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Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin - In: Econometric theory 14 (1998) 5, pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
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Bootstrapping a consistent nonparametric goodness-of-fit test
Fan, Yanqin - In: Econometric reviews 14 (1995) 3, pp. 367-382
Persistent link: https://www.econbiz.de/10001185180
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Estimation and model selection of semiparametric multivariate survival functions under general censorship
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang - 2008
Persistent link: https://www.econbiz.de/10003778347
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Estimation of copula-based semiparametric time series models
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 130 (2006) 2, pp. 307-335
Persistent link: https://www.econbiz.de/10003277967
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Evaluating density forecasts via the copula approach
Chen, Xiaohong; Fan, Yanqin - In: Finance research letters 1 (2004) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003307253
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Efficient estimation of semiparametric multivariate copula models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1228-1240
Persistent link: https://www.econbiz.de/10003375981
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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Unit root tests with wavelets
Fan, Yanqin; Gençay, Ramazan - In: Econometric theory 26 (2010) 5, pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
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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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Sharp bounds on the distribution of treatment effects and their statistical inference
Fan, Yanqin; Park, Sang Soo - In: Econometric theory 26 (2010) 3, pp. 931-951
Persistent link: https://www.econbiz.de/10003992443