| Regression discontinuity designs with unknown discontinuity points: Testing and estimation J Porter, P Yu Journal of Econometrics 189 (1), 132-147, 2015 | 97 | 2015 |
| Likelihood estimation and inference in threshold regression P Yu Journal of Econometrics 167 (1), 274-294, 2012 | 74 | 2012 |
| Threshold regression with endogeneity P Yu, PCB Phillips Journal of Econometrics 203 (1), 50-68, 2018 | 73 | 2018 |
| Threshold regression with a threshold boundary P Yu, X Fan Journal of Business & Economic Statistics 39 (4), 953-971, 2021 | 41 | 2021 |
| Adaptive estimation of the threshold point in threshold regression P Yu Journal of Econometrics 189 (1), 83-100, 2015 | 38 | 2015 |
| Inconsistency of 2SLS estimators in threshold regression with endogeneity P Yu Economics Letters 120 (3), 532-536, 2013 | 37 | 2013 |
| The bootstrap in threshold regression P Yu Econometric Theory 30 (3), 676-714, 2014 | 28 | 2014 |
| The bootstrap in threshold regression P Yu Econometric Theory 30 (3), 676-714, 2014 | 28 | 2014 |
| Robust estimation of derivatives using locally weighted least absolute deviation regression WW Wang, P Yu, L Lin, T Tong Journal of Machine Learning Research 20 (60), 1-49, 2019 | 20 | 2019 |
| Asymptotically optimal differenced estimators of error variance in nonparametric regression WW Wang, P Yu Computational Statistics & Data Analysis 105, 125-143, 2017 | 16 | 2017 |
| Threshold regression with endogeneity P Yu, PCB Phillips Cowles Foundation Discussion Paper, 2014 | 15 | 2014 |
| Integrated quantile threshold regression and distributional threshold effects P Yu mimeo, 2013 | 15 | 2013 |
| New control function approaches in threshold regression with endogeneity P Yu, Q Liao, PCB Phillips Econometric Theory, 1-55, 2023 | 12 | 2023 |
| Asymptotics for threshold regression under general conditions P Yu, Y Zhao The Econometrics Journal 16 (3), 430-462, 2013 | 11 | 2013 |
| Understanding estimators of treatment effects in regression discontinuity designs P Yu Econometric Reviews 35 (4), 586-637, 2016 | 10 | 2016 |
| Consistency of the least squares estimator in threshold regression with endogeneity P Yu Economics letters 131, 41-46, 2015 | 10 | 2015 |
| Testing conditional rank similarity with and without covariates P Yu Unpublished Manuscript, 2017 | 9 | 2017 |
| Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion P Yu, PCB Phillips Economics letters 172, 123-126, 2018 | 8 | 2018 |
| Marginal quantile treatment effect P Yu mimeo, Department of Economics, University of Auckland, 2014 | 7 | 2014 |
| The bootstrap in threshold regression P Yu University of Wisconsin-Madison, 2008 | 7 | 2008 |
Peter C. B. PhillipsYale UniversityDirección de correo verificada de yale.edu
