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Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models

Sun, Yiguo; Li, Qi - In: Journal of Business & Economic Statistics 29 (2011) 4, pp. 541-551

Persistent link: https://www.econbiz.de/10009358081

Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models

Sun, Yiguo - In: Annals of Economics and Finance 6 (2005) 1, pp. 105-127

Lee (2003) develops a n-consistent estimator of the parametric component of a partially linear quantile regression model, which is used to obtain his one-step semiparametric efficient estimator. As a result, how well the efficient estimator performs depends on the quality of the initial...

Persistent link: https://www.econbiz.de/10009149997

Efficient Estimation of Semiparametric Equivalence Scales With Evidence From South Africa

Yatchew, Adonis; Sun, Yiguo; Deri, Catherine - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 247-257

Persistent link: https://www.econbiz.de/10008215648

Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models

Sun, Yiguo; Li, Qi - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 541-552

Persistent link: https://www.econbiz.de/10009796512

SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES

Sun, Yiguo; Cai, Zongwu; Li, Qi - In: Econometric theory 29 (2013) 3, pp. 659-672

Persistent link: https://www.econbiz.de/10010120927

The absolute health income hypothesis revisited: a semiparametric quantile regression approach

Sun, Yiguo; Stengos, Thanasis - In: Empirical economics : a journal of the Institute for … 35 (2008) 2, pp. 395

Persistent link: https://www.econbiz.de/10008096262

A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS

Sun, Yiguo - In: Econometric theory 22 (2006) 4, pp. 614-632

Persistent link: https://www.econbiz.de/10007268467

Semiparametric efficient adaptive estimation of asymmetric GARCH models

Sun, Yiguo; Stengos, Thanasis - In: Journal of econometrics 133 (2006) 1, pp. 373-386

Persistent link: https://www.econbiz.de/10007288076

Estimates of semiparametric equivalence scales

Stengos, Thanasis; Sun, Yiguo; Wang, Dianqin - In: Journal of applied econometrics 21 (2006) 5, pp. 629-640

Persistent link: https://www.econbiz.de/10007289625

Measuring correlations of integrated but not cointegrated variables: A semiparametric approach

Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-268

Persistent link: https://www.econbiz.de/10009291426