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Gradient-based smoothing parameter selection for nonparametric regression estimation

Henderson, Daniel J.; Li, Qi; Parmeter, Christopher F.; … - In: Journal of econometrics 184 (2015) 2, pp. 233-241

Persistent link: https://www.econbiz.de/10011339349

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

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

Risky multi-criteria group decision making on green capacity investment projects based on supply chain

Song, Yan; Yao, Shuang; Yu, Donghua; Shen, Yan - In: Journal of business economics and management 18 (2017) 3, pp. 355-372

Persistent link: https://www.econbiz.de/10011721859

Modelling international sovereign risk information spillovers : a multilayer network approach

Liu, Peipei; Huang, Wei-Qiang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10014225730

Research on Liquidity Premium of Chinese Stock Market : From Higher Moment Perspective

Jin, Xiu; Hou, Yuting; Huang, Wei-Qiang - 2022

Based on the asymmetric distribution and extreme distribution of liquidity, we construct the third-moment and the fourth-moment of liquidity to measure the downside liquidity risk and extreme liquidity risk respectively, and study the liquidity premium through high-moment measures. The results...

Persistent link: https://www.econbiz.de/10014238383