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Details about Liyang Sun

Homepage:https://lsun20.github.io/
Workplace:Centro de Estudios Monetarios y Financieros (CEMFI) (Center for Monetary and Financial Studies), (more information at EDIRC)

Access statistics for papers by Liyang Sun.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: psu644


Jump to Journal Articles Software Items

Working Papers

2024

  1. Temporal Aggregation for the Synthetic Control Method
    Papers, arXiv.org Downloads
  2. Weak Identification with Many Instruments
    Papers, arXiv.org Downloads

2023

  1. Adapting to Misspecification
    Papers, arXiv.org Downloads
  2. Using Multiple Outcomes to Improve the Synthetic Control Method
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2023) Downloads

2022

  1. A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure, Journal of Economic Perspectives, American Economic Association (2022) Downloads View citations (4) (2022)
  2. A linear panel model with heterogeneous coe!cients and variation in exposure
    Economics Virtual Symposium 2022, Stata Users Group Downloads
  3. Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics
    Papers, arXiv.org Downloads View citations (4)
  4. Structural Reforms and Economic Growth: A Machine Learning Approach
    IMF Working Papers, International Monetary Fund Downloads

2021

  1. Empirical Welfare Maximization with Constraints
    Papers, arXiv.org Downloads View citations (9)
  2. Inference with Many Weak Instruments
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Inference with Many Weak Instruments, The Review of Economic Studies, Review of Economic Studies Ltd (2022) Downloads View citations (15) (2022)

2020

  1. Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
    Papers, arXiv.org Downloads View citations (326)
    See also Journal Article Estimating dynamic treatment effects in event studies with heterogeneous treatment effects, Journal of Econometrics, Elsevier (2021) Downloads View citations (657) (2021)

Journal Articles

2022

  1. A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure
    Journal of Economic Perspectives, 2022, 36, (4), 193-204 Downloads View citations (4)
    See also Working Paper A Linear Panel Model with Heterogeneous Coefficients and Variation in Exposure, NBER Working Papers (2022) Downloads View citations (4) (2022)
  2. Inference with Many Weak Instruments
    (Specification Testing in Models with Many Instruments)
    The Review of Economic Studies, 2022, 89, (5), 2663-2686 Downloads View citations (15)
    See also Working Paper Inference with Many Weak Instruments, Papers (2021) Downloads View citations (5) (2021)

2021

  1. Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
    Journal of Econometrics, 2021, 225, (2), 175-199 Downloads View citations (657)
    See also Working Paper Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects, Papers (2020) Downloads View citations (326) (2020)

2019

  1. Weak Instruments in Instrumental Variables Regression: Theory and Practice
    Annual Review of Economics, 2019, 11, (1), 727-753 Downloads View citations (189)

2018

  1. Implementing valid two-step identification-robust confidence sets for linear instrumental-variables models
    Stata Journal, 2018, 18, (4), 803-825 Downloads View citations (20)

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 Downloads

2022

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

2021

  1. 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 Downloads

2019

  1. 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 Downloads
 
Page updated 2024-06-21