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Nonparametric transition-based tests for jump diffusions

Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1102-1116

Persistent link: https://www.econbiz.de/10003902802

Analysis of longitudinal data with semiparametric estimation of covariance function

Fan, Jianqing; Huang, Tao; Li, Runze - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 632-641

Persistent link: https://www.econbiz.de/10003490446

Option pricing with model-guided nonparametric methods

Fan, Jianqing; Mancini, Loriano - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1351-1372

Persistent link: https://www.econbiz.de/10003992951

Aggregation of nonparametric estimators for volatility matrix

Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 321-357

Persistent link: https://www.econbiz.de/10003518410

Nonparametric independence screening in sparse ultra-high-dimensional additive models

Fan, Jianqing; Yang, Feng; Song, Rui - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 544-557

Persistent link: https://www.econbiz.de/10009267689

Nonparametric inferences for additive models

Fan, Jianqing; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 890-907

Persistent link: https://www.econbiz.de/10003107771

Semiparametric estimation of value at risk

Fan, Jianqing; Gu, Juan - In: The econometrics journal 6 (2003) 2, pp. 261-290

Persistent link: https://www.econbiz.de/10001831243

Semiparametric estimation of covariance matrixes for longitudinal data

Fan, Jianqing; Wu, Yichao - In: Journal of the American Statistical Association : JASA 103 (2008) 484, pp. 1520-1533

Persistent link: https://www.econbiz.de/10003814698

Do we exploit all information for counterfactual analysis? : benefits of factor models and idiosyncratic correction

Fan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C. - 2020

The measurement of treatment (intervention) effects on a single (or just a few) treated unit(s) based on counterfactuals constructed from artificial controls has become a popular practice in applied statistics and economics since the proposal of the synthetic control method. In high-dimensional...

Persistent link: https://www.econbiz.de/10012308185

Optimal covariate balancing conditions in propensity score estimation

Fan, Jianqing; Imai, Kosuke; Lee, Inbeom; Liu, Han; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 97-110

Persistent link: https://www.econbiz.de/10013540648