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Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying; Zhang, Yue-jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
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Study on the cointegration and causality between GDP and energy consumption in China
Han, Zhi-Yong; Fan, Ying; Wei, Yi-Ming - In: International journal of global energy issues : IJGEI 22 (2004) 2/3/4, pp. 225-232
Persistent link: https://www.econbiz.de/10002530281
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The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective
Geng, Jiang-Bo; Ji, Qiang; Fan, Ying - In: Energy economics 67 (2017), pp. 98-110
Persistent link: https://www.econbiz.de/10011897880
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Partial identification of the distribution of treatment effects in switching regime models and its confidence sets
Fan, Yanqin; Wu, Jisong - In: The review of economic studies 77 (2010) 3, pp. 1002-1041
Persistent link: https://www.econbiz.de/10003976582
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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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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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Confidence intervals for the quantile of treatment effects in randomized experiments
Fan, Yanqin; Park, Sang Soo - In: Journal of econometrics 167 (2012) 2, pp. 330-344
Persistent link: https://www.econbiz.de/10009612861
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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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Partial identification of the distribution of treatment effects and its confidence sets
Fan, Yanqin; Park, Sang Soo - In: Nonparametric econometric methods, (pp. 3-70). 2010
Persistent link: https://www.econbiz.de/10010216406
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Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms
Chen, Heng; Fan, Yanqin - In: Journal of econometrics 212 (2019) 2, pp. 476-502
Persistent link: https://www.econbiz.de/10012304074