Publications:
1. A note on the use of V and U statistics in nonparametric
models of regression (with C. Martins-Filho), Annals
of the Institute of Statistical Mathematics,
58(2), 389-406, 2006.
2. Estimation of value-at-risk and expected shortfall based on
nonlinear models of return dynamics and extreme value theory (with C.
Martins-Filho), Studies in Nonlinear Dynamics and
Econometrics, 10(2), Article 4, 2006.
3.
Nonparametric
frontier estimation via local linear regression (with C.
Martins-Filho), Journal of Econometrics, 141(1),
283-319, 2007.
4. A smooth nonparametric conditional quantile frontier
estimator (with C. Martins-Filho), Journal of Econometrics, 143(2), 317-333, 2008.
5. Nonparametric regression estimation with general parametric error covariance (with C. Martins-Filho), Journal of Multivariate Analysis, 100(3), 309-333, 2009.
6. The effect of advertising on collusion: a trigger strategy approach, Atlantic Economic Journal, 40(1), 21-37,2012.
7. Kernel based estimation of semiparametric regression in triangular systems (with C. Martins-Filho), Economics Letters, 115(1), 24-27, 2012.
8. Efficient semiparametric instrumental variable estimation under conditional heteroskedasticity, Journal of Quantitative Economics,10(1), 32-55, 2012. Appendix to: Efficient semiparametric instrumental variable estimation under conditional heteroskedasticity.
9. A nonparametric R-square test for the presence of relevant variables (with A. Ullah), Journal of Statistical Planning and Inference,143(9), 1527-1547, 2013. Appendix to A nonparametric R-square test for the presence of relevant variables.
10. Semiparametric stochastic frontier estimation via profile likelihood (with C. Martins-Filho), Econometric Reviews, 34(4), 413-451, 2015.
Technical supplement to Semiparametric stochastic frontier estimation via profile likelihood (with C. Martins-Filho).
11. High order condtional quantile estimation based on nonparametric models of regression (with C. Martins-Filho and M. Torero), Econometric Reviews, 34(6-10), 906-957, 2015.
12. An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: applications to nonparametric estimators and test statistics (with C. Martins-Filho), Communications in Statistics-Theory and Methods, 44, 3251-3265, 2015.
13. Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimation of the return to schooling (with J. Zhang), Empirical Economics, 48, 253-281, 2015.
14. The debt-equity choice of Japanese firms (with
T. T. Chong and T. Y. Law), the
International Journal of Business and Society, Vol. 17 No. 2, 2016, 167-182, 2016.
15. Confucius Institute's effects on international
travel to China: do cultural difference or institutional quality matter?
(with D. Lien and F. Zhang), Applied
Economics,49, 3669-3683, 2017.
16. Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory (with C. Martins-Filho and M. Torero), Econometric Theory, 34, 23-67, 2018.
17. An investigation of Confucius Institute's effects on China's OFDI via cultural difference and institutional quality (with C. Xu, F. Zhang, Y. Wang), accept at Journal of Asian Business Studies.
18. Estimation of stochastic production frontiers using semiparametric smooth coefficient models with panel data (with S. C. Kumbhakar and F. Zhang), Journal of Business & Economic Statistics, 37:3,556-572, 2019.
19. Does economic freedom affect the production frontier? A semiparametric approach with panel data (with F. Zhang and J. Hall), Economic Inquiry, 56, 1380-1395, 2018.
20. Estimation
of a zero-inefficiency varying coefficient stochastic frontier model: a
semiparametric approach based on panel data (with T. Wang, J. Tian and S. C.
Kumbhakar), Economics Letters, 166,
25-30, 2018.
21. Estimation of a partially
linear additive model with generated covaraites (with
C. Martins-Filho and X. Geng), Journal of Statistical Planning and Inference, 208, 94-118, 2020.
22. Does high debt ratio
influence Chinese firms' performance? A semiparametric
stochastic frontier approach with zero inefficiency (with J. Tian and T. Wang),
Empirical Economics, 61, 587-636,
2021.
23. A nonparametric test of
significant variables in gradients (with T. Wang), Econometric Theory,
37, 959-1003, 2021.
24. A new estimator of a jump
discontinuity in regression (with C. Martins-Filho and S. Xie), Economics
Letters, 218, 2022
25. Efficient estimation in a
varying coefficient panel data model with different smoothing variables and
fixed effect (with Q. Lu, Y. Sun and J. Zhang), accepted at Advances in
Econometrics, Volume in honor of Subal Kumbhakar, 2022.
26. A flexible stochastic
production frontier model with panel data (with T. Wang and S. C. Kumbhakar),
accepted at Journal of Applied Econometrics.
27. Excessive external borrowing
in China: evidence from a nonparametric threshold regression model with fixed
effects (with J. Tian and T. Wang), accepted at Mathematics.
Completed Manuscripts:
1. Confucius
Institute's effects on China's higher education exports: a perspective from
cultural difference and institutional quality (with D. Lien and F. Zhang).
2. Operational efficiency and
stock performance: new evidence from a semiparametric panel model (with T.
Wang, Z. Wang, S. C. Kumbhakar and T. Jiang).
3. Understanding real estate
matches through a semiparametric panel model of the matching function (with T.
Wang and A. Nowak).
4. Estimating corporate
investment efficiency with bias correction: a semiparametric panel model
approach (with T. Wang, Z. Wang, and S. C. Kumbhakar), revise and resubmit at Journal
of the Royal Statistical Society: Series A.
Work in
Progress:
1. Efficient estimation of
nonparametric seemingly unrelated regression models (with C. Martins-Filho and
Y. Wang).
2. Efficient
estimation of partially linear models under nonparametric endogeneity (with C.
Martins-Filho and J. Zhang).
3. A nonparametric partial R-square test for omitted variables in additive models (with A. Ullah).
4. Semiparametric estimation of generalized additive models (with C. Martins-Filho).
5. Maximum likelihood estimation of multiplicative fixed effects dynamic panel data models with short time periods (with C. Hsiao).
6. Forecasting Several Macroeconomic Variables-an Application of Bayesian Vector Autoregressions.