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Yiguo Sun

Personal Details

First Name:Yiguo
Middle Name:
Last Name:Sun
Suffix:
RePEc Short-ID:psu89
[This author has chosen not to make the email address public]
https://www.uoguelph.ca/lang/people/yiguo-sun
Terminal Degree:2002 Department of Economics; University of Toronto (from RePEc Genealogy)

Affiliation

Department of Economics and Finance
Gordon Lang School of Business and Economics
University of Guelph

Guelph, Canada
http://www.uoguelph.ca/economics/
RePEc:edi:degueca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Chaoyi Chen & Yiguo Sun & Yao Rao, 2023. "Threshold MIDAS Forecasting of Inflation Rate," Working Papers 202314, University of Liverpool, Department of Economics.
  2. Malikov, Emir & Sun, Yiguo, 2017. "Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models," MPRA Paper 77253, University Library of Munich, Germany.
  3. Sun, Yiguo & Malikov, Emir, 2017. "Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects," MPRA Paper 83671, University Library of Munich, Germany.
  4. Andros Kourtellos & Thanasis Stengos & Yiguo Sun, 2017. "Endogeneity in Semiparametric Threshold Regression," Working Paper series 17-13, Rimini Centre for Economic Analysis.
  5. Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo, 2013. "Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects," MPRA Paper 55993, University Library of Munich, Germany.
  6. Thanasis Stengos & Yiguo Sun, 2006. "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Papers 0606, University of Guelph, Department of Economics and Finance.
  7. Sun, Y., 2004. "Decomposing Densities of Stock Indexes Returns," Working Papers 2004-6, University of Guelph, Department of Economics and Finance.
  8. Stengos, T. & Sun, Y. & Wang, D., 2003. "Estimates of Semiparametric Equivalence Scales," Working Papers 2003-7, University of Guelph, Department of Economics and Finance.
  9. Sun, Y., 2003. "Square Root N - Consistent Semiparametric Estimation of Partially Linear Quantile Regression Models," Working Papers 2003-11, University of Guelph, Department of Economics and Finance.
  10. Sun, Y., 2003. "A Consistent Nonparametric Equality Test of Conditional Quantile Functions," Working Papers 2003-10, University of Guelph, Department of Economics and Finance.
  11. Tapon, F. & Sun, Y. & Liu, Y., 2003. "Stock Return Volatility and the Current Internet Phenomenon," Working Papers 2003-3, University of Guelph, Department of Economics and Finance.
  12. Stengos, T. & Sun, Y., 1997. "Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation," Working Papers 1997-3, University of Guelph, Department of Economics and Finance.

Articles

  1. Li, Delong & Sun, Yiguo, 2024. "The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(1), pages 307-338, February.
  2. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
  3. Sun, Yiguo & Li, Delong & Suo, Chenyi & Wang, Yu, 2023. "A threshold effect of COVID-19 risk on oil price returns," Energy Economics, Elsevier, vol. 120(C).
  4. Chaoyi Chen & Thanasis Stengos & Yiguo Sun, 2023. "Endogeneity in semiparametric threshold regression models with two threshold variables," Econometric Reviews, Taylor & Francis Journals, vol. 42(9-10), pages 758-779, November.
  5. Shunan Zhao & Yiguo Sun & Subal C. Kumbhakar, 2022. "Income and democracy: a semiparametric approach," Econometric Reviews, Taylor & Francis Journals, vol. 41(9), pages 1113-1140, September.
  6. Kourtellos, Andros & Stengos, Thanasis & Sun, Yiguo, 2022. "Endogeneity In Semiparametric Threshold Regression," Econometric Theory, Cambridge University Press, vol. 38(3), pages 562-595, June.
  7. Máté Bors & Delong Li & Yiguo Sun, 2021. "Is the Yardstick ratio “a good yardstick†for stock market valuations?," Economics Bulletin, AccessEcon, vol. 41(3), pages 1444-1450.
  8. Alexander Hinton & Yiguo Sun, 2020. "The sunk-cost fallacy in the National Basketball Association: evidence using player salary and playing time," Empirical Economics, Springer, vol. 59(2), pages 1019-1036, August.
  9. Yiguo Sun, 2020. "The LLN and CLT for U-statistics under cross-sectional dependence," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 32(1), pages 201-224, January.
  10. Hui Xiao & Yiguo Sun, 2020. "Forecasting the Returns of Cryptocurrency: A Model Averaging Approach," JRFM, MDPI, vol. 13(11), pages 1-15, November.
  11. Nikos Fatouros & Yiguo Sun, 2020. "Natural Disasters and Economic Growth: A Semiparametric Smooth Coefficient Model Approach," JRFM, MDPI, vol. 13(12), pages 1-9, December.
  12. Emir Malikov & Yiguo Sun & Diane Hite, 2019. "(Under)Mining local residential property values: A semiparametric spatial quantile autoregression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(1), pages 82-109, January.
  13. Yuan Zhang & Yiguo Sun & Thanasis Stengos, 2019. "Spatial Dependence in the Residential Canadian Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 223-263, February.
  14. Michael S. Delgado & Deniz Ozabaci & Yiguo Sun & Subal C. Kumbhakar, 2019. "Smooth coefficient models with endogenous environmental variables," Econometric Reviews, Taylor & Francis Journals, vol. 39(2), pages 158-180, December.
  15. Hui Xiao & Yiguo Sun, 2019. "On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study," JRFM, MDPI, vol. 12(3), pages 1-16, June.
  16. Chaoyi Chen & Yiguo Sun, 2018. "Monte Carlo Comparison for Nonparametric Threshold Estimators," JRFM, MDPI, vol. 11(3), pages 1-15, August.
  17. Sun, Yiguo & Malikov, Emir, 2018. "Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 203(2), pages 359-378.
  18. Yiguo Sun & Ximing Wu, 2018. "Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study," JRFM, MDPI, vol. 11(2), pages 1-20, June.
  19. Malikov, Emir & Sun, Yiguo, 2017. "Semiparametric estimation and testing of smooth coefficient spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 199(1), pages 12-34.
  20. Malikov, Emir & Kumbhakar, Subal C. & Sun, Yiguo, 2016. "Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects," Journal of Econometrics, Elsevier, vol. 190(2), pages 233-251.
  21. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
  22. Sun, Yiguo, 2016. "Functional-coefficient spatial autoregressive models with nonparametric spatial weights," Journal of Econometrics, Elsevier, vol. 195(1), pages 134-153.
  23. Sun, Yiguo & Cai, Zongwu & Li, Qi, 2016. "A Consistent Nonparametric Test On Semiparametric Smooth Coefficient Models With Integrated Time Series," Econometric Theory, Cambridge University Press, vol. 32(4), pages 988-1022, August.
  24. Yiguo Sun & Cheng Hsiao & Qi Li, 2015. "Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 127-145, February.
  25. Yiguo Sun, 2014. "Semi-Parametric Estimation Of Linear Cointegrating Models With Nonlinear Contemporaneous Endogeneity," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 437-461, August.
  26. Lin, Zhongjian & Li, Qi & Sun, Yiguo, 2014. "A consistent nonparametric test of parametric regression functional form in fixed effects panel data models," Journal of Econometrics, Elsevier, vol. 178(P1), pages 167-179.
  27. Sun, Yiguo & Cai, Zongwu & Li, Qi, 2013. "Semiparametric Functional Coefficient Models With Integrated Covariates," Econometric Theory, Cambridge University Press, vol. 29(3), pages 659-672, June.
  28. Sun, Yiguo & Li, Qi, 2011. "Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 541-551.
  29. Sun, Yiguo & Hsiao, Cheng & Li, Qi, 2011. "Measuring correlations of integrated but not cointegrated variables: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 164(2), pages 252-267, October.
  30. Yiguo Sun & Thanasis Stengos, 2008. "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
  31. Sun, Yiguo, 2006. "A Consistent Nonparametric Equality Test Of Conditional Quantile Functions," Econometric Theory, Cambridge University Press, vol. 22(4), pages 614-632, August.
  32. Yiguo Sun & Thanasis Stengos & Dianqin Wang, 2006. "Estimates of semiparametric equivalence scales," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 629-639.
  33. Sun, Yiguo & Stengos, Thanasis, 2006. "Semiparametric efficient adaptive estimation of asymmetric GARCH models," Journal of Econometrics, Elsevier, vol. 133(1), pages 373-386, July.
  34. Yiguo Sun, 2005. "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 105-127, May.
  35. Yatchew, Adonis & Sun, Yiguo & Deri, Catherine, 2003. "Efficient Estimation of Semiparametric Equivalence Scales with Evidence from South Africa," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 247-257, April.
  36. Thanasis Stengos & Yiguo Sun, 2001. "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 41-60.
  37. Shunsheng Guo & Shujie Yue & Cuixiang Li & Ge Yang & Yiguo Sun, 1996. "A pointwise approximation theorem for linear combinations of Bernstein polynomials," Abstract and Applied Analysis, Hindawi, vol. 1, pages 1-10, January.
    RePEc:taf:apfelt:v:2:y:2006:i:2:p:105-109 is not listed on IDEAS
    RePEc:taf:apfiec:v:16:y:2006:i:16:p:1171-1183 is not listed on IDEAS

Chapters

  1. Yiguo Sun & Wei Lin & Qi Li, 2024. "Nonparametric Models with Random Effects," Advanced Studies in Theoretical and Applied Econometrics, in: Laszlo Matyas (ed.), The Econometrics of Multi-dimensional Panels, edition 2, chapter 0, pages 239-284, Springer.
  2. Feng Yao & Qinling Lu & Yiguo Sun & Junsen Zhang, 2024. "Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 133-184, Emerald Group Publishing Limited.
  3. Yiguo Sun & Raymond J. Carroll & Dingding Li, 2009. "Semiparametric estimation of fixed-effects panel data varying coefficient models," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 101-129, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (4) 2017-03-12 2017-07-16 2018-01-01 2018-02-05
  2. NEP-ECM: Econometrics (2) 2017-07-16 2018-02-05
  3. NEP-ETS: Econometric Time Series (1) 2024-03-04
  4. NEP-HEA: Health Economics (1) 2007-04-09

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