Access Statistics for Wei Gao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Proposed Estimator for Dynamic Probit Models 0 0 0 84 0 0 10 97
Estimation for dynamic and static panel probit models with large individual effects 0 0 1 25 0 1 12 63
Estimation of the directions for unknown parameters in semiparametric models 0 0 0 18 0 0 7 20
Subspace Clustering for Panel Data with Interactive Effects 0 0 0 15 0 0 7 35
Total Working Papers 0 0 1 142 0 1 36 215

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm 0 0 0 42 0 0 7 242
A profile likelihood approach for longitudinal data analysis 0 0 0 3 1 1 12 22
Bayesian Change-Point Analysis Approach to Detecting Aberrant Test-Taking Behavior Using Response Times 0 0 1 12 3 4 20 40
Efficient semiparametric estimation via Cholesky decomposition for longitudinal data 0 0 0 21 1 1 3 100
Estimating Dynamic Binary Panel Data Model with Random Effects: A Computational Note 0 0 2 8 0 1 11 42
Estimating cell frequencies under inequality constraints based on the Kullback–Leibler information 0 0 0 8 0 0 5 47
Estimating cell probabilities under order-restricted odds ratios 0 0 0 3 0 1 5 38
Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects 0 0 0 4 1 1 8 24
Estimation of nonparametric regression models with a mixture of Berkson and classical errors 0 0 1 8 0 0 9 46
Estimation of relative average treatment effects with misclassification 0 0 0 15 2 2 6 84
Estimation of treatment effects for heterogeneous matched‐pairs data with probit models 0 0 0 3 1 1 7 20
I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models 0 0 0 22 0 1 8 70
Low-rank graph optimization for multi-view dimensionality reduction 0 0 0 3 0 0 8 15
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space 0 0 0 2 0 1 7 15
New Robust Variable Selection Methods for Linear Regression Models 0 0 0 8 0 0 6 41
Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing 0 0 0 7 0 0 5 52
On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality 0 0 0 10 0 1 6 40
Stepwise procedures for the identification of minimum effective dose with unknown variances 0 0 0 6 0 1 3 55
Testing marginal homogeneity against stochastically ordered marginals for rxr contingency tables 1 1 1 11 1 1 10 96
Unified generalized iterative scaling and its applications 0 0 0 37 2 2 8 159
Total Journal Articles 1 1 5 233 12 19 154 1,248

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Statistics updated 2026-10-11