Yiguo Sun
Names
Identifer
Contact
Affiliations
-
University of Guelph
/ Gordon Lang School of Business and Economics
/ Department of Economics and Finance
Research profile
author of:
- Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa (RePEc:bes:jnlbes:v:21:y:2003:i:2:p:247-57)
by Yatchew, Adonis & Sun, Yiguo & Deri, Catherine - Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models (RePEc:bes:jnlbes:v:29:i:4:y:2011:p:541-551)
by Sun, Yiguo & Li, Qi - Semi-Parametric Estimation Of Linear Cointegrating Models With Nonlinear Contemporaneous Endogeneity (RePEc:bla:jtsera:v:35:y:2014:i:5:p:437-461)
by Yiguo Sun - Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models (RePEc:cuf:journl:y:2005:v:6:i:1:p:105-127)
by Yiguo Sun - A Consistent Nonparametric Equality Test Of Conditional Quantile Functions (RePEc:cup:etheor:v:22:y:2006:i:04:p:614-632_06)
by Sun, Yiguo - Semiparametric Functional Coefficient Models With Integrated Covariates (RePEc:cup:etheor:v:29:y:2013:i:03:p:659-672_00)
by Sun, Yiguo & Cai, Zongwu & Li, Qi - A Consistent Nonparametric Test On Semiparametric Smooth Coefficient Models With Integrated Time Series (RePEc:cup:etheor:v:32:y:2016:i:04:p:988-1022_00)
by Sun, Yiguo & Cai, Zongwu & Li, Qi - Endogeneity In Semiparametric Threshold Regression (RePEc:cup:etheor:v:38:y:2022:i:3:p:562-595_5)
by Kourtellos, Andros & Stengos, Thanasis & Sun, Yiguo - The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator (RePEc:cup:jfinqa:v:59:y:2024:i:1:p:307-338_11)
by Li, Delong & Sun, Yiguo - Is the Yardstick ratio “a good yardstick†for stock market valuations? (RePEc:ebl:ecbull:eb-21-00305)
by Máté Bors & Delong Li & Yiguo Sun - Semiparametric efficient adaptive estimation of asymmetric GARCH models (RePEc:eee:econom:v:133:y:2006:i:1:p:373-386)
by Sun, Yiguo & Stengos, Thanasis - Measuring correlations of integrated but not cointegrated variables: A semiparametric approach (RePEc:eee:econom:v:164:y:2011:i:2:p:252-267)
by Sun, Yiguo & Hsiao, Cheng & Li, Qi - A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (RePEc:eee:econom:v:178:y:2014:i:p1:p:167-179)
by Lin, Zhongjian & Li, Qi & Sun, Yiguo - Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (RePEc:eee:econom:v:190:y:2016:i:2:p:233-251)
by Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo - Functional-coefficient spatial autoregressive models with nonparametric spatial weights (RePEc:eee:econom:v:195:y:2016:i:1:p:134-153)
by Sun, Yiguo - Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (RePEc:eee:econom:v:199:y:2017:i:1:p:12-34)
by Malikov, Emir & Sun, Yiguo - Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects (RePEc:eee:econom:v:203:y:2018:i:2:p:359-378)
by Sun, Yiguo & Malikov, Emir - Social threshold regression (RePEc:eee:econom:v:235:y:2023:i:2:p:2057-2081)
by Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo - A threshold effect of COVID-19 risk on oil price returns (RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160)
by Sun, Yiguo & Li, Delong & Suo, Chenyi & Wang, Yu - Semiparametric estimation of fixed-effects panel data varying coefficient models (RePEc:eme:aecozz:s0731-9053(2009)0000025006)
by Yiguo Sun & Raymond J. Carroll & Dingding Li - Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects (RePEc:eme:aecozz:s0731-905320240000046007)
by Feng Yao & Qinling Lu & Yiguo Sun & Junsen Zhang - Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:6-:d:63356)
by Mustafa Koroglu & Yiguo Sun - Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study (RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:29-:d:151386)
by Yiguo Sun & Ximing Wu - Monte Carlo Comparison for Nonparametric Threshold Estimators (RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:49-:d:164335)
by Chaoyi Chen & Yiguo Sun - On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study (RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:109-:d:243056)
by Hui Xiao & Yiguo Sun - Forecasting the Returns of Cryptocurrency: A Model Averaging Approach (RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:278-:d:444377)
by Hui Xiao & Yiguo Sun - Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach (RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:320-:d:462353)
by Nikos Fatouros & Yiguo Sun - Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation (RePEc:gue:guelph:1997-3)
by Stengos, T. & Sun, Y. - A Consistent Nonparametric Equality Test of Conditional Quantile Functions (RePEc:gue:guelph:2003-10)
by Sun, Y. - Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models (RePEc:gue:guelph:2003-11)
by Sun, Y. - Stock Return Volatility and the Current Internet Phenomenon (RePEc:gue:guelph:2003-3)
by Tapon, F. & Sun, Y. & Liu, Y. - Estimates of Semiparametric Equivalence Scales (RePEc:gue:guelph:2003-7)
by Stengos, T. & Sun, Y. & Wang, D. - Decomposing Densities of Stock Indexes Returns (RePEc:gue:guelph:2004-6)
by Sun, Y. - The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach (RePEc:gue:guelph:2006-6)
by Thanasis Stengos & Yiguo Sun - A pointwise approximation theorem for linear combinations of Bernstein polynomials (RePEc:hin:jnlaaa:363891)
by Shunsheng Guo & Shujie Yue & Cuixiang Li & Ge Yang & Yiguo Sun - Estimates of semiparametric equivalence scales (RePEc:jae:japmet:v:21:y:2006:i:5:p:629-639)
by Yiguo Sun & Thanasis Stengos & Dianqin Wang - Spatial Dependence in the Residential Canadian Housing Market (RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9623-2)
by Yuan Zhang & Yiguo Sun & Thanasis Stengos - Threshold MIDAS Forecasting of Inflation Rate (RePEc:liv:livedp:202314)
by Chaoyi Chen & Yiguo Sun & Yao Rao - Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects (RePEc:pra:mprapa:55993)
by Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo - Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models (RePEc:pra:mprapa:77253)
by Malikov, Emir & Sun, Yiguo - Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects (RePEc:pra:mprapa:83671)
by Sun, Yiguo & Malikov, Emir - Endogeneity in Semiparametric Threshold Regression (RePEc:rim:rimwps:17-13)
by Andros Kourtellos & Thanasis Stengos & Yiguo Sun - The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach (RePEc:rim:rimwps:23_07)
by Yiguo Sun & Thanasis Stengos - Nonparametric Models with Random Effects (RePEc:spr:adschp:978-3-031-49849-7_8)
by Yiguo Sun & Wei Lin & Qi Li - The absolute health income hypothesis revisited: a semiparametric quantile regression approach (RePEc:spr:empeco:v:35:y:2008:i:2:p:395-412)
by Yiguo Sun & Thanasis Stengos - The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time (RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01641-4)
by Alexander Hinton & Yiguo Sun - Unknown item RePEc:taf:apfelt:v:2:y:2006:i:2:p:105-109 (article)
- Unknown item RePEc:taf:apfiec:v:16:y:2006:i:16:p:1171-1183 (article)
- A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation (RePEc:taf:emetrv:v:20:y:2001:i:1:p:41-60)
by Thanasis Stengos & Yiguo Sun - Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:127-145)
by Yiguo Sun & Cheng Hsiao & Qi Li - Smooth coefficient models with endogenous environmental variables (RePEc:taf:emetrv:v:39:y:2019:i:2:p:158-180)
by Michael S. Delgado & Deniz Ozabaci & Yiguo Sun & Subal C. Kumbhakar - Smooth coefficient models with endogenous environmental variables (RePEc:taf:emetrv:v:39:y:2020:i:2:p:158-180)
by Michael S. Delgado & Deniz Ozabaci & Yiguo Sun & Subal C. Kumbhakar - Income and democracy: a semiparametric approach (RePEc:taf:emetrv:v:41:y:2022:i:9:p:1113-1140)
by Shunan Zhao & Yiguo Sun & Subal C. Kumbhakar - Endogeneity in semiparametric threshold regression models with two threshold variables (RePEc:taf:emetrv:v:42:y:2023:i:9-10:p:758-779)
by Chaoyi Chen & Thanasis Stengos & Yiguo Sun - The LLN and CLT for U-statistics under cross-sectional dependence (RePEc:taf:gnstxx:v:32:y:2020:i:1:p:201-224)
by Yiguo Sun - Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models (RePEc:taf:jnlbes:v:29:y:2011:i:4:p:541-551)
by Yiguo Sun & Qi Li - Endogeneity in Semiparametric Threshold Regression (RePEc:ucy:cypeua:10-2017)
by Andros Kourtellos & Thanasis Stengos & Yiguo Sun - The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach (RePEc:ucy:cypeua:7-2005)
by Thanasis Stengos & Yiguo Sun - Estimates of semiparametric equivalence scales (RePEc:wly:japmet:v:21:y:2006:i:5:p:629-639)
by Thanasis Stengos & Yiguo Sun & Dianqin Wang - (Under)Mining local residential property values: A semiparametric spatial quantile autoregression (RePEc:wly:japmet:v:34:y:2019:i:1:p:82-109)
by Emir Malikov & Yiguo Sun & Diane Hite