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 | 130 | 2022 |
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 | 62 | 2019 |
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 | 53 | 2021 |
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 | 48* | 2018 |
Non-separable models with high-dimensional data L Su, T Ura, Y Zhang Journal of Econometrics 212 (2), 646-677, 2019 | 29 | 2019 |
Extremal quantile treatment effects Y Zhang | 26 | 2018 |
Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization Y Zhang, X Zheng Quantitative Economics 11 (3), 957-982, 2020 | 22 | 2020 |
Unconditional quantile regression with high‐dimensional data Y Sasaki, T Ura, Y Zhang Quantitative Economics 13 (3), 955-978, 2022 | 18 | 2022 |
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 | 15 | 2020 |
Detecting latent communities in network formation models S Ma, L Su, Y Zhang Journal of Machine Learning Research 23 (310), 1-61, 2022 | 14 | 2022 |
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 | 13 | 2024 |
A conditional linear combination test with many weak instruments D Lim, W Wang, Y Zhang Journal of Econometrics 238 (2), 105602, 2024 | 13 | 2024 |
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 | 12 | 2023 |
Covariate adjustment in experiments with matched pairs Y Bai, L Jiang, JP Romano, AM Shaikh, Y Zhang Journal of Econometrics 241 (1), 105740, 2024 | 9 | 2024 |
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 | 8 | 2022 |
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 |
Wild bootstrap inference for instrumental variables regressions with weak and few clusters W Wang, Y Zhang Journal of Econometrics 241 (1), 105727, 2024 | 6* | 2024 |
Low-rank panel quantile regression: Estimation and inference Y Wang, L Su, Y Zhang arXiv preprint arXiv:2210.11062, 2022 | 3 | 2022 |
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 | 2 | 2018 |
Statistical Inference For Noisy Matrix Completion Incorporating Auxiliary Information S Ma, PY Niu, Y Zhang, Y Zhu Journal of the American Statistical Association, 1-13, 2024 | 1 | 2024 |