David M. Kaplan : Citation Profile


Are you David M. Kaplan?

University of Missouri

3

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

5

Articles

28

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 3
   Journals where David M. Kaplan has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 19 (44.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka649
   Updated: 2019-08-17    RAS profile: 2019-07-05    
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Relations with other researchers


Works with:

Sun, Yixiao (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with David M. Kaplan.

Is cited by:

Kaido, Hiroaki (4)

Sun, Yixiao (3)

Kim, Min Seong (2)

Keane, Michael (2)

Hoshino, Tadao (1)

Vogelsang, Timothy (1)

Pereda-Fernández, Santiago (1)

Su, Liangjun (1)

Fernandes, Marcelo (1)

Chen, Le-Yu (1)

Guerre, Emmanuel (1)

Cites to:

gneezy, uri (24)

Chernozhukov, Victor (21)

List, John (21)

Chen, Xiaohong (14)

Djebbari, Habiba (12)

Smith, Jeffrey (12)

Sun, Yixiao (11)

Gelbach, Jonah (10)

Bitler, Marianne (9)

Hansen, Christian (9)

Hoynes, Hilary (9)

Main data


Where David M. Kaplan has published?


Journals with more than one article published# docs
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Missouri21
Papers / arXiv.org5
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2

Recent works citing David M. Kaplan (2018 and 2017)


YearTitle 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.

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2018Decentralization 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

2019Identification 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

2018Finite 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

2018Generalized 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.

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2019A 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

2017Smoothing quantile regressions. (2017). Fernandes, Marcelo ; Horta, Eduardo ; Guerre, Emmanuel . In: Textos para discussão. RePEc:fgv:eesptd:457.

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2017Measuring 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

2017Exact 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.

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2018Comment 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:


YearTitleTypeCited
2018Frequentist size of Bayesian inequality tests In: Papers.
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2018Frequentist size of Bayesian inequality tests.(2018) In: Working Papers.
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2018Frequentist size of Bayesian inequality tests.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2016Smoothed estimating equations for instrumental variables quantile regression In: Papers.
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paper12
2012SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2012) In: University of California at San Diego, Economics Working Paper Series.
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This paper has another version. Agregated cites: 12
paper
2017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION.(2017) In: Econometric Theory.
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This paper has another version. Agregated cites: 12
article
2013Smoothed Estimating Equations for Instrumental Variables Quantile Regression.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2016Fractional order statistic approximation for nonparametric conditional quantile inference In: Papers.
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paper2
2017Fractional order statistic approximation for nonparametric conditional quantile inference.(2017) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 2
article
2016Fractional order statistic approximation for nonparametric conditional quantile inference.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2018Smoothed GMM for quantile models In: Papers.
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paper2
2018Smoothed GMM for quantile models.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2017Comparing distributions by multiple testing across quantiles or CDF values In: Papers.
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paper0
2018Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 0
article
2018Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011A 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.
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paper4
2015Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion In: Journal of Econometrics.
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article3
2013Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2013IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics In: Working Papers.
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2013IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics In: Working Papers.
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paper1
2018Comparing distributions by multiple testing across quantiles In: Working Papers.
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paper0
2018Comparing distributions by multiple testing across quantiles or CDF values.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Nonparametric Inference on Quantile Marginal Effects In: Working Papers.
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paper0
2016Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics In: Working Papers.
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paper0
2018Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2018Bayesian and frequentist inequality tests In: Working Papers.
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paper0
2018Frequentist size of Bayesian inequality tests.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations In: Working Papers.
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paper0
2018Smoothed GMM for quantile models.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2018Comparing latent inequality with ordinal data In: Working Papers.
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2018distcomp: Comparing distributions In: Working Papers.
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paper0
2018Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics In: Econometrics Journal.
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