All Stories

  1. Smooth coefficient models with endogenous environmental variables

    Article • Econometric Reviews, March 2019, Taylor & Francis

    Professor YIGUO SUN

  2. (Under)Mining local residential property values: A semiparametric spatial quantile autoregression

    Article • Journal of Applied Econometrics, October 2018, Wiley

    Professor YIGUO SUN

  3. A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES

    Article • Econometric Theory, February 2015, Cambridge University Press

    Professor YIGUO SUN

  4. Nonparametric Panel Data Regression Models

    Article • January 2015, Oxford University Press (OUP)

    Professor YIGUO SUN

  5. Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process

    Article • Econometric Reviews, October 2014, Taylor & Francis

    Professor YIGUO SUN

  6. SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY

    Article • Journal of Time Series Analysis, May 2014, Wiley

    Professor YIGUO SUN

  7. A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

    Article • Journal of Econometrics, January 2014, Elsevier

    Professor YIGUO SUN

  8. Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series

    Article • January 2014, Oxford University Press (OUP)

    Professor YIGUO SUN

  9. SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES

    Article • Econometric Theory, January 2013, Cambridge University Press

    Professor YIGUO SUN

  10. first research for data-driven bandwidth selection for nonstationary time series data

    Article • Journal of Business and Economic Statistics, October 2011, Taylor & Francis

    Professor YIGUO SUN

  11. Measuring correlations of integrated but not cointegrated variables: A semiparametric approach

    Article • Journal of Econometrics, October 2011, Elsevier

    Professor YIGUO SUN

  12. Semiparametric estimation of fixed-effects panel data varying coefficient models

    Article • January 2009, Emerald

    Professor YIGUO SUN

  13. The absolute health income hypothesis revisited: a semiparametric quantile regression approach

    Article • Empirical Economics, September 2007, Springer Science + Business Media

    Dr Thanasis Stengos, Professor YIGUO SUN

  14. International correlations across stock markets and industries: trends and patterns 1988–2002

    Article • Applied Financial Economics, November 2006, Taylor & Francis

    Professor YIGUO SUN

  15. Semiparametric efficient adaptive estimation of asymmetric GARCH models

    Article • Journal of Econometrics, July 2006, Elsevier

    Professor YIGUO SUN

  16. A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS

    Article • Econometric Theory, May 2006, Cambridge University Press

    Professor YIGUO SUN

  17. Stock return volatility and the internet phenomenon

    Article • Applied Financial Economics Letters, March 2006, Taylor & Francis

    Professor YIGUO SUN

  18. Estimates of semiparametric equivalence scales

    Article • Journal of Applied Econometrics, January 2006, Wiley

    Professor YIGUO SUN

  19. Efficient Estimation of Semiparametric Equivalence Scales With Evidence From South Africa

    Article • Journal of Business and Economic Statistics, April 2003, Taylor & Francis

    Professor YIGUO SUN

  20. A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

    Article • Econometric Reviews, February 2001, Taylor & Francis

    Professor YIGUO SUN

  21. Pointwise Estimate for Szasz-Type Operators

    Article • Journal of Approximation Theory, July 1998, Elsevier

    Professor YIGUO SUN

  22. A pointwise approximation theorem for linear combinations of Bernstein polynomials

    Article • Abstract and Applied Analysis, January 1996, Hindawi Publishing Corporation

    Professor YIGUO SUN

  23. Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects

    Article • SSRN Electronic Journal, Elsevier

    Professor YIGUO SUN