| Application of quantile regression to estimation of value at risk MY Chen, JE Chen Review of Financial Risk Management 1 (2), 1-15, 2002 | 39 | 2002 |
| Causal Random Forests Model Using Instrumental Variable Quantile Regression J Chen, CW Hsiang Econometrics 7 (4), 2019 | 15 | 2019 |
| Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions J Chen, CH Huang, JJ Tien Econometrics 9 (2), 1-18, 2021 | 12 | 2021 |
| Can information and communication technology improve stock market efficiency? A cross-country study MH Lee, TC Tsai, J Chen, MC Lio Bulletin of Economic Research 71 (2), 113-135, 2019 | 11 | 2019 |
| Nonparametric regression with multiple thresholds: Estimation and inference YY Chiou, MY Chen, J Chen Journal of Econometrics 206 (2), 472-514, 2018 | 10 | 2018 |
| The Japanese Taylor rule estimated using censored quantile regressions J Chen, M Kashiwagi Empirical Economics 52 (1), 357-371, 2017 | 10 | 2017 |
| Factor instrumental variable quantile regression J Chen Studies in Nonlinear Dynamics & Econometrics 19 (1), 71-92, 2015 | 5 | 2015 |
| Estimating and testing quantile regression with structural changes J Chen permanent working paper, NYU., 2009 | 5 | 2009 |
| Demographic Shifts and Asset Returns in Japan J Chen, R Mitra Economics Bulletin 40 (2), 1570-1582, 2020 | 1 | 2020 |
| 我國房地產價格波動對於創業活動的影響之研究 李明軒， 陳釗而， 劉孟奇 《臺灣經濟預測與政策》 50 (2), 95-134, 2020 | 1 | 2020 |
| Addressing Strategy Endogeneity and Performance Heterogeneity: Evidence from Firm Multinationality G Bascle, L Mulotte, J Chen Academy of Management Proceedings 2019 (1), 12733, 2019 | 1 | 2019 |
| Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles HC Chuang, J Chen Econometrics 11 (1), 6, 2023 | | 2023 |
| Industry distress and default recovery rates: the unconditional quantile regression approach HC Chuang, J Chen Available at SSRN 3473161, 2019 | | 2019 |
| 日本の地価と失業率: 分位点回帰による分析 片渕結矢， 陳釗而 《九州経済学会年報》 56, 47-58, 2018 | | 2018 |
| 以追蹤資料分量迴歸方式衡量台灣股市預期報酬與風險關係 陳釗而， 林奎甫 《經濟論文叢刊》 43 (3), 297-331, 2015 | | 2015 |
Masanori KashiwagiGakushuin UniversityVerified email at gakushuin.ac.jp
Masanori KashiwagiGakushuin UniversityVerified email at gakushuin.ac.jp