Access Statistics for Yiguo Sun

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 Consistent Nonparametric Equality Test of Conditional Quantile Functions 0 0 0 43 0 0 0 152
Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation 0 0 0 0 0 0 0 878
Decomposing Densities of Stock Indexes Returns 0 0 0 2 0 0 0 56
Endogeneity in Semiparametric Threshold Regression 0 1 1 16 1 3 4 53
Endogeneity in Semiparametric Threshold Regression 0 0 0 90 0 1 2 173
Estimates of Semiparametric Equivalence Scales 0 0 0 28 0 0 0 103
Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects 0 0 0 34 1 1 1 52
Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models 0 0 0 31 0 0 2 100
Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models 0 0 0 45 0 0 0 295
Stock Return Volatility and the Current Internet Phenomenon 0 0 0 0 0 0 2 79
The Absolute Health Income Hypothesis Revisited: A Semiparametric Quantile Regression Approach 0 0 1 46 0 0 2 199
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 0 45 0 0 0 162
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 0 10 0 0 3 74
Threshold MIDAS Forecasting of Inflation Rate 0 1 12 12 1 2 19 20
Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects 0 0 0 22 0 1 2 89
Total Working Papers 0 2 14 424 3 8 37 2,485


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Under)Mining local residential property values: A semiparametric spatial quantile autoregression 0 0 2 21 0 1 5 63
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION 0 0 0 78 0 0 0 423
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS 0 0 0 28 1 1 1 113
A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES 0 0 0 7 1 1 1 33
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models 0 0 0 42 1 1 3 186
A pointwise approximation theorem for linear combinations of Bernstein polynomials 0 0 0 0 1 2 3 6
A threshold effect of COVID-19 risk on oil price returns 0 0 1 1 0 0 2 9
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 5 1 1 1 41
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 20 0 0 0 110
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION 0 0 0 2 0 0 2 12
Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa 0 0 0 1 1 2 2 217
Endogeneity in semiparametric threshold regression models with two threshold variables 0 0 0 2 0 0 1 5
Estimates of semiparametric equivalence scales 0 0 0 58 0 0 0 220
Estimates of semiparametric equivalence scales 0 0 0 0 0 0 0 2
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects 0 0 0 21 1 3 3 89
Forecasting the Returns of Cryptocurrency: A Model Averaging Approach 0 0 0 9 1 6 13 71
Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth 0 0 0 20 0 0 2 88
Functional-coefficient spatial autoregressive models with nonparametric spatial weights 0 0 1 29 0 0 6 128
Income and democracy: a semiparametric approach 0 1 1 4 0 1 1 7
International correlations across stock markets and industries: trends and patterns 1988-2002 0 0 0 167 0 0 0 446
Is the Yardstick ratio “a good yardstick†for stock market valuations? 0 0 0 7 0 0 1 32
Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study 0 0 0 4 0 0 1 65
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 1 3 18 191
Monte Carlo Comparison for Nonparametric Threshold Estimators 0 0 0 3 0 0 0 35
Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach 0 0 2 26 0 1 4 55
On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study 0 0 0 10 1 1 2 74
SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY 0 0 0 2 0 0 0 27
SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES 0 0 0 25 0 0 1 86
Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models 0 0 0 107 0 0 1 402
Semiparametric efficient adaptive estimation of asymmetric GARCH models 0 0 0 66 0 0 2 180
Semiparametric estimation and testing of smooth coefficient spatial autoregressive models 0 0 2 29 0 0 6 100
Semiparametric spatial autoregressive models with nonlinear endogeneity 0 0 3 3 0 1 4 4
Smooth coefficient models with endogenous environmental variables 0 0 2 7 0 0 3 16
Smooth coefficient models with endogenous environmental variables 0 0 0 1 4 4 5 6
Smoothed gradient least squares estimator for linear threshold models 0 0 0 0 0 0 0 0
Social threshold regression 0 0 6 13 0 2 11 23
Spatial Dependence in the Residential Canadian Housing Market 0 0 0 7 0 2 5 56
Spatial spillovers in trade agreement memberships: Does institutional proximity matter? 0 1 3 3 1 2 5 5
The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator 0 0 1 1 0 1 7 9
The LLN and CLT for U-statistics under cross-sectional dependence 0 0 0 4 1 3 10 33
The absolute health income hypothesis revisited: a semiparametric quantile regression approach 0 0 1 28 0 0 1 137
The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time 1 2 8 45 5 6 43 213
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects 0 0 0 23 1 1 4 107
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 0 0 70
Total Journal Articles 1 4 33 993 22 46 180 4,195
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects 1 1 4 4 1 2 8 8
Nonparametric Models with Random Effects 0 0 0 0 0 2 2 3
Semiparametric estimation of fixed-effects panel data varying coefficient models 1 1 6 12 4 5 14 24
Total Chapters 2 2 10 16 5 9 24 35


Statistics updated 2025-03-03