| Estimation of conditional average treatment effects with high-dimensional data Q Fan, YC Hsu, RP Lieli, Y Zhang Journal of Business & Economic Statistics 40 (1), 313-327, 2022 | 178 | 2022 |
| Strong consistency of spectral clustering for stochastic block models L Su, W Wang, Y Zhang IEEE Transactions on Information Theory 66 (1), 324-338, 2019 | 83 | 2019 |
| Determining the number of communities in degree-corrected stochastic block models S Ma, L Su, Y Zhang Journal of machine learning research 22 (69), 1-63, 2021 | 68 | 2021 |
| Extremal quantile regressions for selection models and the black–white wage gap X D’Haultfœuille, A Maurel, Y Zhang Journal of Econometrics 203 (1), 129-142, 2018 | 65* | 2018 |
| Non-separable models with high-dimensional data L Su, T Ura, Y Zhang Journal of Econometrics 212 (2), 646-677, 2019 | 40 | 2019 |
| Extremal quantile treatment effects Y Zhang | 36 | 2018 |
| Quantile treatment effects and bootstrap inference under covariate‐adaptive randomization Y Zhang, X Zheng Quantitative Economics 11 (3), 957-982, 2020 | 26 | 2020 |
| Unconditional quantile regression with high‐dimensional data Y Sasaki, T Ura, Y Zhang Quantitative Economics 13 (3), 955-978, 2022 | 25 | 2022 |
| A conditional linear combination test with many weak instruments D Lim, W Wang, Y Zhang Journal of Econometrics 238 (2), 105602, 2024 | 24 | 2024 |
| Detecting latent communities in network formation models S Ma, L Su, Y Zhang Journal of Machine Learning Research 23 (310), 1-61, 2022 | 21 | 2022 |
| Covariate adjustment in experiments with matched pairs Y Bai, L Jiang, JP Romano, AM Shaikh, Y Zhang Journal of Econometrics 241 (1), 105740, 2024 | 20 | 2024 |
| Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations L Jiang, PCB Phillips, Y Tao, Y Zhang Journal of Econometrics 234 (2), 758-776, 2023 | 19 | 2023 |
| Estimating selection models without an instrument with Stata X D’Haultfœuille, A Maurel, X Qiu, Y Zhang The Stata Journal 20 (2), 297-308, 2020 | 19 | 2020 |
| Wild bootstrap inference for instrumental variables regressions with weak and few clusters W Wang, Y Zhang Journal of Econometrics 241 (1), 105727, 2024 | 16* | 2024 |
| Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs L Jiang, X Liu, PCB Phillips, Y Zhang Review of Economics and Statistics 106 (2), 542-556, 2024 | 15 | 2024 |
| Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance, L Jiang, OB Linton, H Tang, Y Zhang arXiv preprint arXiv:2201.13004, 2022 | 15 | 2022 |
| A dimension-agnostic bootstrap anderson-rubin test for instrumental variable regressions D Lim, W Wang, Y Zhang arXiv preprint arXiv:2412.01603, 2024 | 10* | 2024 |
| Informational Content of Factor Structures in Simultaneous Binary Response Models S Khan, A Maurel, Y Zhang Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical …, 2023 | 8* | 2023 |
| Low-rank panel quantile regression: Estimation and inference Y Wang, L Su, Y Zhang arXiv preprint arXiv:2210.11062, 2022 | 7 | 2022 |
| Statistical inference for noisy matrix completion incorporating auxiliary information S Ma, PY Niu, Y Zhang, Y Zhu Journal of the American Statistical Association 120 (549), 343-355, 2025 | 5 | 2025 |
Liangjun SuC.V. Starr Chair Professor of Economics, School of Economics and Management, Tsinghua UniversityVerified email at sem.tsinghua.edu.cn
