Panel Data Quantile Regression with Grouped Fixed Effects
Journal of Econometrics,
2019
Jiaying Gu and Stanislav Volgushev
Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
Journal of Business and Economic Statistics,
2017
Jiaying Gu and Roger Koenker
Neyman’s C(alpha) Test For Unobserved Heterogeneity
Econometric Theory,
2016
Jiaying Gu
Nonparametric Maximum Likelihood Methods for Binary Response Models with Random Coefficients
Journal of American Statistical Association,
forthcoming
Jiaying Gu and Roger Koenker