Details about Yu Ren
Access statistics for papers by Yu Ren.
Last updated 2020-02-06. Update your information in the RePEc Author Service.
Short-id: pre297
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Working Papers
2013
- House Price Bubbles in China
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University 
See also Journal Article House price bubbles in China, China Economic Review, Elsevier (2012) View citations (63) (2012)
- Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks
Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
2007
- Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test
Working Paper, Economics Department, Queen's University 
See also Journal Article Improvement in finite sample properties of the Hansen-Jagannathan distance test, Journal of Empirical Finance, Elsevier (2009) View citations (11) (2009)
Journal Articles
2019
- Balanced predictive regressions
Journal of Empirical Finance, 2019, 54, (C), 118-142 View citations (7)
- Short-term exchange rate predictability
Finance Research Letters, 2019, 28, (C), 148-152 View citations (7)
- Weighing asset pricing factors: a least squares model averaging approach
Quantitative Finance, 2019, 19, (10), 1673-1687 View citations (1)
2016
- Durable consumption and asset returns: Cointegration analysis
Economic Modelling, 2016, 53, (C), 231-244 View citations (3)
- Uninsured expense shocks and equity premia
Economic Modelling, 2016, 58, (C), 64-74
2015
- A semiparametric conditional capital asset pricing model
Journal of Banking & Finance, 2015, 61, (C), 117-126 View citations (13)
- PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
Econometric Theory, 2015, 31, (3), 560-580 View citations (7)
- The Spirit of Capitalism and the Equity Premium
Annals of Economics and Finance, 2015, 16, (2), 493-513
2014
- Human capital, household capital and asset returns
Journal of Banking & Finance, 2014, 42, (C), 11-22 View citations (3)
- Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks
The Journal of Real Estate Finance and Economics, 2014, 48, (2), 323-341 View citations (9)
2013
- Improvement in finite-sample properties of GMM-based Wald tests
Computational Statistics, 2013, 28, (2), 735-749
- Specification tests of habit formation
Applied Economics Letters, 2013, 20, (17), 1596-1601
2012
- House price bubbles in China
China Economic Review, 2012, 23, (4), 786-800 View citations (63)
See also Working Paper House Price Bubbles in China, Working Papers (2013) (2013)
2011
- Nonparametric estimation and testing of stochastic discount factor
Finance Research Letters, 2011, 8, (4), 196-205 View citations (3)
2009
- Improvement in finite sample properties of the Hansen-Jagannathan distance test
Journal of Empirical Finance, 2009, 16, (3), 483-506 View citations (11)
See also Working Paper Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test, Working Paper (2007) (2007)
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