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Estimation of value-at-risk and expected shortfall based on nonlinear extreme value theory
Martins-Filho, Carlos (contributor); Yao, Feng (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10003558963
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High-order conditional quantile estimation based on nonparametric models of regression
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958
Persistent link: https://www.econbiz.de/10011483401
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A nonparametric test of significant variables in gradients
Yao, Feng; Wang, Taining - In: Econometric theory 37 (2021) 5, pp. 959-1003
Persistent link: https://www.econbiz.de/10012656390
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Does high debt ratio influence Chinese firms' performance? : a semiparametric stochastic frontier approach with zero inefficiency
Wang, Taining; Tian, Jinjing; Yao, Feng - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 587-636
Persistent link: https://www.econbiz.de/10012616869
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Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric theory 34 (2018) 1, pp. 23-67
Persistent link: https://www.econbiz.de/10011950922
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Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model : a semiparametric approach
Yao, Feng; Wang, Taining; Tian, Jinjing; Kumbhakar, Subal - In: Economics letters 166 (2018), pp. 25-30
Persistent link: https://www.econbiz.de/10012011913
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Semiparametric smooth coefficient stochastic frontier model with panel data
Yao, Feng; Zhang, Fan; Kumbhakar, Subal - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 556-572
Persistent link: https://www.econbiz.de/10012178196
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Confucius Institute's effects on international travel to China : do cultural difference or institutional quality matter?
Lien, Da-hsiang Donald; Yao, Feng; Zhang, Fan - In: Applied economics 49 (2017) 34/36, pp. 3669-3683
Persistent link: https://www.econbiz.de/10011778760
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Efficient estimation in varying coefficient panel data model with different smoothing variables and fixed effects
Yao, Feng; Lu, Qinling; Sun, Yiguo; Zhang, Junsen - In: Essays in honor of Subal Kumbhakar, (pp. 133-184). 2024
Persistent link: https://www.econbiz.de/10014560309
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A flexible stochastic production frontier model with panel data
Wang, Taining; Yao, Feng; Kumbhakar, Subal - In: Journal of applied econometrics 39 (2024) 4, pp. 564-588
Persistent link: https://www.econbiz.de/10014562834