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Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying; Niu, Linlin - In: Journal of econometrics 180 (2014) 1, pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
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The validity of instruments revisited
Berkowitz, Daniel M.; Caner, Mehmet; Fang, Ying - In: Journal of econometrics 166 (2012) 2, pp. 255-266
Persistent link: https://www.econbiz.de/10009511329
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A data-driven smooth test of symmetry
Fang, Ying; Li, Qi; Wu, Ximing; Zhang, Daiqiang - In: Journal of econometrics 188 (2015) 2, pp. 490-501
Persistent link: https://www.econbiz.de/10011503642
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A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Journal of econometrics 206 (2018) 2, pp. 531-553
Persistent link: https://www.econbiz.de/10012110412
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
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The validity of instruments revisited
Berkowitz, Daniel; Caner, Mehmet; Fang, Ying - In: Journal of econometrics 166 (2012) 2, pp. 255-267
Persistent link: https://www.econbiz.de/10009816471