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 1 2 4 156
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 0 0 90 2 2 7 179
Endogeneity in Semiparametric Threshold Regression 0 0 1 16 1 3 6 56
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 0 0 1 52
Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models 1 1 1 32 1 1 5 104
Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models 0 0 0 45 0 0 1 296
Stock Return Volatility and the Current Internet Phenomenon 0 0 0 0 0 0 1 79
The Absolute Health Income Hypothesis Revisited: A Semiparametric Quantile Regression Approach 0 0 0 46 1 2 3 202
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 0 45 1 3 4 166
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 1 1 11 1 3 4 78
Threshold MIDAS Forecasting of Inflation Rate 1 2 5 16 5 11 18 36
Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects 0 0 0 22 0 1 5 92
Total Working Papers 2 4 8 430 13 28 59 2,533


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 3 24 0 4 10 72
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION 0 0 0 78 2 3 3 426
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS 0 0 0 28 2 2 3 115
A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES 0 0 0 7 0 1 2 34
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models 0 1 1 43 3 4 7 191
A pointwise approximation theorem for linear combinations of Bernstein polynomials 0 0 0 0 1 1 4 8
A threshold effect of COVID-19 risk on oil price returns 0 0 0 1 2 3 5 14
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 20 1 1 2 112
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 5 0 0 1 41
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION 0 0 0 2 3 3 4 16
Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa 0 0 0 1 0 0 2 217
Endogeneity in semiparametric threshold regression models with two threshold variables 0 0 0 2 0 0 0 5
Estimates of semiparametric equivalence scales 0 0 0 58 0 1 2 222
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 0 0 4 90
Forecasting the Returns of Cryptocurrency: A Model Averaging Approach 1 1 1 10 1 1 9 74
Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth 0 0 0 20 1 1 2 90
Functional-coefficient spatial autoregressive models with nonparametric spatial weights 0 1 1 30 1 5 12 139
Income and democracy: a semiparametric approach 0 0 1 4 1 2 3 9
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 2 2 2 34
Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study 0 0 0 4 1 1 1 66
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 1 2 5 193
Monte Carlo Comparison for Nonparametric Threshold Estimators 0 0 0 3 1 1 1 36
Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach 1 1 1 27 1 3 7 61
On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study 0 0 0 10 0 0 1 74
SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY 0 0 0 2 1 1 1 28
SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES 0 0 0 25 0 0 1 87
Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models 0 0 0 107 2 2 4 405
Semiparametric efficient adaptive estimation of asymmetric GARCH models 0 0 0 66 1 1 3 183
Semiparametric estimation and testing of smooth coefficient spatial autoregressive models 0 1 2 30 0 1 7 106
Semiparametric spatial autoregressive models with nonlinear endogeneity 1 2 3 5 6 8 13 15
Smooth coefficient models with endogenous environmental variables 0 0 0 1 1 2 8 10
Smooth coefficient models with endogenous environmental variables 0 0 0 7 1 1 4 19
Smoothed gradient least squares estimator for linear threshold models 0 0 0 0 1 1 4 4
Social threshold regression 0 0 3 16 0 0 6 26
Spatial Dependence in the Residential Canadian Housing Market 0 1 1 8 0 1 5 59
Spatial spillovers in trade agreement memberships: Does institutional proximity matter? 0 1 2 4 0 2 6 8
The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator 0 0 0 1 0 0 2 10
The LLN and CLT for U-statistics under cross-sectional dependence 0 0 0 4 4 7 11 40
The absolute health income hypothesis revisited: a semiparametric quantile regression approach 0 0 0 28 0 1 1 138
The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time 3 3 7 49 10 14 40 242
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects 0 1 1 24 0 1 4 110
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 0 1 71
Total Journal Articles 6 13 27 1,013 51 84 213 4,348
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 0 2 6 8 0 3 9 14
Nonparametric Models with Random Effects 0 0 0 0 0 0 3 4
Semiparametric estimation of fixed-effects panel data varying coefficient models 0 0 1 12 1 2 10 29
Total Chapters 0 2 7 20 1 5 22 47


Statistics updated 2025-11-08