Xiaojun Song

Peking University - Guanghua School of Management

Peking University

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

5

DOWNLOADS

588

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

Specification Tests for the Propensity Score

Number of pages: 47 Posted: 21 Nov 2016 Last Revised: 13 Mar 2019
Pedro H. C. Sant'Anna and Xiaojun Song
Vanderbilt University - College of Arts and Science - Department of Economics and Peking University - Guanghua School of Management
Downloads 213 (173,848)

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Goodness-of-fit, Integrated Moments, Empirical Processes, Multiplier Bootstrap, Treatment Effects

2.

Covariate Distribution Balance via Propensity Scores

Number of pages: 36 Posted: 18 Oct 2018 Last Revised: 06 Apr 2020
Pedro H. C. Sant'Anna, Xiaojun Song and Qi Xu
Vanderbilt University - College of Arts and Science - Department of Economics, Peking University - Guanghua School of Management and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 172 (210,696)
Citation 1

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Causal inference; Empirical process; Inverse probability weighting; Minimum distance; Quantile treatment effects; Treatment effect heterogeneity

A Better Understanding of Granger Causality Analysis: A Big Data Environment

Number of pages: 51 Posted: 11 Feb 2017
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and Durham University Business School
Downloads 156 (229,274)
Citation 1

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Indirect causality, spurious causality, big data analysis, auxiliary variable(s)

A Better Understanding of Granger Causality Analysis: A Big Data Environment

Oxford Bulletin of Economics and Statistics, Vol. 81, Issue 4, pp. 911-936, 2019
Number of pages: 26 Posted: 02 Jun 2020
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and Durham University Business School
Downloads 0
Citation 2
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4.

A Nonparametric Measure of Heteroskedasticity

Number of pages: 41 Posted: 18 Aug 2020
Xiaojun Song and Abderrahim Taamouti
Peking University - Guanghua School of Management and Durham University Business School
Downloads 26 (581,459)

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Bootstrap; Measuring Heteroskedasticity; Nonparametric Quantile Regressions; Income and Years of Education

5.

Specification Tests for Generalized Propensity Scores Using Double Projections

Number of pages: 36 Posted: 21 May 2020
Pedro H. C. Sant'Anna and Xiaojun Song
Vanderbilt University - College of Arts and Science - Department of Economics and Peking University - Guanghua School of Management
Downloads 21 (614,437)

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Double projections; generalized propensity scores; multiplier bootstrap; multi-valued treatment; specification tests