Details about David M. Kaplan

Access statistics for papers by David M. Kaplan.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pka649

Working Papers

2024

1. Finite-Sample Inference on Auction Bid Distributions Using Transaction Prices
   Working Papers, Department of Economics, University of Missouri
2. Frequentist properties of Bayesian inequality tests
   Papers, arXiv.org View citations (4)
   Also in Working Papers, Department of Economics, University of Missouri (2019)
   See also Journal Article Frequentist properties of Bayesian inequality tests, Journal of Econometrics, Elsevier (2021) (2021)
3. Inference on Consensus Ranking of Distributions
   Papers, arXiv.org
   Also in Working Papers, Department of Economics, University of Missouri (2022)
   Working Papers, Department of Economics, University of Missouri (2020)
   See also Journal Article Inference on Consensus Ranking of Distributions, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) View citations (1) (2024)
4. Ordinal Decomposition
   Working Papers, Department of Economics, University of Missouri

2023

5. Conditions for Extrapolating Differences in Consumption to Differences in Welfare
   Working Papers, Department of Economics, University of Missouri
   See also Journal Article Conditions for extrapolating differences in consumption to differences in welfare, Economic Inquiry, Western Economic Association International (2024) (2024)
6. Confidence Intervals for Intentionally Biased Estimators
   Working Papers, Department of Economics, University of Missouri
   See also Journal Article Confidence intervals for intentionally biased estimators, Econometric Reviews, Taylor & Francis Journals (2024) (2024)
7. Multiple Testing of Ordinal Stochastic Monotonicity
   Working Papers, Department of Economics, University of Missouri
8. Smoothed instrumental variables quantile regression
   Papers, arXiv.org
   See also Journal Article Smoothed instrumental variables quantile regression, Stata Journal, StataCorp LP (2022) View citations (9) (2022)

2022

9. Comparing Latent Inequality with Ordinal Data
   Working Papers, Department of Economics, University of Missouri
   Also in Working Papers, Department of Economics, University of Missouri (2019) View citations (10)
   Working Papers, Department of Economics, University of Missouri (2019) View citations (10)
   See also Journal Article Comparing latent inequality with ordinal data, The Econometrics Journal, Royal Economic Society (2023) (2023)

2021

10. Distcomp: Comparing distributions
    Papers, arXiv.org
    Also in 2021 Stata Conference, Stata Users Group (2021)
    Working Papers, Department of Economics, University of Missouri (2018) View citations (1)
    Working Papers, Department of Economics, University of Missouri (2019) View citations (10)
    See also Journal Article distcomp: Comparing distributions, Stata Journal, StataCorp LP (2019) View citations (9) (2019)
11. Interpreting Unconditional Quantile Regression with Conditional Independence
    Papers, arXiv.org
    Also in Working Papers, Department of Economics, University of Missouri (2020) View citations (2)
12. k-Class Instrumental Variables Quantile Regression
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article k-Class instrumental variables quantile regression, Empirical Economics, Springer (2024) (2024)

2020

13. Assessing Policy Effects with Unconditional Quantile Regression
    Working Papers, Department of Economics, University of Missouri
14. High-order coverage of smoothed Bayesian bootstrap intervals for population quantiles
    Working Papers, Department of Economics, University of Missouri
    Also in Working Papers, Department of Economics, University of Missouri (2020)
15. sivqr: Smoothed IV quantile regression
    Working Papers, Department of Economics, University of Missouri View citations (4)

2019

16. Frequentist size of Bayesian inequality tests
    Working Papers, Department of Economics, University of Missouri View citations (1)
    Also in Working Papers, Department of Economics, University of Missouri (2015) View citations (5)
    Working Papers, Department of Economics, University of Missouri (2019) View citations (3)
17. Unbiased Estimation as a Public Good
    Working Papers, Department of Economics, University of Missouri

2018

18. Comparing distributions by multiple testing across quantiles
    Working Papers, Department of Economics, University of Missouri View citations (30)
    Also in Working Papers, Department of Economics, University of Missouri (2018) View citations (30)
    See also Journal Article Comparing distributions by multiple testing across quantiles or CDF values, Journal of Econometrics, Elsevier (2018) View citations (19) (2018)
19. Comparing distributions by multiple testing across quantiles or CDF values
    Working Papers, Department of Economics, University of Missouri View citations (30)
    Also in Papers, arXiv.org (2017)
    See also Journal Article Comparing distributions by multiple testing across quantiles or CDF values, Journal of Econometrics, Elsevier (2018) View citations (19) (2018)
20. Smoothed GMM for quantile models
    Papers, arXiv.org View citations (2)
    Also in Working Papers, Department of Economics, University of Missouri (2018) View citations (2)
    See also Journal Article Smoothed GMM for quantile models, Journal of Econometrics, Elsevier (2019) View citations (24) (2019)
21. Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Smoothed GMM for quantile models, Journal of Econometrics, Elsevier (2019) View citations (24) (2019)

2016

22. Fractional order statistic approximation for nonparametric conditional quantile inference
    Papers, arXiv.org View citations (1)
    Also in Working Papers, Department of Economics, University of Missouri (2015) View citations (5)
    See also Journal Article Fractional order statistic approximation for nonparametric conditional quantile inference, Journal of Econometrics, Elsevier (2017) View citations (7) (2017)
23. Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics
    Working Papers, Department of Economics, University of Missouri View citations (6)
    Also in Working Papers, Department of Economics, University of Missouri (2015) View citations (7)
24. Smoothed estimating equations for instrumental variables quantile regression
    Papers, arXiv.org View citations (4)
    Also in University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego (2012) View citations (3)
    Working Papers, Department of Economics, University of Missouri (2013) View citations (12)
    See also Journal Article SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Econometric Theory, Cambridge University Press (2017) View citations (48) (2017)

2014

25. Nonparametric Inference on Quantile Marginal Effects
    Working Papers, Department of Economics, University of Missouri View citations (5)

2013

26. IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics
    Working Papers, Department of Economics, University of Missouri View citations (1)
27. IDEAL Quantile Inference via Interpolated Duals of Exact Analytic L-statistics
    Working Papers, Department of Economics, University of Missouri View citations (3)
28. Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion
    Working Papers, Department of Economics, University of Missouri View citations (3)
    See also Journal Article Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion, Journal of Econometrics, Elsevier (2015) View citations (8) (2015)

2011

29. A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (5)

Journal Articles

2024

1. Conditions for extrapolating differences in consumption to differences in welfare
   Economic Inquiry, 2024, 62, (3), 1090-1104
   See also Working Paper Conditions for Extrapolating Differences in Consumption to Differences in Welfare, Working Papers (2023) (2023)
2. Confidence intervals for intentionally biased estimators
   Econometric Reviews, 2024, 43, (2-4), 197-214
   See also Working Paper Confidence Intervals for Intentionally Biased Estimators, Working Papers (2023) (2023)
3. Inference on Consensus Ranking of Distributions
   Journal of Business & Economic Statistics, 2024, 42, (3), 839-850 View citations (1)
   See also Working Paper Inference on Consensus Ranking of Distributions, Papers (2024) (2024)
4. k-Class instrumental variables quantile regression
   Empirical Economics, 2024, 67, (1), 111-141
   See also Working Paper k-Class Instrumental Variables Quantile Regression, Working Papers (2021) (2021)

2023

5. Comparing latent inequality with ordinal data
   The Econometrics Journal, 2023, 26, (2), 189-214
   See also Working Paper Comparing Latent Inequality with Ordinal Data, Working Papers (2022) (2022)

2022

6. Smoothed instrumental variables quantile regression
   Stata Journal, 2022, 22, (2), 379-403 View citations (9)
   See also Working Paper Smoothed instrumental variables quantile regression, Papers (2023) (2023)

2021

7. Frequentist properties of Bayesian inequality tests
   Journal of Econometrics, 2021, 221, (1), 312-336
   See also Working Paper Frequentist properties of Bayesian inequality tests, Papers (2024) View citations (4) (2024)

2019

8. Smoothed GMM for quantile models
   Journal of Econometrics, 2019, 213, (1), 121-144 View citations (24)
   See also Working Paper Smoothed GMM for quantile models, Papers (2018) View citations (2) (2018)
   Working Paper Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations, Working Papers (2018) (2018)
9. distcomp: Comparing distributions
   Stata Journal, 2019, 19, (4), 832-848 View citations (9)
   See also Working Paper Distcomp: Comparing distributions, Papers (2021) (2021)

2018

10. Comparing distributions by multiple testing across quantiles or CDF values
    Journal of Econometrics, 2018, 206, (1), 143-166 View citations (19)
    See also Working Paper Comparing distributions by multiple testing across quantiles or CDF values, Working Papers (2018) View citations (30) (2018)
    Working Paper Comparing distributions by multiple testing across quantiles, Working Papers (2018) View citations (30) (2018)
11. Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L‐statistics
    Econometrics Journal, 2018, 21, (2), 136-169 View citations (1)

2017

12. Fractional order statistic approximation for nonparametric conditional quantile inference
    Journal of Econometrics, 2017, 196, (2), 331-346 View citations (7)
    See also Working Paper Fractional order statistic approximation for nonparametric conditional quantile inference, Papers (2016) View citations (1) (2016)
13. SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
    Econometric Theory, 2017, 33, (1), 105-157 View citations (48)
    See also Working Paper Smoothed estimating equations for instrumental variables quantile regression, Papers (2016) View citations (4) (2016)

2015

14. Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
    Journal of Econometrics, 2015, 185, (1), 20-32 View citations (8)
    See also Working Paper Improved Quantile Inference Via Fixed-Smoothing Asymptotics And Edgeworth Expansion, Working Papers (2013) View citations (3) (2013)

Software Items

2023

1. SIVQR: Stata module to perform smoothed IV quantile regression
   Statistical Software Components, Boston College Department of Economics

2021

2. DISTCOMP: Stata module to compare distributions
   Statistical Software Components, Boston College Department of Economics