Details about Yulong Wang

Access statistics for papers by Yulong Wang.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pwa955

Working Papers

2025

1. Genuinely Robust Inference for Clustered Data
   Papers, arXiv.org View citations (1)
2. Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
   Papers, arXiv.org View citations (3)

2024

3. High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media
   Papers, arXiv.org
4. Inference in Auctions with Many Bidders Using Transaction Prices
   Papers, arXiv.org
5. Non-Existent Moments of Earnings Growth
   Papers, arXiv.org

2023

6. Extreme Changes in Changes
   Papers, arXiv.org View citations (1)
   See also Journal Article Extreme Changes in Changes, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) (2024)
7. Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2023) View citations (2)
8. Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
   Papers, arXiv.org
   See also Journal Article Tuning parameter-free nonparametric density estimation from tabulated summary data, Journal of Econometrics, Elsevier (2024) (2024)

2022

9. Capital and Labor Income Pareto Exponents in the United States, 1916-2019
   Papers, arXiv.org View citations (2)
10. Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
    Papers, arXiv.org

2021

11. Threshold Regression with Nonparametric Sample Splitting
    Papers, arXiv.org View citations (1)
    See also Journal Article Threshold regression with nonparametric sample splitting, Journal of Econometrics, Elsevier (2023) View citations (2) (2023)

2020

12. Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares
    Papers, arXiv.org View citations (7)
    See also Journal Article Efficient minimum distance estimation of Pareto exponent from top income shares, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (2) (2021)
13. Estimation and Inference about Tail Features with Tail Censored Data
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in Papers, arXiv.org (2020)
    See also Journal Article Estimation and inference about tail features with tail censored data, Journal of Econometrics, Elsevier (2022) View citations (1) (2022)
14. Inference in Threshold Models
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
15. Nonparametric Sample Splitting
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
16. Nonparametric Tests of Tail Behavior in Stochastic Frontier Models
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    Also in Papers, arXiv.org (2020)
    See also Journal Article Nonparametric tests of tail behavior in stochastic frontier models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (3) (2022)
17. Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators
    Papers, arXiv.org

Journal Articles

2024

1. Extreme Changes in Changes
   Journal of Business & Economic Statistics, 2024, 42, (2), 812-824
   See also Working Paper Extreme Changes in Changes, Papers (2023) View citations (1) (2023)
2. TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS
   Econometric Theory, 2024, 40, (3), 608-651
3. Tuning parameter-free nonparametric density estimation from tabulated summary data
   Journal of Econometrics, 2024, 238, (1)
   See also Working Paper Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data, Papers (2023) (2023)

2023

4. Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
   Journal of Business & Economic Statistics, 2023, 41, (2), 339-348 View citations (3)
5. Threshold regression with nonparametric sample splitting
   Journal of Econometrics, 2023, 235, (2), 816-842 View citations (2)
   See also Working Paper Threshold Regression with Nonparametric Sample Splitting, Papers (2021) View citations (1) (2021)

2022

6. Estimation and inference about tail features with tail censored data
   Journal of Econometrics, 2022, 230, (2), 363-387 View citations (1)
   See also Working Paper Estimation and Inference about Tail Features with Tail Censored Data, Boston College Working Papers in Economics (2020) (2020)
7. Fixed-k Inference for Conditional Extremal Quantiles
   Journal of Business & Economic Statistics, 2022, 40, (2), 829-837 View citations (3)
8. Nonparametric tests of tail behavior in stochastic frontier models
   Journal of Applied Econometrics, 2022, 37, (3), 537-562 View citations (3)
   See also Working Paper Nonparametric Tests of Tail Behavior in Stochastic Frontier Models, Center for Policy Research Working Papers (2020) (2020)

2021

9. Efficient minimum distance estimation of Pareto exponent from top income shares
   Journal of Applied Econometrics, 2021, 36, (2), 228-243 View citations (2)
   See also Working Paper Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares, Papers (2020) View citations (7) (2020)

2019

10. Nearly weighted risk minimal unbiased estimation
    Journal of Econometrics, 2019, 209, (1), 18-34 View citations (14)

2017

11. Fixed- Asymptotic Inference About Tail Properties
    Journal of the American Statistical Association, 2017, 112, (519), 1334-1343 View citations (18)

2015

12. The Role of Young Adults' Pleasure Attitudes in Shaping Condom Use
    American Journal of Public Health, 2015, 105, (7), 1329-1332 View citations (2)

Software Items

2023

1. ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles
   Statistical Software Components, Boston College Department of Economics

2022

2. EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles
   Statistical Software Components, Boston College Department of Economics
3. TESTOUT: Stata module to execute diagnostic testing of outliers
   Statistical Software Components, Boston College Department of Economics