Qingliang Fan

Associate professor of economics @CUHKofficial. Econometrician. Interested in causal inference, machine learning, applied econometrics.

[Qingliang Fan @michaelqfan]

https://t.co/QcNbWRkMNJ
New version of our working paper on cost-aware large portfolios.

[Econometrics Papers @eBlogs]

Single-Index Quantile Factor Model with Observed Characteristics. https://t.co/fYiR1HttEz

[Qingliang Fan @michaelqfan]

@instrumenthull What a loss. RIP.

[Qingliang Fan @michaelqfan]

@ProfEmilyOster Good point. I did not see the discussions of sample size, significance level, potential selection bias, and surprisingly, no mention about the baseline effect (people who never drink) in the report (or maybe I missed it?).

[Pedro H. C. Sant'Anna @pedrohcgs]

Here are the first five sets of slides:

01 Introduction: https://t.co/PIiBqLRIDB

02 Classical 2x2 setup: https://t.co/SH7w5h7MTk

03 Clustering issues: https://t.co/2v72H48HhW

04 Functional form: https://t.co/1qld58HTMI

05 Covariates: https://t.co/4MsX2n6j7w

[Qingliang Fan @michaelqfan]

It's great to see R2IVE paper in print. Happy holidays.

[The Review of Economics and Statistics (REStat) @restatjournal]

A new IV estimator that is robust to weak instruments and unknown control variables in high-dimensional model. In November issue, by FAN, Qingliang and WU, Yaqian https://t.co/gf9nrtKvZR

[The Review of Economics and Statistics (REStat) @restatjournal]

Strong evidence of hot hand performance found both across datasets and within individuals. In November issue, by Joshua B. Miller (@jben0) and Adam Sanjurjo https://t.co/OLGZMhW0sK

[Qingliang Fan @michaelqfan]

Our paper, "On the instrumental variable estimation with many weak and invalid instruments" is published in the September issue of JRSSB. https://t.co/4VpfbD4lha

[Qingliang Fan @michaelqfan]

Our paper "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates" is now available as Open Access in Journal of Business & Economic Statistics!
https://t.co/4qsU64LHwp

[Qingliang Fan @michaelqfan]

@jon_mellon Nice paper, congrats~

[Qingliang Fan @michaelqfan]

@jo_chanik congrats

[Qingliang Fan @michaelqfan]

@PicchettiPedro @EconometricsSG Great picture👍

[Qingliang Fan @michaelqfan]

@edwardhkennedy Great work👍

[Qingliang Fan @michaelqfan]

I'm so glad that the paper was recently accepted by JBES. I got many useful feedbacks from friends and the editorial teams. Check out the most recent version at https://t.co/PCRTtrBHbZ

[Qingliang Fan @michaelqfan]

A new overidentification test with high-dimensional covariates.

https://t.co/PCRTtrBHbZ

[Qingliang Fan @michaelqfan]

@PossebomVitor congrats!

[Qingliang Fan @michaelqfan]

@CombeJu OMG this is so sad to hear. I met Yinghua once during a visit in Stanford almost ten years ago. After that I have read many of his wonderful papers and then all of sudden this sad news.

[Qingliang Fan @michaelqfan]

@JadBeyhum @CBruneelZupanc @KU_Leuven Nice work, congrats.

[Qingliang Fan @michaelqfan]

@edwardhkennedy "many weak" (still weak), and (potentially) "invalid"

[Qingliang Fan @michaelqfan]

In a recent paper, we provide a robust estimator (WIT) when instrumental variables might be weak and invalid, and the invalidity is not assumed a priori.
https://t.co/JaZx2a4SIn

[Qingliang Fan @michaelqfan]

@pedrohcgs They are so adorable!