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Details about Yiguo Sun

E-mail:
Homepage:http://www.uoguelph.ca/~yisun/
Workplace:Department of Economics and Finance, College of Business and Economics, University of Guelph, (more information at EDIRC)

Access statistics for papers by Yiguo Sun.

Last updated 2017-09-26. Update your information in the RePEc Author Service.

Short-id: psu89


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Working Papers

2017

  1. Endogeneity in Semiparametric Threshold Regression
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
  2. Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Econometrics (2017)

2013

  1. Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Econometrics (2016)

2007

  1. The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2005) Downloads View citations (3)
    Working Papers, University of Guelph, Department of Economics and Finance (2006)

    See also Journal Article in Empirical Economics (2008)

2004

  1. Decomposing Densities of Stock Indexes Returns
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)

2003

  1. A Consistent Nonparametric Equality Test of Conditional Quantile Functions
    Working Papers, University of Guelph, Department of Economics and Finance
    See also Journal Article in Econometric Theory (2006)
  2. Estimates of Semiparametric Equivalence Scales
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2006)
  3. Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models
    Working Papers, University of Guelph, Department of Economics and Finance
  4. Stock Return Volatility and the Current Internet Phenomenon
    Working Papers, University of Guelph, Department of Economics and Finance

1997

  1. Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)

Journal Articles

2017

  1. Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
    Journal of Econometrics, 2017, 199, (1), 12-34 Downloads
    See also Working Paper (2017)

2016

  1. A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES
    Econometric Theory, 2016, 32, (04), 988-1022 Downloads
  2. Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth
    Econometrics, 2016, 4, (1), 1-16 Downloads
  3. Functional-coefficient spatial autoregressive models with nonparametric spatial weights
    Journal of Econometrics, 2016, 195, (1), 134-153 Downloads View citations (3)
  4. Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
    Journal of Econometrics, 2016, 190, (2), 233-251 Downloads View citations (1)
    See also Working Paper (2013)

2015

  1. Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process
    Econometric Reviews, 2015, 34, (1-2), 127-145 Downloads

2014

  1. A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
    Journal of Econometrics, 2014, 178, (P1), 167-179 Downloads View citations (4)
  2. SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY
    Journal of Time Series Analysis, 2014, 35, (5), 437-461 Downloads

2013

  1. SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
    Econometric Theory, 2013, 29, (03), 659-672 Downloads View citations (3)

2011

  1. Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models
    Journal of Business & Economic Statistics, 2011, 29, (4), 541-551 Downloads View citations (5)
    Also in Journal of Business & Economic Statistics, 2011, 29, (4), 541-551 (2011) Downloads View citations (3)
  2. Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
    Journal of Econometrics, 2011, 164, (2), 252-267 Downloads View citations (2)

2008

  1. The absolute health income hypothesis revisited: a semiparametric quantile regression approach
    Empirical Economics, 2008, 35, (2), 395-412 Downloads
    See also Working Paper (2007)

2006

  1. A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
    Econometric Theory, 2006, 22, (04), 614-632 Downloads View citations (7)
    See also Working Paper (2003)
  2. Estimates of semiparametric equivalence scales
    Journal of Applied Econometrics, 2006, 21, (5), 629-639 Downloads View citations (5)
    See also Working Paper (2003)
  3. International correlations across stock markets and industries: trends and patterns 1988-2002
    Applied Financial Economics, 2006, 16, (16), 1171-1183 Downloads View citations (5)
  4. Semiparametric efficient adaptive estimation of asymmetric GARCH models
    Journal of Econometrics, 2006, 133, (1), 373-386 Downloads View citations (8)
  5. Stock return volatility and the internet phenomenon
    Applied Financial Economics Letters, 2006, 2, (2), 105-109 Downloads

2005

  1. Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models
    Annals of Economics and Finance, 2005, 6, (1), 105-127 Downloads View citations (4)

2003

  1. Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa
    Journal of Business & Economic Statistics, 2003, 21, (2), 247-57 View citations (11)

2001

  1. A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
    Econometric Reviews, 2001, 20, (1), 41-60 Downloads View citations (5)
 
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