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Yanqin Fan
Yanqin Fan
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Title
Cited by
Cited by
Year
Estimation of copula-based semiparametric time series models
X Chen, Y Fan
Journal of Econometrics 130 (2), 307-335, 2006
5732006
Consistent model specification tests: omitted variables and semiparametric functional forms
Y Fan, Q Li
Econometrica: Journal of the econometric society, 865-890, 1996
5531996
Nonparametric instrumental regression
S Darolles, Y Fan, JP Florens, E Renault
Econometrica 79 (5), 1541-1565, 2011
5332011
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
X Chen, Y Fan
Journal of econometrics 135 (1-2), 125-154, 2006
4962006
Semiparametric estimation of stochastic production frontier models
Y Fan, Q Li, A Weersink
Journal of Business & Economic Statistics 14 (4), 460-468, 1996
2951996
Efficient estimation of semiparametric multivariate copula models
X Chen, Y Fan, V Tsyrennikov
Journal of the American Statistical Association 101 (475), 1228-1240, 2006
2662006
Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection
X Chen, Y Fan
Canadian Journal of Statistics 33 (3), 389-414, 2005
2092005
Testing the goodness of fit of a parametric density function by kernel method
Y Fan
Econometric Theory 10 (2), 316-356, 1994
2011994
Unit root tests with wavelets
Y Fan, R GenÁay
Econometric Theory 26 (5), 1305-1331, 2010
1992010
Maximization by parts in likelihood inference
PXK Song, Y Fan, JD Kalbfleisch
Journal of the American Statistical Association 100 (472), 1145-1158, 2005
1772005
Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
Y Fan, Q Li
Journal of Nonparametric Statistics 10 (3), 245-271, 1999
1741999
Sharp bounds on the distribution of treatment effects and their statistical inference
Y Fan, SS Park
Econometric Theory 26 (3), 931-951, 2010
1692010
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
X Chen, Y Fan, AJ Patton
London Economics Financial Markets Group Working Paper, 2004
1572004
On goodness-of-fit tests for weakly dependent processes using kernel method
Y Fan, A Ullah
Journal of Nonparametric Statistics 11 (1-3), 337-360, 1999
1431999
Consistent model specification tests: Kernel-based tests versus Bierens' ICM tests
Y Fan, Q Li
Econometric Theory 16 (6), 1016-1041, 2000
1282000
Copulas in econometrics
Y Fan, AJ Patton
Annu. Rev. Econ. 6 (1), 179-200, 2014
1142014
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
X Chen, Y Fan
Journal of Econometrics 91 (2), 373-401, 1999
1091999
Goodness-of-fit tests based on kernel density estimators with fixed smoothing parameters
Y Fan
Econometric Theory 14 (5), 604-621, 1998
881998
Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function
Y Fan
Journal of Multivariate Analysis 62 (1), 36-63, 1997
801997
Asymptotic normality of a combined regression estimator
Y Fan, A Ullah
Journal of Multivariate Analysis 71 (2), 191-240, 1999
751999
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