Details about Liyang Sun

Access statistics for papers by Liyang Sun.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: psu644

Working Papers

2025

1. Policy Learning with Confidence
   Papers, arXiv.org
2. Using Multiple Outcomes to Improve the Synthetic Control Method
   Papers, arXiv.org
   Also in CeMMAP working papers, Institute for Fiscal Studies (2023) View citations (1)

2024

3. Adapting to Misspecification
   NBER Working Papers, National Bureau of Economic Research, Inc
   Also in Papers, arXiv.org (2024) View citations (1)
   CeMMAP working papers, Institute for Fiscal Studies (2024)
4. Empirical Welfare Maximization with Constraints
   Papers, arXiv.org View citations (10)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2024)
5. Temporal Aggregation for the Synthetic Control Method
   Papers, arXiv.org
   See also Journal Article Temporal Aggregation for the Synthetic Control Method, AEA Papers and Proceedings, American Economic Association (2024) (2024)
6. Weak Identification with Many Instruments
   Papers, arXiv.org View citations (1)
   See also Journal Article Weak identification with many instruments, The Econometrics Journal, Royal Economic Society (2024) View citations (1) (2024)

2022

7. A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure, Journal of Economic Perspectives, American Economic Association (2022) View citations (9) (2022)
8. A linear panel model with heterogeneous coe!cients and variation in exposure
   Economics Virtual Symposium 2022, Stata Users Group View citations (2)
9. Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics
   Papers, arXiv.org View citations (4)
   See also Journal Article Double robustness for complier parameters and a semi-parametric test for complier characteristics, The Econometrics Journal, Royal Economic Society (2024) (2024)
10. Structural Reforms and Economic Growth: A Machine Learning Approach
    IMF Working Papers, International Monetary Fund

2021

11. Inference with Many Weak Instruments
    Papers, arXiv.org View citations (5)
    See also Journal Article Inference with Many Weak Instruments, The Review of Economic Studies, Review of Economic Studies Ltd (2022) View citations (19) (2022)

2020

12. Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
    Papers, arXiv.org View citations (352)
    See also Journal Article Estimating dynamic treatment effects in event studies with heterogeneous treatment effects, Journal of Econometrics, Elsevier (2021) View citations (1181) (2021)

Journal Articles

2024

1. Double robustness for complier parameters and a semi-parametric test for complier characteristics
   The Econometrics Journal, 2024, 27, (1), 1-20
   See also Working Paper Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics, Papers (2022) View citations (4) (2022)
2. Temporal Aggregation for the Synthetic Control Method
   AEA Papers and Proceedings, 2024, 114, 614-17
   See also Working Paper Temporal Aggregation for the Synthetic Control Method, Papers (2024) (2024)
3. Weak identification with many instruments
   The Econometrics Journal, 2024, 27, (2), Ci-C28 View citations (1)
   See also Working Paper Weak Identification with Many Instruments, Papers (2024) View citations (1) (2024)

2022

4. A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure
   Journal of Economic Perspectives, 2022, 36, (4), 193-204 View citations (9)
   See also Working Paper A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure, NBER Working Papers (2022) View citations (9) (2022)
5. Inference with Many Weak Instruments
   The Review of Economic Studies, 2022, 89, (5), 2663-2686 View citations (19)
   See also Working Paper Inference with Many Weak Instruments, Papers (2021) View citations (5) (2021)

2021

6. Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
   Journal of Econometrics, 2021, 225, (2), 175-199 View citations (1181)
   See also Working Paper Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects, Papers (2020) View citations (352) (2020)

2019

7. Weak Instruments in Instrumental Variables Regression: Theory and Practice
   Annual Review of Economics, 2019, 11, (1), 727-753 View citations (248)

2018

8. Implementing valid two-step identification-robust confidence sets for linear instrumental-variables models
   Stata Journal, 2018, 18, (4), 803-825 View citations (33)

Software Items

2023

1. MANYWEAKIV: Stata module to implement the weak-identification robust jackknife AR test from Mikusheva and Sun (2022)
   Statistical Software Components, Boston College Department of Economics

2022

2. EVENTSTUDYINTERACT: Stata module to implement the interaction weighted estimator for an event study
   Statistical Software Components, Boston College Department of Economics

2021

3. EVENTSTUDYWEIGHTS: Stata module to estimate the implied weights on the cohort-specific average treatment effects on the treated (CATTs) (event study specifications)
   Statistical Software Components, Boston College Department of Economics

2019

4. TWOSTEPWEAKIV: Stata module to implement two-step weak-instrument-robust confidence sets for linear instrumental-variable (IV) models
   Statistical Software Components, Boston College Department of Economics