7
H index
3
i10 index
124
Citations
Zhongnan University of Economics and Law | 7 H index 3 i10 index 124 Citations RESEARCH PRODUCTION: 15 Articles 3 Papers RESEARCH ACTIVITY: 12 years (2007 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pre297 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yu Ren. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 2 |
Journal of Banking & Finance | 2 |
Finance Research Letters | 2 |
Economic Modelling | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 2 |
Year | Title of citing document |
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2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper |
2024 | Consumer Confidence and Household Investment. (2019). Rouillard, Jean-François ; Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:19-06. Full description at Econpapers || Download paper |
2023 | Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257. Full description at Econpapers || Download paper |
2023 | Market participants or the random walk – who forecasts better? Evidence from micro-level survey data. (2023). Österholm, Pär ; Osterholm, Par ; Silfverberg, Oliwer ; Kladivko, Kamil ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001253. Full description at Econpapers || Download paper |
2023 | Local polynomial estimation of nonparametric general estimating equations. (2023). Bravo, Francesco. In: Statistics & Probability Letters. RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000299. Full description at Econpapers || Download paper |
2023 | Bubbles in China’s Housing Market. (2023). Ong, Sheue-Li ; Shang, Jiayu. In: International Real Estate Review. RePEc:ire:issued:v:26:n:03:2023:p:391-419. Full description at Econpapers || Download paper |
2023 | Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309. Full description at Econpapers || Download paper |
2023 | Multi-dimensional Housing Inequality Index: The Provincial Evidence from China. (2023). Liu, NA ; Ma, Shufan ; Chen, Junhua. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:165:y:2023:i:2:d:10.1007_s11205-022-03034-0. Full description at Econpapers || Download paper |
2023 | Subvector inference for Varying Coefficient Models with Partial Identification. (2023). Wan, Yuanyuan ; Hsu, Yu-Chin ; Hong, Shengjie. In: Working Papers. RePEc:tor:tecipa:tecipa-756. Full description at Econpapers || Download paper |
2023 | Semiparametric estimation and variable selection for single?index copula models. (2021). Hafner, Christian ; Long, Wei ; Liu, Guannan ; Yang, Bingduo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:962-988. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | The Spirit of Capitalism and the Equity Premium In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2015 | PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
2012 | House price bubbles in China In: China Economic Review. [Full Text][Citation analysis] | article | 62 |
2013 | House Price Bubbles in China.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2016 | Durable consumption and asset returns: Cointegration analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2016 | Uninsured expense shocks and equity premia In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2009 | Improvement in finite sample properties of the Hansen-Jagannathan distance test In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2007 | Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test.(2007) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2019 | Balanced predictive regressions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
2019 | Short-term exchange rate predictability In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2011 | Nonparametric estimation and testing of stochastic discount factor In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2014 | Human capital, household capital and asset returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
2015 | A semiparametric conditional capital asset pricing model In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2014 | Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 9 |
2013 | Improvement in finite-sample properties of GMM-based Wald tests In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | Specification tests of habit formation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2013 | Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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