Details about Xu Guo

Access statistics for papers by Xu Guo.

Last updated 2019-05-08. Update your information in the RePEc Author Service.

Short-id: pgu682

Working Papers

2017

1. Regret Aversion, Regret Neutrality, and Risk Aversion in Production
   Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre
2. Theory and Application of an Economic Performance Measure of Risk
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (9)
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) View citations (6)
   See also Journal Article Theory and application of an economic performance measure of risk, International Review of Economics & Finance, Elsevier (2018) View citations (18) (2018)

2016

3. Multivariate Stochastic Dominance for Risk Averters and Risk Seekers
   MPRA Paper, University Library of Munich, Germany View citations (48)

2013

4. Input Demand under Joint Energy and Output Prices Uncertainties
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Input Demand Under Joint Energy and Output Prices Uncertainties, Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd. (2017) View citations (18) (2017)
5. Make Almost Stochastic Dominance really Almost
   MPRA Paper, University Library of Munich, Germany
6. Moment Conditions for Almost Stochastic Dominance
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Moment conditions for Almost Stochastic Dominance, Economics Letters, Elsevier (2014) View citations (30) (2014)

Journal Articles

2018

1. Pairwise distance-based tests for conditional symmetry
   Computational Statistics & Data Analysis, 2018, 128, (C), 145-162 View citations (2)
2. Semiparametric double robust and efficient estimation for mean functionals with response missing at random
   Computational Statistics & Data Analysis, 2018, 128, (C), 325-339 View citations (4)
3. Theory and application of an economic performance measure of risk
   International Review of Economics & Finance, 2018, 56, (C), 383-396 View citations (18)
   See also Working Paper Theory and Application of an Economic Performance Measure of Risk, Tinbergen Institute Discussion Papers (2017) View citations (9) (2017)

2017

4. Inference for the common mean of several Birnbaum–Saunders populations
   Journal of Applied Statistics, 2017, 44, (5), 941-954
5. Input Demand Under Joint Energy and Output Prices Uncertainties
   Asia-Pacific Journal of Operational Research (APJOR), 2017, 34, (04), 1-12 View citations (18)
   See also Working Paper Input Demand under Joint Energy and Output Prices Uncertainties, MPRA Paper (2013) (2013)

2016

6. Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach
   Computational Statistics & Data Analysis, 2016, 103, (C), 263-283 View citations (6)
7. Model checking for parametric single-index models: a dimension reduction model-adaptive approach
   Journal of the Royal Statistical Society Series B, 2016, 78, (5), 1013-1035 View citations (14)
8. Preserving the Rothschild–Stiglitz type of increasing risk with background risk
   Insurance: Mathematics and Economics, 2016, 70, (C), 144-149 View citations (4)
9. Rewarding schooling success and perceived returns to education: Evidence from India
   Journal of Economic Behavior & Organization, 2016, 131, (PA), 373-392 View citations (9)

2015

10. Heteroscedasticity checks for single index models
    Journal of Multivariate Analysis, 2015, 136, (C), 41-55 View citations (1)
11. Model checking for parametric regressions with response missing at random
    Annals of the Institute of Statistical Mathematics, 2015, 67, (2), 229-259 View citations (3)
12. Optimal output for the regret-averse competitive firm under price uncertainty
    Eurasian Economic Review, 2015, 5, (2), 279-295 View citations (15)
13. Production and hedging decisions under regret aversion
    Economic Modelling, 2015, 51, (C), 153-158 View citations (26)

2014

14. Moment conditions for Almost Stochastic Dominance
    Economics Letters, 2014, 124, (2), 163-167 View citations (30)
    See also Working Paper Moment Conditions for Almost Stochastic Dominance, MPRA Paper (2013) View citations (1) (2013)
15. Multi-index regression models with missing covariates at random
    Journal of Multivariate Analysis, 2014, 123, (C), 345-363 View citations (3)
16. Regret theory and the competitive firm: A comment
    Economic Modelling, 2014, 41, (C), 312-315 View citations (3)

2013

17. Nonparametric checks for varying coefficient models with missing response at random
    Metrika: International Journal for Theoretical and Applied Statistics, 2013, 76, (4), 459-482 View citations (3)