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Thomas Tao Yang

Australian National University (from arXiv:2510.01535, 2025) · ORCID · OpenAlex

18 papers in scope · 14 published · 7 on the econ.EM arXiv · 315 citations · h-index 5 (over the papers listed here)

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The 20 authors closest to this one in our weighted citation graph, most related first.

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  3. Fu Ouyang
  4. Fabian Dunker
  5. Christopher Dobronyi
  6. Sheng Xu
  7. Ming Li
  8. Stefan Hoderlein
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  11. Luis E. Candelaria
  12. Brice Romuald Gueyap Kounga
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  14. Kenichi Nagasawa
  15. Victor Chernozhukov
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Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(7 of 18)

Panel Stochastic Frontier Models with Latent Group Structures
published2026 · Journal of Business and Economic Statistics
with Kazuki Tomioka, Thomas Yang, Xibin Zhang
Paper profile Journal of Business and Economic Statistics arXiv:2412.08831
Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
working paper2025 · arXiv
with Thomas Yang
Paper profile arXiv arXiv:2510.01535
High dimensional binary choice model with unknown heteroskedasticity or instrumental variables
published2025 · Journal of Econometrics · first circulated 2023
with Fu Ouyang
Paper profile Journal of Econometrics arXiv:2311.07067
Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables
published2024 · Journal of Business and Economic Statistics · 2 citations
with Christopher Dobronyi, Fu Ouyang
Journal of Business and Economic Statistics
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
published2024 · Econometric Reviews · 3 citations
with Liangjun Su, Yonghui Zhang, Qiankun Zhou
Econometric Reviews
SEMIPARAMETRIC ESTIMATION OF DYNAMIC BINARY CHOICE PANEL DATA MODELS
published2024 · Econometric Theory · 2 citations · first circulated 2022
with Fu Ouyang
Paper profile Econometric Theory arXiv:2202.12062
Semiparametric Discrete Choice Models for Bundles
working paper2023 · arXiv
with Fu Ouyang
Paper profile arXiv arXiv:2306.04135 arXiv:2311.00013
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS – ERRATUM
published2023 · Econometric Theory · 1 citations
with Alev Atak, Yonghui Zhang, Qiankun Zhou
Econometric Theory
Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
working paper2023 · arXiv · 2 citations
with Christopher Dobronyi, Fu Ouyang
Paper profile arXiv arXiv:2301.09379
A One-Covariate-at-a-Time Method for Nonparametric Additive Models
working paper2022 · arXiv
with Liangjun Su, Yonghui Zhang, Qiankun Zhou
Paper profile arXiv arXiv:2204.12023
Quasi-Bayesian Inference for Production Frontiers
published2021 · Journal of Business and Economic Statistics · first circulated 2017
with Xiaobin Liu, Yichong Zhang
Journal of Business and Economic Statistics
Semiparametric identification and estimation of discrete choice models for bundles
published2020 · Economics Letters · 2 citations
with Fu Ouyang, Hanghui Zhang
Economics Letters
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice
published2019 · Journal of Econometrics · 11 citations · first circulated 2016
with Guohua Feng, Bin Peng, Liangjun Su, Thomas Yang
Journal of Econometrics
Binary choice model with interactive effects
published2017 · Economic Modelling · 6 citations
with Sen Xue, Qiankun Zhou
Economic Modelling
Identifying the average treatment effect in ordered treatment models without unconfoundedness
published2016 · Journal of Econometrics · 5 citations
with Arthur Lewbel
Journal of Econometrics
Testing for monotonicity in unobservables under unconfoundedness
published2016 · Journal of Econometrics · 14 citations · first circulated 2014
with Stefan Hoderlein, Liangjun Su, Halbert White
Journal of Econometrics
Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach
published2012 · Journal of Business and Economic Statistics · 39 citations · first circulated 2010
with Yiu-Kuen Tse, Yiu-kuen Tse
Journal of Business and Economic Statistics
Comparing features of convenient estimators for binary choice models with endogenous regressors
published2012 · Canadian Journal of Economics/Revue canadienne d économique · 228 citations · first circulated 2009
with Arthur Lewbel, Yingying Dong, Christopher F. Baum, Tao Yang
Canadian Journal of Economics/Revue canadienne d économique

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.