Jiaying Gu and Roger Koenker, "Nonparametric Maximum Likelihood Methods for Binary Response Models with Random Coefficients", Journal of American Statistical Association, forthcoming.
Jiaying Gu and Thomas Russell, "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors", Journal of Econometrics, forthcoming.
Roger Koenker and Jiaying Gu, "Almost Parametric Smoothing", Transactions of A. Razmadze Mathematical Institute, forthcoming.
Jiaying Gu and Roger Koenker, "Invidious Comparison: Ranking and Selection as Compound Decisions", Econometrica 91 (1) (2023), 1–41.
Jiaying Gu and Roger Koenker, "Ranking and Selection from Pairwise Comparison: Empirical Bayes Methods for Citation Analysis", American Economic Association Papers and Proceedings 112 (2022), 624–629.
Victor Aguirregabiria, Jiaying Gu, Yao Luo, Pedro Mira, "Diffusion of COVID-19 in Social and Production Networks: Simulation Evidence from A Dynamic Model", Annales d'Economie et de Statistique 142 (2021), 179–210. (Freely available.)
Victor Aguirregabiria, Jiaying Gu, Yao Luo, "Sufficient Statistics for Unobserved Heterogeneity in Dynamic Structural Logit Models", Journal of Econometrics 223 (2) (2021), 280–311. (Freely available.)
Antonio Galvao, Jiaying Gu, Stanislav Volgushev, "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects", Journal of Econometrics 218 (2019), 178–215.
Jiaying Gu and Roger Koenker, "Comment: Minimalist g-Modeling", Statistical Science 34 (2019), 209–213.
Jiaying Gu and Stanislav Volgushev, "Panel Data Quantile Regression with Grouped Fixed Effects", Journal of Econometrics 213 (2019), 68–91.
Jaerim Choi, Jiaying Gu, Shu Shen, "Weak-Instrument Robust Inference for Two-Sample Instrumental Variable Regression", Journal of Applied Econometrics 33 (2018), 109–125.
Jiaying Gu, Roger Koenker, Stanislav Volgushev, "Testing for Homogeneity in Mixture Models", Econometric Theory 34 (2018), 850–895.
Jiaying Gu and Shu Shen, "Oracle and Adaptive False Discovery Rate Controlling Methods for One-sided Testing: Theory and Application in Treatment Effect Evaluation", Econometrics Journal 21 (2018), 11–35.
Jiaying Gu and Roger Koenker, "Empirical Bayesball remixed: Empirical Bayes methods for longitudinal data", Journal of Applied Econometrics 32 (3) (2017), 575–599.
Jiaying Gu and Roger Koenker, "Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective", Journal of Business and Economic Statistics 35 (1) (2017), 1–16.
Roger Koenker and Jiaying Gu, "REBayes: An R Package for Empirical Bayes Mixture Methods", Journal of Statistical Software 82 (2017), 1–26.
Tilak Abeysinghe and Jiaying Gu, "Estimating fundamental and affordable housing price trends: a study based on Singapore", Applied Economics 48 (2016), 4783–4798.
Jiaying Gu, "Neyman’s C(alpha) Test For Unobserved Heterogeneity", Econometric Theory 32 (6) (2016), 1483–1522.
Jiaying Gu and Roger Koenker, "On a Problem of Robbins", International Statistical Review 84 (2) (2016), 224–244.
Roger Koenker and Jiaying Gu, "Frailty, Profile Likelihood and Medfly Mortality", in Contemporary Developments in Statistical Theory (edited by Soumendra Lahiri, Anton Schick, Ashis SenGupta, T.N. Sriram), Springer, 2014, 227–237.
Tilak Abeysinghe and Jiaying Gu, "Lifetime income and housing affordability in Singapore", Urban Studies 48 (9) (2011), 1875–1891.