All Stories

  1. Endogenous Treatment Effect Estimation with a Large and Mixed Set of Instruments and Control Variables

    Article • The Review of Economics and Statistics, November 2024, The MIT Press

    Dr. Qingliang Fan

  2. A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates

    Article • Journal of Business and Economic Statistics, September 2024, Taylor & Francis

    Dr. Qingliang Fan

  3. On the instrumental variable estimation with many weak and invalid instruments

    Article • Journal of the Royal Statistical Society Series B Statistical Methodology, March 2024, Oxford University Press (OUP)

    Dr. Qingliang Fan

  4. Time-varying minimum variance portfolio

    Article • Journal of Econometrics, February 2024, Elsevier

    Dr. Qingliang Fan

  5. Causal effect estimation with censored outcome and covariate selection

    Article • Statistics & Probability Letters, January 2024, Elsevier

    Dr. Qingliang Fan

  6. The impact of only child peers on students’ cognitive and non-cognitive outcomes

    Article • Labour Economics, October 2022, Elsevier

    Dr. Qingliang Fan

  7. Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth

    Article • International Review of Economics & Finance, November 2021, Elsevier

    Dr. Qingliang Fan

  8. Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables

    Article • Canadian Journal of Statistics, August 2021, Wiley

    Dr. Qingliang Fan

  9. CEO early-life disaster experience and stock price crash risk

    Article • Journal of Corporate Finance, June 2021, Elsevier

    Dr. Qingliang Fan

  10. CEO early‐life disaster experience and corporate social performance

    Article • Strategic Management Journal, May 2021, Wiley

    Dr. Qingliang Fan

  11. Credit expansion, bank liberalization, and structural change in bank asset accounts

    Article • Journal of Economic Dynamics and Control, March 2021, Elsevier

    Dr. Qingliang Fan

  12. Endogenous treatment effect estimation using high-dimensional instruments and double selection

    Article • Statistics & Probability Letters, February 2021, Elsevier

    Dr. Qingliang Fan

  13. Estimating heterogenous treatment effect with big data

    Article • Journal of Business and Economic Statistics, September 2020, Taylor & Francis

    Dr. Qingliang Fan

  14. Identifying key factors in momentum in basketball games

    Article • Journal of Applied Statistics, July 2020, Taylor & Francis

    Dr. Qingliang Fan

  15. A Study of Cross Sectional Stock Returns Using High-Dimensional SUR Model and Many Firm Level Characteristics

    Article • November 2019, Institute of Electrical & Electronics Engineers (IEEE)

    Dr. Qingliang Fan

  16. Double-Selection based High-Dimensional Factor Model with Application in Asset Pricing

    Article • November 2019, Institute of Electrical & Electronics Engineers (IEEE)

    Dr. Qingliang Fan

  17. Adaptive k-class estimation in high-dimensional linear models

    Article • Communications in Statistics - Simulation and Computation, June 2019, Taylor & Francis

    Dr. Qingliang Fan

  18. LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE

    Article • Econometric Theory, May 2019, Cambridge University Press

    Dr. Qingliang Fan

  19. Game day effect on stock market: Evidence from four major sports leagues in US

    Article • Journal of Behavioral and Experimental Finance, December 2018, Elsevier

    Dr. Qingliang Fan

  20. The impact of temperature on gaming productivity: evidence from online games

    Article • Empirical Economics, July 2018, Springer Science + Business Media

    Dr. Qingliang Fan

  21. naivereg: Nonparametric Additive Instrumental Variable Estimator and Related IV Methods

    Article • February 2018, The R Foundation

    Dr. Qingliang Fan

  22. Variable Selection for Structural Equation with Endogeneity

    Article • Journal of Systems Science and Complexity, November 2017, Springer Science + Business Media

    Dr. Qingliang Fan

  23. The impact of sports sentiment on stock returns: A case study from professional sports leagues

    Article • November 2017, Institute of Electrical & Electronics Engineers (IEEE)

    Dr. Qingliang Fan

  24. Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective

    Article • Journal of Business and Economic Statistics, April 2017, Taylor & Francis

    Dr. Qingliang Fan

  25. Designing an intelligent decision support system for effective negotiation pricing: A systematic and learning approach

    Article • Decision Support Systems, February 2017, Elsevier

    Dr. Qingliang Fan

  26. Virtual World Versus Real World: An Economic Study of the Cyber Games Participation

    Article • January 2017, Springer Science + Business Media

    Dr. Qingliang Fan

  27. A functional data approach to model score difference process in professional basketball games

    Article • Journal of Applied Statistics, December 2016, Taylor & Francis

    Dr. Qingliang Fan

  28. The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium

    Article • Finance Research Letters, November 2016, Elsevier

    Dr. Qingliang Fan

  29. Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso

    Article • Journal of Econometrics, July 2015, Elsevier

    Dr. Qingliang Fan