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 3 5 21 173
Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation 0 0 0 0 3 3 11 889
Decomposing Densities of Stock Indexes Returns 0 0 0 2 1 4 10 66
Endogeneity in Semiparametric Threshold Regression 0 0 0 90 0 6 18 191
Endogeneity in Semiparametric Threshold Regression 0 0 0 16 2 4 18 71
Estimates of Semiparametric Equivalence Scales 0 0 0 28 1 2 3 106
Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects 0 0 0 34 4 6 13 65
Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models 1 1 2 33 3 5 14 116
Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models 0 0 0 45 1 1 5 300
Stock Return Volatility and the Current Internet Phenomenon 0 0 0 0 1 2 11 90
The Absolute Health Income Hypothesis Revisited: A Semiparametric Quantile Regression Approach 0 0 0 46 0 0 11 210
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 0 45 0 2 9 171
The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach 0 0 1 11 1 1 14 89
Threshold MIDAS Forecasting of Inflation Rate 0 0 6 18 4 7 30 51
Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects 0 0 0 22 3 7 11 101
Total Working Papers 1 1 9 433 27 55 199 2,689


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 25 2 5 20 84
A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION 0 0 0 78 3 3 8 431
A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS 0 0 0 28 0 1 7 120
A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES 0 0 0 7 0 1 5 38
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models 0 1 3 45 1 3 16 202
A pointwise approximation theorem for linear combinations of Bernstein polynomials 0 0 0 0 1 2 6 13
A threshold effect of COVID-19 risk on oil price returns 0 0 0 1 3 7 16 26
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 20 4 4 15 125
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models 0 0 0 5 1 2 6 47
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION 1 1 1 3 2 6 18 31
Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa 0 0 0 1 0 2 9 226
Endogeneity in semiparametric threshold regression models with two threshold variables 0 0 0 2 0 1 6 11
Estimates of semiparametric equivalence scales 0 0 0 0 2 2 4 6
Estimates of semiparametric equivalence scales 0 0 0 58 0 2 9 229
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects 0 0 0 21 6 7 11 101
Forecasting the Returns of Cryptocurrency: A Model Averaging Approach 0 0 3 12 1 2 14 87
Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth 0 0 0 20 3 5 16 104
Functional-coefficient spatial autoregressive models with nonparametric spatial weights 0 0 1 30 1 1 18 148
Income and democracy: a semiparametric approach 0 0 0 4 1 1 6 13
International correlations across stock markets and industries: trends and patterns 1988-2002 0 0 0 167 2 5 13 459
Is the Yardstick ratio “a good yardstick†for stock market valuations? 0 0 0 7 2 2 4 36
Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study 0 0 0 4 1 3 10 75
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach 0 0 0 45 3 4 9 200
Monte Carlo Comparison for Nonparametric Threshold Estimators 0 0 0 3 0 7 15 50
Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach 0 0 1 27 3 5 15 72
On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study 0 0 0 10 1 1 5 79
SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY 0 0 0 2 2 4 6 33
SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES 0 0 0 25 3 4 13 99
Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models 0 1 1 108 2 3 27 429
Semiparametric efficient adaptive estimation of asymmetric GARCH models 0 0 0 66 0 0 11 191
Semiparametric estimation and testing of smooth coefficient spatial autoregressive models 0 0 2 31 1 3 16 117
Semiparametric spatial autoregressive models with nonlinear endogeneity 2 2 4 7 4 5 19 25
Smooth coefficient models with endogenous environmental variables 0 1 2 3 0 4 13 19
Smooth coefficient models with endogenous environmental variables 0 0 0 7 1 1 5 21
Smoothed gradient least squares estimator for linear threshold models 0 0 0 0 1 2 10 10
Social threshold regression 0 0 4 17 1 3 10 33
Spatial Dependence in the Residential Canadian Housing Market 0 0 1 8 1 1 8 64
Spatial spillovers in trade agreement memberships: Does institutional proximity matter? 0 1 2 5 5 9 22 27
The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator 1 1 1 2 3 3 7 17
The LLN and CLT for U-statistics under cross-sectional dependence 0 0 0 4 1 2 14 47
The absolute health income hypothesis revisited: a semiparametric quantile regression approach 0 0 0 28 3 7 9 146
The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time 0 2 5 51 8 47 76 300
Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects 0 0 1 24 5 8 17 124
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process 0 0 0 19 1 1 9 79
Total Journal Articles 4 10 35 1,030 85 191 573 4,794
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 4 9 2 5 18 28
Nonparametric Models with Random Effects 0 0 0 0 1 1 1 5
Semiparametric estimation of fixed-effects panel data varying coefficient models 0 1 2 14 2 8 16 41
Total Chapters 0 1 6 23 5 14 35 74


Statistics updated 2026-05-06