9
H index
9
i10 index
215
Citations
Yiguo Sun : Citation Profile
University of Guelph | RESEARCH PRODUCTION: 37 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1996 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yiguo Sun. | Is cited by:
| Cites to:
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Main data
Where Yiguo Sun has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 7 |
| JRFM | 5 |
| Econometric Theory | 4 |
| Econometric Reviews | 4 |
| Journal of Applied Econometrics | 2 |
| Empirical Economics | 2 |
| Journal of Business & Economic Statistics | 2 |
Recent works citing Yiguo Sun (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper |
| 2023 | Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658. Full description at Econpapers || Download paper |
| 2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. Full description at Econpapers || Download paper |
| 2023 | Examining energy poverty in Chinese households: An Engel curve approach. (2023). Shahbaz, Muhammad ; Dong, Kangyin ; Jiao, Zhilun ; Shafiullah, Muhammad. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:149-184. Full description at Econpapers || Download paper |
| 2023 | Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158. Full description at Econpapers || Download paper |
| 2023 | Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404. Full description at Econpapers || Download paper |
| 2023 | New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365. Full description at Econpapers || Download paper |
| 2023 | Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815. Full description at Econpapers || Download paper |
| 2023 | Do subsidies matter in productivity and profitability changes?. (2023). Lien, Gudbrand ; Kumbhakar, Subal C. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000767. Full description at Econpapers || Download paper |
| 2023 | When bias contributes to variance: True limit theory in functional coefficient cointegrating regression. (2023). Phillips, Peter ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:469-489. Full description at Econpapers || Download paper |
| 2023 | Community network auto-regression for high-dimensional time series. (2023). Zhu, Xuening ; Fan, Jianqing ; Chen, Elynn Y. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1239-1256. Full description at Econpapers || Download paper |
| 2023 | Spatial autoregressions with an extended parameter space and similarity-based weights. (2023). Lieberman, Offer ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1770-1798. Full description at Econpapers || Download paper |
| 2023 | Social threshold regression. (2023). Sun, Yiguo ; Kourtellos, Andros ; Konstantinidi, Antri. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2057-2081. Full description at Econpapers || Download paper |
| 2023 | Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models. (2023). Tran, Kien ; Tsionas, Mike G ; Prokhorov, Artem B. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1189-1199. Full description at Econpapers || Download paper |
| 2023 | The GMM estimation of semiparametric spatial stochastic frontier models. (2023). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1450-1464. Full description at Econpapers || Download paper |
| 2023 | The scope and methodology of economic and financial asymmetries. (2023). Stengos, Thanasis ; Malliaris, Anastasios ; Alogoskoufis, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000099. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Assessing the role of foreign direct investment in environmental sustainability: a spatial semiparametric panel approach. (2023). Wang, XU ; Yan, Yingkun ; Xie, Qichang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09470-9. Full description at Econpapers || Download paper |
| 2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5. Full description at Econpapers || Download paper |
| 2023 | Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model. (2023). Tsionas, Mike G ; Tran, Kien C. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-023-00036-z. Full description at Econpapers || Download paper |
| 2023 | Basic Needs (in)Security and Subjective Equivalence Scales. (2023). Koch, Steven F. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:3:d:10.1007_s11205-023-03178-7. Full description at Econpapers || Download paper |
| 2023 | Pension benchmarks: empirical estimation and results for the United States and Germany. (2023). Schmied, Julian ; Dudel, Christian. In: Fiscal Studies. RePEc:wly:fistud:v:44:y:2023:i:2:p:171-188. Full description at Econpapers || Download paper |
Works by Yiguo Sun:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 25 |
| 2011 | Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2006 | A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2003 | A Consistent Nonparametric Equality Test of Conditional Quantile Functions.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2016 | A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2022 | ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2017 | Endogeneity in Semiparametric Threshold Regression.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Endogeneity in Semiparametric Threshold Regression.(2017) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2021 | Is the Yardstick ratio “a good yardstick†for stock market valuations? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2006 | Semiparametric efficient adaptive estimation of asymmetric GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2011 | Measuring correlations of integrated but not cointegrated variables: A semiparametric approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2014 | A consistent nonparametric test of parametric regression functional form in fixed effects panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2016 | Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2013 | Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2016 | Functional-coefficient spatial autoregressive models with nonparametric spatial weights In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2017 | Semiparametric estimation and testing of smooth coefficient spatial autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2017 | Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2017 | Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2016 | Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study In: JRFM. [Full Text][Citation analysis] | article | 4 |
| 2018 | Monte Carlo Comparison for Nonparametric Threshold Estimators In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2019 | On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2020 | Forecasting the Returns of Cryptocurrency: A Model Averaging Approach In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2020 | Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 1997 | Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation. In: Working Papers. [Citation analysis] | paper | 5 |
| 2001 | A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION.(2001) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Stock Return Volatility and the Current Internet Phenomenon In: Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Estimates of Semiparametric Equivalence Scales In: Working Papers. [Citation analysis] | paper | 12 |
| 2006 | Estimates of semiparametric equivalence scales.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2006 | Estimates of semiparametric equivalence scales.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2004 | Decomposing Densities of Stock Indexes Returns In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach In: Working Papers. [Citation analysis] | paper | 3 |
| 2007 | The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | The absolute health income hypothesis revisited: a semiparametric quantile regression approach.(2008) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2005 | The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach.(2005) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1996 | A pointwise approximation theorem for linear combinations of Bernstein polynomials In: Abstract and Applied Analysis. [Full Text][Citation analysis] | article | 1 |
| 2019 | Spatial Dependence in the Residential Canadian Housing Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Stock return volatility and the internet phenomenon In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2006 | International correlations across stock markets and industries: trends and patterns 1988-2002 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2015 | Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2019 | Smooth coefficient models with endogenous environmental variables In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2020 | Smooth coefficient models with endogenous environmental variables.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | The LLN and CLT for U-statistics under cross-sectional dependence In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | (Under)Mining local residential property values: A semiparametric spatial quantile autoregression In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team