10
H index
10
i10 index
251
Citations
Yiguo Sun : Citation Profile
University of Guelph | RESEARCH PRODUCTION: 44 Articles 15 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1996 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yiguo Sun. | Is cited by:
| Cites to:
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Main data
Where Yiguo Sun has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Reviews | 8 |
| Journal of Econometrics | 8 |
| JRFM | 5 |
| Econometric Theory | 4 |
| Empirical Economics | 2 |
| Journal of Applied Econometrics | 2 |
| Journal of Business & Economic Statistics | 2 |
Recent works citing Yiguo Sun (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. Full description at Econpapers || Download paper |
| 2024 | Functional Spatial Autoregressive Models. (2024). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2402.14763. Full description at Econpapers || Download paper |
| 2024 | Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778. Full description at Econpapers || Download paper |
| 2025 | Inference on varying coefficients in spatial autoregressions. (2025). Srisuma, Sorawoot ; Qu, XI ; Gupta, Abhimanyu ; Zhang, Jiajun. In: Papers. RePEc:arx:papers:2502.03084. Full description at Econpapers || Download paper |
| 2024 | Bipartite network influence analysis of a two-mode network. (2024). Fang, Kuangnan ; Wu, Yujia. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623002786. Full description at Econpapers || Download paper |
| 2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936. Full description at Econpapers || Download paper |
| 2024 | Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. (2024). Moscone, Francesco ; Xia, Yingcun ; Kim, Namhyun ; Wongsa-Art, Pipat. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:106:y:2024:i:c:s0166046224000334. Full description at Econpapers || Download paper |
| 2024 | How does political instability affect renewable energy innovation?. (2024). Wang, Jun-Zhuo ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008681. Full description at Econpapers || Download paper |
| 2024 | Do FDI inflows bring both capital and CO2 emissions? Evidence from non-parametric modelling for the G7 countries. (2024). Ren, Xiaohang ; Goodell, John W ; He, Feng ; An, Yaning. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400412x. Full description at Econpapers || Download paper |
| 2025 | Unified specification tests in partially linear quantile regression models. (2025). Song, Xiaojun ; Yang, Zixin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002128. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | The Dynamic Relationship Between Industrial Structure Upgrading and Carbon Emissions: New Evidence from Chinese Provincial Data. (2024). Zheng, Yuelin ; Gao, Qibing ; Zhu, Chunhua ; Ma, Xiaohua ; Wang, Mingquan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:22:p:10118-:d:1524980. Full description at Econpapers || Download paper |
| 2024 | Transition climate risks and corporate risky asset holdings: evidence from US firms. (2024). Apergis, Nicholas. In: Economics and Business Letters. RePEc:ove:journl:aid:21321. Full description at Econpapers || Download paper |
| 2024 | Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082. Full description at Econpapers || Download paper |
Works by Yiguo Sun:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 26 |
| 2011 | Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2024 | Spatial spillovers in trade agreement memberships: Does institutional proximity matter? In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2006 | A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2003 | A Consistent Nonparametric Equality Test of Conditional Quantile Functions.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2013 | SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2016 | A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2022 | ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2017 | Endogeneity in Semiparametric Threshold Regression.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Endogeneity in Semiparametric Threshold Regression.(2017) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2024 | The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
| 2021 | Is the Yardstick ratio €œa good yardstick€ for stock market valuations? In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2006 | Semiparametric efficient adaptive estimation of asymmetric GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2011 | Measuring correlations of integrated but not cointegrated variables: A semiparametric approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2014 | A consistent nonparametric test of parametric regression functional form in fixed effects panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2016 | Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2013 | Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2016 | Functional-coefficient spatial autoregressive models with nonparametric spatial weights In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2017 | Semiparametric estimation and testing of smooth coefficient spatial autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2017 | Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2018 | Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2017 | Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2023 | Social threshold regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | A threshold effect of COVID-19 risk on oil price returns In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Semiparametric estimation of fixed-effects panel data varying coefficient models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 8 |
| 2024 | Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study In: JRFM. [Full Text][Citation analysis] | article | 4 |
| 2018 | Monte Carlo Comparison for Nonparametric Threshold Estimators In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2019 | On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 2020 | Forecasting the Returns of Cryptocurrency: A Model Averaging Approach In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2020 | Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 1997 | Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation. In: Working Papers. [Citation analysis] | paper | 5 |
| 2001 | A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION.(2001) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models In: Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Stock Return Volatility and the Current Internet Phenomenon In: Working Papers. [Citation analysis] | paper | 0 |
| 2003 | Estimates of Semiparametric Equivalence Scales In: Working Papers. [Citation analysis] | paper | 12 |
| 2006 | Estimates of semiparametric equivalence scales.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2006 | Estimates of semiparametric equivalence scales.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2004 | Decomposing Densities of Stock Indexes Returns In: Working Papers. [Citation analysis] | paper | 0 |
| 2006 | The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach In: Working Papers. [Citation analysis] | paper | 4 |
| 2007 | The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2008 | The absolute health income hypothesis revisited: a semiparametric quantile regression approach.(2008) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2005 | The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach.(2005) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1996 | A pointwise approximation theorem for linear combinations of Bernstein polynomials In: Abstract and Applied Analysis. [Full Text][Citation analysis] | article | 1 |
| 2019 | Spatial Dependence in the Residential Canadian Housing Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
| 2023 | Threshold MIDAS Forecasting of Inflation Rate. In: Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Nonparametric Models with Random Effects In: Advanced Studies in Theoretical and Applied Econometrics. [Citation analysis] | chapter | 0 |
| 2020 | The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2006 | International correlations across stock markets and industries: trends and patterns 1988-2002 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2015 | Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2019 | Smooth coefficient models with endogenous environmental variables In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2020 | Smooth coefficient models with endogenous environmental variables.(2020) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2022 | Income and democracy: a semiparametric approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2023 | Endogeneity in semiparametric threshold regression models with two threshold variables In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2024 | Semiparametric spatial autoregressive models with nonlinear endogeneity In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2024 | Smoothed gradient least squares estimator for linear threshold models In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2020 | The LLN and CLT for U-statistics under cross-sectional dependence In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | (Under)Mining local residential property values: A semiparametric spatial quantile autoregression In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team