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Semiparametric estimation and variable selection for single‐index copula models
Anatolyev, Stanislav; Hafner, Christian M.; Liu, Guannan; … - In: Journal of Applied Econometrics 36 (2021) 7, pp. 962-988
Persistent link: https://www.econbiz.de/10012535494
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Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi - In: Econometric theory 35 (2019) 4, pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
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Testing predictability of stock returns under possible bubbles
Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
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A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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A unified predictability test using weighted inference and random weighted bootstrap
Yang, Bingduo; Long, Wei; Liu, Xiaohui; Peng, Liang - 2025
Persistent link: https://www.econbiz.de/10015339749
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Nonparametric Knn estimation with monotone constraints
Li, Zheng; Liu, Guannan; Li, Qi - In: Econometric reviews 36 (2017) 6/9, pp. 988-1006
Persistent link: https://www.econbiz.de/10011795554
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
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Optimal smoothing parameter selection in single-index model derivative estimation
Yao, Shuang; Liu, Guannan - In: Econometric reviews 43 (2024) 8, pp. 559-580
Persistent link: https://www.econbiz.de/10015050621
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Does longer incarceration deter or incapacitate crime? : evidence from Truth-in-Sentencing reform
Long, Wei - In: Applied economics 50 (2018) 24, pp. 2664-2676
Persistent link: https://www.econbiz.de/10011850308
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How does oversight affect police? : evidence from the police misconduct reform
Long, Wei - In: Journal of economic behavior & organization : JEBO 168 (2019), pp. 94-118
Persistent link: https://www.econbiz.de/10012149784