & Miles S. Kimball, 2023. "From Happiness Data to Economic Conclusions," NBER Working Papers 31727, National Bureau of Economic Research, Inc.
    17. Costi, Chiara & Clark, Andrew E. & Lepinteur, Anthony & D'Ambrosio, Conchita, 2023. "Healthcare Workers and Life Satisfaction during the Pandemic," IZA Discussion Papers 16680, IZA Network @ LISER.
    18. Andrew Chesher & Adam Rosen & Zahra Siddique, 2019. "Estimating Endogenous Effects on Ordinal Outcomes," CeMMAP working papers CWP66/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. David W. Johnston & Olena Stavrunova, 2021. "Subjective Wellbeing Dynamics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(4), pages 518-529, December.
    20. Leonard Goff, 2022. "Identifying causal effects with subjective ordinal outcomes," Papers 2212.14622, arXiv.org, revised Jan 2025.
    21. O'Connor, Kelsey J., 2020. "The effect of immigration on natives’ well-being in the European Union," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 257-274.
    22. Krekel, Christian & Shreedhar, Ganga & Lee, Helen & Marshall, Claire & Boler, Alison & Smith, Allison & Dolan, Paul, 2024. "Happy to help: welfare effects of a nationwide volunteering programme," LSE Research Online Documents on Economics 126209, London School of Economics and Political Science, LSE Library.
    23. Brunello, Giorgio, 2020. "Happier with Vocational Education?," IZA Discussion Papers 13739, IZA Network @ LISER.
    24. Nikolova, Milena & Graham, Carol, 2020. "The Economics of Happiness," GLO Discussion Paper Series 640, Global Labor Organization (GLO).

  5. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.

    Cited by:

    1. Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.

  6. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers 52/17, Institute for Fiscal Studies.

    Cited by:

    1. Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
    2. Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017. "Smoothed GMM for quantile models," Papers 1707.03436, arXiv.org, revised Feb 2018.
    3. Grigory Franguridi & Bulat Gafarov & Kaspar Wuthrich, 2020. "Bias correction for quantile regression estimators," Papers 2011.03073, arXiv.org, revised Feb 2025.
    4. Fusejima, Koki, 2024. "Identification of multi-valued treatment effects with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
    5. Jau-er Chen & Chien-Hsun Huang & Jia-Jyun Tien, 2021. "Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions," Econometrics, MDPI, vol. 9(2), pages 1-18, April.
    6. David Kang & Seojeong Lee, 2025. "Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM," Working Papers 423284005, Lancaster University Management School, Economics Department.
    7. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
    8. Yinchu Zhu, 2018. "Learning non-smooth models: instrumental variable quantile regressions and related problems," Papers 1805.06855, arXiv.org, revised Sep 2019.
    9. Xin Liu, 2019. "Averaging estimation for instrumental variables quantile regression," Papers 1910.04245, arXiv.org.
    10. Hjertstrand, Per & Swofford, James L. & Whitney, Gerald A., 2023. "Testing for Weak Separability and Utility Maximization with Incomplete Adjustment," Journal of Economic Dynamics and Control, Elsevier, vol. 152(C).
    11. Youngki Shin & Zvezdomir Todorov, 2020. "Exact Computation of Maximum Rank Correlation Estimator," Papers 2009.03844, arXiv.org, revised Jan 2021.
    12. Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020. "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, vol. 67(C).
    13. Nahid Farnaz, 2023. "Does Financial Development Relieve or Exacerbate Income Inequality? A Quantile Regression Approach," Economics Discussion Paper Series 2311, Economics, The University of Manchester.
    14. Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
    15. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Wüthrich, Kaspar, 2020. "A Comparison of Two Quantile Models With Endogeneity," University of California at San Diego, Economics Working Paper Series qt0q43931f, Department of Economics, UC San Diego.
    17. Koki Fusejima, 2020. "Identification of multi-valued treatment effects with unobserved heterogeneity," Papers 2010.04385, arXiv.org, revised Apr 2023.
    18. Kazi Musa & Marijn Janssen & Jamaliah Said & Nor Balkish Zakaria & Naila Erum, 2025. "The Impact of Public Debt and Quality of Governance on Economic Growth in High-Income Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 2817-2843, March.
    19. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
    20. Luciano de Castro & Antonio F. Galvao & David M. Kaplan, 2017. "Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations," Working Papers 1710, Department of Economics, University of Missouri, revised 28 Feb 2018.
    21. He, Xuming & Pan, Xiaoou & Tan, Kean Ming & Zhou, Wen-Xin, 2023. "Smoothed quantile regression with large-scale inference," Journal of Econometrics, Elsevier, vol. 232(2), pages 367-388.
    22. Bin Xu & Boqiang Lin, 2021. "Large fluctuations of China's commodity prices: Main sources and heterogeneous effects," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2074-2089, April.

  7. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.

    Cited by:

    1. Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Exact computation of GMM estimators for instrumental variable quantile regression models," CeMMAP working papers CWP52/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Davide Viviano, 2019. "Policy Targeting under Network Interference," Papers 1906.10258, arXiv.org, revised Apr 2024.
    3. Nan Liu & Yanbo Liu & Yuya Sasaki & Yuanyuan Wan, 2025. "Nonparametric Uniform Inference in Binary Classification and Policy Values," Working Papers tecipa-811, University of Toronto, Department of Economics.
    4. Max Tabord-Meehan, 2018. "Stratification Trees for Adaptive Randomization in Randomized Controlled Trials," Papers 1806.05127, arXiv.org, revised Jul 2022.
    5. Eric Mbakop & Max Tabord‐Meehan, 2021. "Model Selection for Treatment Choice: Penalized Welfare Maximization," Econometrica, Econometric Society, vol. 89(2), pages 825-848, March.
    6. Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
    8. Adam Rosen & Takuya Ura, 2020. "Finite Sample Inference for the Maximum Score Estimand," CeMMAP working papers CWP22/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Jiun-Hua Su, 2021. "No-Regret Forecasting with Egalitarian Committees," Papers 2109.13801, arXiv.org.
    10. Youngki Shin & Zvezdomir Todorov, 2020. "Exact Computation of Maximum Rank Correlation Estimator," Papers 2009.03844, arXiv.org, revised Jan 2021.
    11. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 672-686.
    12. Davide Viviano & Jelena Bradic, 2020. "Fair Policy Targeting," Papers 2005.12395, arXiv.org, revised Jun 2022.
    13. Jiun-Hua Su, 2019. "Model Selection in Utility-Maximizing Binary Prediction," Papers 1903.00716, arXiv.org, revised Jul 2020.
    14. Bilias, Yannis & Florios, Kostas & Skouras, Spyros, 2019. "Exact computation of Censored Least Absolute Deviations estimator," Journal of Econometrics, Elsevier, vol. 212(2), pages 584-606.
    15. Le-Yu Chen & Sokbae Lee, 2018. "High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization," Papers 1811.09540, arXiv.org.
    16. Su, Jiun-Hua, 2021. "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, vol. 223(1), pages 96-124.
    17. Susan Athey & Stefan Wager, 2021. "Policy Learning With Observational Data," Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
    18. Ouyang, Fu & Yang, Thomas T., 2025. "High dimensional binary choice model with unknown heteroskedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 251(C).

  8. Le-Yu Chen & Sokbae (Simon) Lee, 2015. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," CeMMAP working papers 26/15, Institute for Fiscal Studies.

    Cited by:

    1. Gao, Wayne Yuan & Wang, Rui, 2026. "Identification in nonlinear dynamic panel models under partial stationarity," Journal of Econometrics, Elsevier, vol. 253(C).
    2. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    3. Adam M. Rosen & Takuya Ura, 2019. "Finite Sample Inference for the Maximum Score Estimand," Papers 1903.01511, arXiv.org, revised May 2020.

  9. Le-Yu Chen & Sokbae (Simon) Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," CeMMAP working papers 27/14, Institute for Fiscal Studies.

    Cited by:

    1. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    2. Yoosoon Chang & Joon Y. Park & Guo Yan, 2026. "Using SVM to Estimate and Predict Binary Choice Models," Papers 2601.22659, arXiv.org.
    3. Chen, Songnian & Zhang, Hanghui, 2015. "Binary quantile regression with local polynomial smoothing," Journal of Econometrics, Elsevier, vol. 189(1), pages 24-40.
    4. Liu, Ruixuan & Yu, Zhengfei, 2022. "Sample selection models with monotone control functions," Journal of Econometrics, Elsevier, vol. 226(2), pages 321-342.
    5. Liu, Ruixuan & Yu, Zhengfei, 2026. "Quasi-Bayesian estimation and inference with control functions," Journal of Econometrics, Elsevier, vol. 253(C).
    6. Botosaru, Irene, 2020. "Nonparametric analysis of a duration model with stochastic unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 217(1), pages 112-139.

  10. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.

    Cited by:

    1. Martin Huber & Giovanni Mellace, 2014. "Testing exclusion restrictions and additive separability in sample selection models," Empirical Economics, Springer, vol. 47(1), pages 75-92, August.
    2. Bolzern, Benjamin & Huber, Martin, 2017. "Testing the validity of the compulsory schooling law instrument," Economics Letters, Elsevier, vol. 159(C), pages 23-27.
    3. Salm, Martin & Siflinger, Bettina & Xie, Mingjia, 2021. "The Effect of Retirement on Mental Health: Indirect Treatment Effects and Causal Mediation," Other publications TiSEM e28efa7f-8219-437c-a26d-2, Tilburg University, School of Economics and Management.
    4. Christina Felfe & Martin Huber, 2017. "Does preschool boost the development of minority children?: the case of Roma children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 475-502, February.
    5. Castagnetti, Carolina & Rosti, Luisa & Töpfer, Marina, 2018. "Discriminate me - if you can! The disappearance of the gender pay gap among public-contest selected employees," Discussion Papers 103, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
    6. Markus Frölich & Martin Huber, 2014. "Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables," CeMMAP working papers CWP31/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    8. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    9. Hock‐Eam Lim & Daigee Shaw & Le‐Yu Chen & Pei‐Shan Liao, 2023. "Distributional Effects of Freedom and Income on Life Satisfaction: Evidence from East Asian Chinese Societies," Asian Economic Journal, East Asian Economic Association, vol. 37(1), pages 113-143, March.
    10. M. Azhar Hussain & Nikolaj Siersbæk & Lars Peter Østerdal, 2020. "Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(4), pages 645-686, December.
    11. Julia Schmieder, 2020. "Fertility as a Driver of Maternal Employment," Discussion Papers of DIW Berlin 1882, DIW Berlin, German Institute for Economic Research.
    12. Fiorini, Mario & Katrien Stevens, 2014. "Assessing the Monotonicity Assumption in IV and fuzzy RD designs," Working Papers 2014-13, University of Sydney, School of Economics.
    13. Grenet, Julien & Grönqvist, Hans & Niknami, Susan, 2025. "The effects of electronic monitoring on offenders and their families," Working Paper Series 2025:12, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    14. Carolina Castagnetti & Luisa Rosti & Marina Töpfer, 2020. "Discriminate me — If you can! The disappearance of the gender pay gap among public‐contest selected employees in Italy," Gender, Work and Organization, Wiley Blackwell, vol. 27(6), pages 1040-1076, November.

  11. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers 13/09, Institute for Fiscal Studies.

    Cited by:

    1. Le-Yu Chen & Jerzy Szroeter, 2012. "Testing multiple inequality hypotheses: a smoothed indicator approach," CeMMAP working papers 16/12, Institute for Fiscal Studies.
    2. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers 11/02, Institute for Fiscal Studies.
    3. Felfe, Christina & Huber, Martin, 2015. "Does preschool boost the development of minority children? The case of Roma children," FSES Working Papers 455, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
    4. Huber, Martin, 2012. "Statistical verification of a natural "natural experiment": Tests and sensitivity checks for the sibling sex ratio instrument," Economics Working Paper Series 1219, University of St. Gallen, School of Economics and Political Science.
    5. Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.
    6. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity for LATE identification based on inequality moment constraints," Economics Working Paper Series 1143, University of St. Gallen, School of Economics and Political Science.
    7. Huber, Martin & Mellace, Giovanni, 2011. "Testing instrument validity in sample selection models," Economics Working Paper Series 1145, University of St. Gallen, School of Economics and Political Science.
    8. Chuang, O-Chia & Kuan, Chung-Ming & Tzeng, Larry Y., 2017. "Testing for central dominance: Method and application," Journal of Econometrics, Elsevier, vol. 196(2), pages 368-378.

Articles

  1. Le-Yu Chen & Yu-Min Yen, 2025. "Estimation of the Local Conditional Tail Average Treatment Effect," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(1), pages 241-255, January.
    See citations under working paper version above.
  2. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
    See citations under working paper version above.
  3. Chen, Le-Yu & Oparina, Ekaterina & Powdthavee, Nattavudh & Srisuma, Sorawoot, 2022. "Robust Ranking of Happiness Outcomes: A Median Regression Perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 672-686.
    See citations under working paper version above.
  4. Le-Yu Chen & Sokbae Lee, 2021. "Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 103-120.

    Cited by:

    1. Chen, Le-Yu & Lee, Sokbae, 2023. "Sparse quantile regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2195-2217.
    2. Dai, Sheng, 2023. "Variable selection in convex quantile regression: L1-norm or L0-norm regularization?," European Journal of Operational Research, Elsevier, vol. 305(1), pages 338-355.

  5. Chen, Le-Yu & Lee, Sokbae, 2019. "Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models," Journal of Econometrics, Elsevier, vol. 210(2), pages 482-497.
    See citations under working paper version above.
  6. Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
    See citations under working paper version above.
  7. Le‐Yu Chen & Sokbae Lee, 2018. "Exact computation of GMM estimators for instrumental variable quantile regression models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 553-567, June.
    See citations under working paper version above.
  8. Chen, Le-Yu, 2017. "Identification Of Discrete Choice Dynamic Programming Models With Nonparametric Distribution Of Unobservables," Econometric Theory, Cambridge University Press, vol. 33(3), pages 551-577, June.

    Cited by:

    1. Norets, Andriy & Shimizu, Kenichi, 2024. "Semiparametric Bayesian estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 238(2).
    2. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza‐Rodrigues, 2021. "Identification of counterfactuals in dynamic discrete choice models," Quantitative Economics, Econometric Society, vol. 12(2), pages 351-403, May.
    3. Erhao Xie, 2022. "Nonparametric Identification of Incomplete Information Discrete Games with Non-equilibrium Behaviors," Staff Working Papers 22-22, Bank of Canada.
    4. Komarova, Tatiana & Sanches, Fábio & Silva Junior, Daniel & Srisuma, Sorawoot, 2018. "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics 86858, London School of Economics and Political Science, LSE Library.
    5. Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Papers 2109.01725, arXiv.org, revised Sep 2021.
    6. Kalouptsidi, Myrto & Souza-Rodrigues, Eduardo & Scott, Paul, 2017. "Identification of Counterfactuals in Dynamic Discrete Choice Models," CEPR Discussion Papers 12470, Centre for Economic Policy Research.
    7. Dearing, Adam, 2026. "Non-Parametric identification of stationary dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 253(C).
    8. Higgins, Ayden & Jochmans, Koen, 2023. "Identification of mixtures of dynamic discrete choices," Journal of Econometrics, Elsevier, vol. 237(1).
    9. Buchholz, Nicholas & Shum, Matthew & Xu, Haiqing, 2021. "Semiparametric estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 223(2), pages 312-327.
    10. Schiraldi, Pasquale & Levy, Matthew R., 2020. "Identification of intertemporal preferences in history-dependent dynamic discrete choice models," CEPR Discussion Papers 14447, Centre for Economic Policy Research.
    11. Schneider, Ulrich, 2019. "Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions," MPRA Paper 102137, University Library of Munich, Germany, revised 29 Jul 2020.

  9. Chen, Le-Yu & Szroeter, Jerzy, 2014. "Testing multiple inequality hypotheses: A smoothed indicator approach," Journal of Econometrics, Elsevier, vol. 178(P3), pages 678-693.
    See citations under working paper version above.
  10. Le‐Yu Chen & Sokbae Lee & Myung Jae Sung, 2014. "Maximum score estimation with nonparametrically generated regressors," Econometrics Journal, Royal Economic Society, vol. 17(3), pages 271-300, October.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (13) 2007-04-09 2009-08-22 2009-08-22 2012-08-23 2013-05-05 2015-08-13 2016-03-06 2018-01-15 2018-01-15 2018-12-17 2020-07-20 2021-09-27 2024-02-19. Author is listed
  2. NEP-DCM: Discrete Choice Models (6) 2007-04-09 2009-08-22 2013-05-05 2015-08-13 2018-01-15 2019-03-04. Author is listed
  3. NEP-HAP: Economics of Happiness (3) 2019-02-25 2019-03-04 2024-02-19
  4. NEP-LTV: Unemployment, Inequality and Poverty (3) 2019-02-25 2019-03-04 2024-02-19
  5. NEP-HPE: History and Philosophy of Economics (2) 2019-02-25 2019-03-04
  6. NEP-ORE: Operations Research (2) 2018-01-15 2021-07-19
  7. NEP-UPT: Utility Models and Prospect Theory (2) 2009-08-22 2013-05-05
  8. NEP-ISF: Islamic Finance (1) 2021-09-27
  9. NEP-MIC: Microeconomics (1) 2009-08-22
  10. NEP-RMG: Risk Management (1) 2020-07-20

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