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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 91 (1999) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10001382096
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Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.; Chen, Xiaohong; Fan, Yanqin - 2004
Persistent link: https://www.econbiz.de/10002034254
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Nonlinearity in medical expenditures : a new semiparametric approach
Fan, Yanqin; Li, Dong; Li, Qi - In: Applied economics 36 (2004) 9, pp. 911-916
Persistent link: https://www.econbiz.de/10002091463
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Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - In: Journal of econometrics 157 (2010) 1, pp. 129-142
Persistent link: https://www.econbiz.de/10008661728
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Nonparametric instrumental regression
Darolles, Serge; Fan, Yanqin; Florens, Jean-Pierre; … - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 5, pp. 1541-1565
Persistent link: https://www.econbiz.de/10009376263
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Nonparametric inference for counterfactual means : bias-correction, confidence sets, and weak IV
Fan, Yanqin; Park, Sang Soo - In: Journal of econometrics 178 (2014) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10010254988
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Partial identification of distributional and quantile treatment effects in difference-in-differences models
Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10009632890
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Identifying treatment effects under data combination
Fan, Yanqin; Sherman, Robert P.; Shum, Matthew - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 2, pp. 811-822
Persistent link: https://www.econbiz.de/10010404416
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Efficient estimation of semiparametric multivariate copula models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1228-1240
Persistent link: https://www.econbiz.de/10003375981
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080