3
H index
1
i10 index
24
Citations
David M. Kaplan : Citation Profile
University of Missouri | RESEARCH PRODUCTION: 5 Articles 28 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2011 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with David M. Kaplan. | Is cited by:
| Cites to:
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Main data
Where David M. Kaplan has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Economics, University of Missouri | 21 |
| Papers / arXiv.org | 5 |
| University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego | 2 |
Recent works citing David M. Kaplan (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | $k$-step correction for mixed integer linear programming: a new approach for instrumental variable quantile regressions and related problems. (2018). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1805.06855. Full description at Econpapers || Download paper |
| 2018 | Decentralization Estimators for Instrumental Variable Quantile Regression Models. (2018). Kaido, Hiroaki ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10925. Full description at Econpapers || Download paper |
| 2019 | Identification and estimation of triangular models with a binary treatment. (2019). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1210_19. Full description at Econpapers || Download paper |
| 2018 | Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators. (2018). Yang, Jingjing ; Vogelsang, Timothy J. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:21-27. Full description at Econpapers || Download paper |
| 2018 | Generalized indirect inference for discrete choice models. (2018). Keane, Michael ; Bruins, Marianne ; Smith, Anthony A ; Duffy, James A. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:177-203. Full description at Econpapers || Download paper |
| 2019 | A closed-form estimator for quantile treatment effects with endogeneity. (2019). Wuthrich, Kaspar. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:219-235. Full description at Econpapers || Download paper |
| 2017 | Smoothing quantile regressions. (2017). Fernandes, Marcelo ; Horta, Eduardo ; Guerre, Emmanuel . In: Textos para discussão. RePEc:fgv:eesptd:457. Full description at Econpapers || Download paper |
| 2017 | Measuring risks in the extreme tail: The extreme VaR and its confidence interval. (2017). Guegan, Dominique ; Li, Kehan ; Hassani, Bertrand. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317391. Full description at Econpapers || Download paper |
| 2017 | Exact computation of GMM estimators for instrumental variable quantile regression models. (2017). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: CeMMAP working papers. RePEc:ifs:cemmap:52/17. Full description at Econpapers || Download paper |
| 2018 | Comment on “What Do Interpolated Nonparametric Confidence Intervals for Population Quantiles Guarantee?”, Frey and Zhang (2017). (2018). Hutson, Alan. In: The American Statistician. RePEc:taf:amstat:v:72:y:2018:i:3:p:302-302. Full description at Econpapers || Download paper |
Works by David M. Kaplan:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Frequentist size of Bayesian inequality tests In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Frequentist size of Bayesian inequality tests.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Frequentist size of Bayesian inequality tests.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Smoothed estimating equations for instrumental variables quantile regression In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2012) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2017 | SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2013 | Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2016 | Fractional order statistic approximation for nonparametric conditional quantile inference In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Fractional order statistic approximation for nonparametric conditional quantile inference.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2016 | Fractional order statistic approximation for nonparametric conditional quantile inference.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Smoothed GMM for quantile models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Smoothed GMM for quantile models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Comparing distributions by multiple testing across quantiles or CDF values In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Comparing distributions by multiple testing across quantiles In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Nonparametric Inference on Quantile Marginal Effects In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Bayesian and frequentist inequality tests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Frequentist size of Bayesian inequality tests.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Smoothed GMM for quantile models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Comparing latent inequality with ordinal data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | distcomp: Comparing distributions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
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