Search Results
Author: Zhang, Yichong
Resulting in 3 citations.
| 1. |
D'Haultfoeuille, Xavier Maurel, Arnaud Zhang, Yichong |
|
Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap Journal of Econometrics 203,1 (March 2018): 129-142. Also: https://www.sciencedirect.com/science/article/pii/S0304407617302269 Cohort(s): NLSY79, NLSY97 Publisher: Elsevier Keyword(s): Armed Forces Qualifications Test (AFQT); Family Background and Culture; Racial Differences; Wage Gap We consider the estimation of a semiparametric sample selection model without instrument or large support regressor. Identification relies on the independence between the covariates and selection, for arbitrarily large values of the outcome. We propose a simple estimator based on extremal quantile regression and establish its asymptotic normality by extending previous results on extremal quantile regressions to allow for selection. Finally, we apply our method to estimate the black-white wage gap among males from the NLSY79 and NLSY97. We find that premarket factors such as AFQT and family background play a key role in explaining the black-white wage gap. |
|
|
Bibliography Citation
D'Haultfoeuille, Xavier, Arnaud Maurel and Yichong Zhang. "Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap." Journal of Econometrics 203,1 (March 2018): 129-142.
|
| 2. |
Su, Liangjun Ura, Takuya Zhang, Yichong |
|
Non-separable Models with High-dimensional Data Journal of Econometrics 212,2 (October 2019): 646-677. Also: https://www.sciencedirect.com/science/article/pii/S0304407619301447 Cohort(s): NLSY79 Publisher: Elsevier Keyword(s): Fathers and Sons; Income; Intergenerational Patterns/Transmission; Modeling; Statistical Analysis This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the average, quantile, and marginal treatment effects. Using simulated and real datasets, we demonstrate that the proposed estimators perform well in finite samples. |
|
|
Bibliography Citation
Su, Liangjun, Takuya Ura and Yichong Zhang. "Non-separable Models with High-dimensional Data." Journal of Econometrics 212,2 (October 2019): 646-677.
|
| 3. |
Zhang, Yichong |
|
Three Essays on Extremal Quantiles Ph.D. Dissertation, Department of Economics, Duke University, 2016 Cohort(s): NLSY79, NLSY97 Publisher: ProQuest Dissertations & Theses (PQDT) Keyword(s): Racial Differences; Statistical Analysis; Wage Gap Permission to reprint the abstract has not been received from the publisher. [See Chapter 3 for NLSY use] Extremal quantile index is a concept that the quantile index will drift to zero (or one) as the sample size increases. The three chapters of my dissertation consists of three applications of this concept in three distinct econometric problems. In Chapter 3, I rely on the concept of extremal quantile index to achieve identification at infinity of the sample selection models and propose a new inference method. |
|
|
Bibliography Citation
Zhang, Yichong. Three Essays on Extremal Quantiles. Ph.D. Dissertation, Department of Economics, Duke University, 2016. |