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Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability

Fang, Ying; Qu, Zhongfeng - In: IMA journal of management mathematics 25 (2014) 1, pp. 89-103

Persistent link: https://www.econbiz.de/10010242799

Weak instrumental variables models for longitudinal data

Cai, Zongwu; Fang, Ying; Li, Henong - In: Econometric reviews 31 (2012) 4/6, pp. 361-389

Persistent link: https://www.econbiz.de/10009539727

Forecasting major Asian exchange rates using a new semiparametric STAR model

Cai, Nan; Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 407-426

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Econometric modeling of risk measures : a selective review of the recent literature

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A nonparametric test for testing heterogeneity in conditional quantile treatment effects

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CAViaR model selection via adaptive lasso

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Green credit policy, credit discrimination and corporate debt financing

Guo, Junjie; Fang, Ying - In: China economic quarterly international : CEQI 4 (2024) 1, pp. 42-54

Using the data of listed companies and the DID method, this paper reveals three ways in which green credit policy (GCP) affects corporate debt financing, By controlling credit input, GCP can effectively restrain corporate debt financing in the "two-high" industries, However, the policy also...

Persistent link: https://www.econbiz.de/10014514828

Weak convergence to a matrix stochastic integral with stable processes

Caner, Mehmet - In: Econometric theory 13 (1997) 4, pp. 506-528

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Tests for cointegration with infinite variance errors

Caner, Mehmet - In: Journal of econometrics 86 (1998) 1, pp. 155-175

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A locally optimal seasonal unit-root test

Caner, Mehmet - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 349-356

Persistent link: https://www.econbiz.de/10001246505