Details about Le-Yu Chen

Access statistics for papers by Le-Yu Chen.

Last updated 2024-03-11. Update your information in the RePEc Author Service.

Short-id: pch780

Working Papers

2024

1. Estimations of the Local Conditional Tail Average Treatment Effect
   Papers, arXiv.org View citations (1)

2023

2. Sparse Quantile Regression
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020)
   See also Journal Article Sparse quantile regression, Journal of Econometrics, Elsevier (2023) (2023)

2022

3. Robust Ranking of Happiness Outcomes: A Median Regression Perspective
   Papers, arXiv.org View citations (19)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2022)
   See also Journal Article Robust Ranking of Happiness Outcomes: A Median Regression Perspective, Journal of Economic Behavior & Organization, Elsevier (2022) View citations (7) (2022)

2019

4. Have Econometric Analyses of Happiness Data Been Futile? A Simple Truth about Happiness Scales
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (32)

2018

5. Best Subset Binary Prediction
   Papers, arXiv.org View citations (23)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
   See also Journal Article Best subset binary prediction, Journal of Econometrics, Elsevier (2018) View citations (11) (2018)
6. High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization
   Papers, arXiv.org View citations (4)

2017

7. Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (4)
   See also Journal Article Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models, Journal of Econometrics, Elsevier (2019) (2019)
8. Exact computation of GMM estimators for instrumental variable quantile regression models
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (11)
   See also Journal Article Exact computation of GMM estimators for instrumental variable quantile regression models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (15) (2018)

2014

9. Maximum score estimation with nonparametrically generated regressors
   CeMMAP working papers, Institute for Fiscal Studies
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (7)
   See also Journal Article Maximum score estimation with nonparametrically generated regressors, Econometrics Journal, Royal Economic Society (2014) View citations (7) (2014)

2013

10. Maximum score estimation of preference parameters for a binary choice model under uncertainty
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013)

2012

11. Testing multiple inequality hypotheses: a smoothed indicator approach
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2012)
    See also Journal Article Testing multiple inequality hypotheses: A smoothed indicator approach, Journal of Econometrics, Elsevier (2014) View citations (17) (2014)

2009

12. Hypothesis testing of multiple inequalities: the method of constraint chaining
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (10)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2009)
13. Identification of structural dynamic discrete choice models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

2007

14. Semiparametric identification of structural dynamic optimal stopping time models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Journal Articles

2023

1. Sparse quantile regression
   Journal of Econometrics, 2023, 235, (2), 2195-2217
   See also Working Paper Sparse Quantile Regression, Papers (2023) View citations (1) (2023)

2022

2. Robust Ranking of Happiness Outcomes: A Median Regression Perspective
   Journal of Economic Behavior & Organization, 2022, 200, (C), 672-686 View citations (7)
   See also Working Paper Robust Ranking of Happiness Outcomes: A Median Regression Perspective, Papers (2022) View citations (19) (2022)

2021

3. Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
   The Econometrics Journal, 2021, 24, (1), 103-120 View citations (1)

2019

4. Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
   Journal of Econometrics, 2019, 210, (2), 482-497
   See also Working Paper Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models, CeMMAP working papers (2017) View citations (3) (2017)

2018

5. Best subset binary prediction
   Journal of Econometrics, 2018, 206, (1), 39-56 View citations (11)
   See also Working Paper Best Subset Binary Prediction, Papers (2018) View citations (23) (2018)
6. Exact computation of GMM estimators for instrumental variable quantile regression models
   Journal of Applied Econometrics, 2018, 33, (4), 553-567 View citations (15)
   See also Working Paper Exact computation of GMM estimators for instrumental variable quantile regression models, CeMMAP working papers (2017) (2017)

2017

7. IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES
   Econometric Theory, 2017, 33, (3), 551-577 View citations (12)

2014

8. Maximum score estimation with nonparametrically generated regressors
   Econometrics Journal, 2014, 17, (3), 271-300 View citations (7)
   See also Working Paper Maximum score estimation with nonparametrically generated regressors, CeMMAP working papers (2014) (2014)
9. Testing multiple inequality hypotheses: A smoothed indicator approach
   Journal of Econometrics, 2014, 178, (P3), 678-693 View citations (17)
   See also Working Paper Testing multiple inequality hypotheses: a smoothed indicator approach, CeMMAP working papers (2012) View citations (7) (2012)