Details about Qingliang (Michael) Fan

Access statistics for papers by Qingliang (Michael) Fan.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pfa489

Working Papers

2018

1. Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (8)
   See also Journal Article Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective, Journal of Business & Economic Statistics, Taylor & Francis Journals (2018) View citations (9) (2018)
2. The impact of temperature on gaming productivity: evidence from online games
   IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (2)
   See also Journal Article The impact of temperature on gaming productivity: evidence from online games, Empirical Economics, Springer (2020) (2020)

Journal Articles

2024

1. Causal effect estimation with censored outcome and covariate selection
   Statistics & Probability Letters, 2024, 204, (C)
2. Time-varying minimum variance portfolio
   Journal of Econometrics, 2024, 239, (2) View citations (1)

2022

3. The impact of only child peers on students’ cognitive and non-cognitive outcomes
   Labour Economics, 2022, 78, (C) View citations (2)

2021

4. CEO early-life disaster experience and stock price crash risk
   Journal of Corporate Finance, 2021, 68, (C) View citations (49)
5. Credit expansion, bank liberalization, and structural change in bank asset accounts
   Journal of Economic Dynamics and Control, 2021, 124, (C) View citations (5)
6. Endogenous treatment effect estimation using high-dimensional instruments and double selection
   Statistics & Probability Letters, 2021, 169, (C)
7. Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth
   International Review of Economics & Finance, 2021, 76, (C), 694-711 View citations (1)

2020

8. LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE
   Econometric Theory, 2020, 36, (3), 526-558 View citations (2)
9. The impact of temperature on gaming productivity: evidence from online games
   Empirical Economics, 2020, 58, (2), 835-867
   See also Working Paper The impact of temperature on gaming productivity: evidence from online games, IRTG 1792 Discussion Papers (2018) View citations (2) (2018)

2018

10. A functional data approach to model score difference process in professional basketball games
    Journal of Applied Statistics, 2018, 45, (1), 112-127 View citations (6)
11. Game day effect on stock market: Evidence from four major sports leagues in US
    Journal of Behavioral and Experimental Finance, 2018, 20, (C), 9-18 View citations (3)
12. Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
    Journal of Business & Economic Statistics, 2018, 36, (3), 388-399 View citations (9)
    See also Working Paper Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective, IRTG 1792 Discussion Papers (2018) View citations (8) (2018)

2017

13. The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium
    Finance Research Letters, 2017, 21, (C), 222-227 View citations (23)

2015

14. Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
    Journal of Econometrics, 2015, 187, (1), 256-274 View citations (8)