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 2 14 18 170
Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation 0 0 0 0 0 7 8 886
Decomposing Densities of Stock Indexes Returns 0 0 0 2 0 6 6 62
Endogeneity in Semiparametric Threshold Regression 0 0 0 16 1 12 15 68
Endogeneity in Semiparametric Threshold Regression 0 0 0 90 3 7 15 188
Estimates of Semiparametric Equivalence Scales 0 0 0 28 0 0 1 104
Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects 0 0 0 34 1 5 8 60
Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models 0 0 1 32 1 6 12 112
Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models 0 0 0 45 0 2 4 299
Stock Return Volatility and the Current Internet Phenomenon 0 0 0 0 0 4 9 88
The Absolute Health Income Hypothesis Revisited: A Semiparametric Quantile Regression Approach 0 0 0 46 0 8 11 210
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 1 11 0 7 14 88
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 0 45 0 3 7 169
Threshold MIDAS Forecasting of Inflation Rate 0 2 6 18 1 9 25 45
Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects 0 0 0 22 2 4 7 96
Total Working Papers 0 2 8 432 11 94 160 2,645

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 1 4 25 3 8 19 82
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION 0 0 0 78 0 2 5 428
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS 0 0 0 28 0 4 6 119
A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES 0 0 0 7 0 3 4 37
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models 0 0 2 44 0 6 13 199
A pointwise approximation theorem for linear combinations of Bernstein polynomials 0 0 0 0 0 3 5 11
A threshold effect of COVID-19 risk on oil price returns 0 0 0 1 3 8 13 22
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 20 0 9 11 121
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 5 1 5 5 46
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION 0 0 0 2 3 10 16 28
Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa 0 0 0 1 2 7 9 226
Endogeneity in semiparametric threshold regression models with two threshold variables 0 0 0 2 1 6 6 11
Estimates of semiparametric equivalence scales 0 0 0 0 0 2 2 4
Estimates of semiparametric equivalence scales 0 0 0 58 2 6 9 229
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects 0 0 0 21 0 4 5 94
Forecasting the Returns of Cryptocurrency: A Model Averaging Approach 0 1 3 12 1 8 15 86
Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth 0 0 0 20 1 9 12 100
Functional-coefficient spatial autoregressive models with nonparametric spatial weights 0 0 1 30 0 8 19 147
Income and democracy: a semiparametric approach 0 0 0 4 0 3 5 12
International correlations across stock markets and industries: trends and patterns 1988-2002 0 0 0 167 1 7 9 455
Is the Yardstick ratio “a good yardstick†for stock market valuations? 0 0 0 7 0 0 2 34
Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study 0 0 0 4 1 6 8 73
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 0 2 5 196
Monte Carlo Comparison for Nonparametric Threshold Estimators 0 0 0 3 4 11 12 47
Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach 0 0 1 27 1 6 13 68
On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study 0 0 0 10 0 2 4 78
SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY 0 0 0 2 1 2 3 30
SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES 0 0 0 25 1 9 10 96
Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models 1 1 1 108 1 21 25 427
Semiparametric efficient adaptive estimation of asymmetric GARCH models 0 0 0 66 0 6 11 191
Semiparametric estimation and testing of smooth coefficient spatial autoregressive models 0 1 2 31 0 6 14 114
Semiparametric spatial autoregressive models with nonlinear endogeneity 0 0 2 5 1 3 17 21
Smooth coefficient models with endogenous environmental variables 0 0 0 7 0 1 4 20
Smooth coefficient models with endogenous environmental variables 1 1 2 3 3 5 12 18
Smoothed gradient least squares estimator for linear threshold models 0 0 0 0 0 3 8 8
Social threshold regression 0 0 4 17 2 5 9 32
Spatial Dependence in the Residential Canadian Housing Market 0 0 1 8 0 4 7 63
Spatial spillovers in trade agreement memberships: Does institutional proximity matter? 0 0 1 4 2 10 15 20
The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator 0 0 0 1 0 3 5 14
The LLN and CLT for U-statistics under cross-sectional dependence 0 0 0 4 1 3 13 46
The absolute health income hypothesis revisited: a semiparametric quantile regression approach 0 0 0 28 1 2 3 140
The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time 2 2 6 51 30 35 70 283
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects 0 0 1 24 3 7 12 119
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 0 7 8 78
Total Journal Articles 4 7 31 1,024 70 277 478 4,673
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 0 5 9 2 8 17 25
Nonparametric Models with Random Effects 0 0 0 0 0 0 1 4
Semiparametric estimation of fixed-effects panel data varying coefficient models 1 2 2 14 1 5 10 34
Total Chapters 1 2 7 23 3 13 28 63

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04