Search Results - person:"Yao, Jianfeng"

A Lagrange-Multiplier Test for Large Heterogeneous Panel Data Models

Bailey, Natalia; Dandan, JIANG; Yao, Jianfeng - 2021

This paper introduces a new test for error cross-sectional independence in large panel data models with exogenous regressors having heterogenous slope coefficients. The proposed statistic, LM_{RMT}, is based on the Lagrange Multiplier (LM) principle and the sample correlation matrix R_{N} of the...

Persistent link: https://www.econbiz.de/10013236473

Improving value-at-risk prediction under model uncertainty

Peng, Shige; Yang, Shuzhen; Yao, Jianfeng - In: Journal of financial econometrics 21 (2023) 1, pp. 228-259

Persistent link: https://www.econbiz.de/10013542865

Risk linkages between China's stock market and APEC stock markets under China's market liberalization

Sun, Guanglin; Yao, Xiaoyang; Li, Jianfeng; Lu, Tongyu - In: Finance research letters 52 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472154

Impacts of COVID-19 on financial markets : from the perspective of financial stress

Yao, Xiaoyang; Li, Jianfeng; Shang, Zezhong; Le, Wei; … - In: Applied economics letters 30 (2023) 5, pp. 669-673

Persistent link: https://www.econbiz.de/10013553834

A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models

Bailey, Natalia; Jiang, Dandan; Yao, Jianfeng - In: Econometric reviews 41 (2022) 5, pp. 564-582

Persistent link: https://www.econbiz.de/10013364894

Forecasting high-dimensional realized volatility matrices using a factor model

Shen, Keren; Yao, Jianfeng; Li, Wai Keung - In: Quantitative finance 20 (2020) 11, pp. 1879-1887

Persistent link: https://www.econbiz.de/10012295649

Family income and body mass index: What have we learned from China

Asiseh, Fafanyo; Yao, Jianfeng - In: Health Economics Review 6 (2016) 52, pp. 1-10

Obesity poses lots of health risks in both developing and developed countries. One thing that remains unclear is the relationship between family income and weight gain. This paper explores the relationship between family income and Body Mass Index (BMI) given variations in individual choice...

Persistent link: https://www.econbiz.de/10011803078

Family income and body mass index : what have we learned from China

Asiseh, Fafanyo; Yao, Jianfeng - In: Health economics review 6 (2016) 52, pp. 1-10

Persistent link: https://www.econbiz.de/10011587144

An economic analysis of household income inequality and BMI in China

Yao, Jianfeng; Asiseh, Fafanyo - In: Journal of economic development 44 (2019) 1, pp. 23-37

Persistent link: https://www.econbiz.de/10012004508

A comparative study of minimum wage and employment in China and in the United States

Fu, Duanxiang; Yao, Jianfeng - In: Economic analysis : EA 52 (2019) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10012182226