Publications
by members of
Tsinghua University → Institute of Economics
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2026
- Hui Chen & Yuhan Cheng & Yanchu Liu & Ke Tang, 2026, "Teaching Economics to the Machines," NBER Working Papers, National Bureau of Economic Research, Inc, number 34713, Jan.
- Lin William Cong & Ke Tang & Jingyuan Wang, 2026, "AlphaPortfolio: Goal-Oriented Investment Management Through Deep Reinforcement Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 35195, May.
2025
- Lin William Cong & Zhiheng He & Ke Tang, 2025, "The Tokenomics of Staking," NBER Working Papers, National Bureau of Economic Research, Inc, number 33640, Apr.
2024
- Lin William Cong & Ke Tang & Danxia Xie & Weiyi Zhao, 2024, "FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 33173, Nov.
- Jeffrey A. Frankel & Yao Hou & Danxia Xie, 2024, "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 32644, Jul.
- Jeffrey Frankel, 2023, "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," CID Working Papers, Center for International Development at Harvard University, number 429, Mar.
2023
- Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2023, "Statistical Tests for Replacing Human Decision Makers with Algorithms," Papers, arXiv.org, number 2306.11689, Jun, revised Dec 2024.
- Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2025, "Statistical Tests for Replacing Human Decision Makers with Algorithms," Management Science, INFORMS, volume 71, issue 11, pages 9145-9170, November, DOI: 10.1287/mnsc.2023.01845.
- Lin William Cong & Ke Tang & Yanxin Wang & Xi Zhao, 2023, "Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem," NBER Working Papers, National Bureau of Economic Research, Inc, number 30949, Feb.
2022
- Darija Barak & Edoardo Gallo & Ke Rong & Ke Tang & Wei Du, 2022, "Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing," Papers, arXiv.org, number 2208.04117, Aug, revised Oct 2022.
2021
- Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021, "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers, arXiv.org, number 2108.08999, Aug.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021, "Crypto Wash Trading," Papers, arXiv.org, number 2108.10984, Aug.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023, "Crypto Wash Trading," Management Science, INFORMS, volume 69, issue 11, pages 6427-6454, November, DOI: 10.1287/mnsc.2021.02709.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2022, "Crypto Wash Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 30783, Dec.
- Lin William Cong & Ke Tang & Bing Wang & Jingyuan Wang, 2021, "An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States," Papers, arXiv.org, number 2109.10009, Sep.
- Lin William Cong & Wenshi Wei & Danxia Xie & Longtian Zhang, 2021, "Endogenous Growth Under Multiple Uses of Data," Papers, arXiv.org, number 2109.10027, Sep.
- Cong, Lin William & Wei, Wenshi & Xie, Danxia & Zhang, Longtian, 2022, "Endogenous growth under multiple uses of data," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104395.
- Lin William Cong & Danxia Xie & Longtian Zhang, 2021, "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Papers, arXiv.org, number 2109.10028, Sep.
- Lin William Cong & Danxia Xie & Longtian Zhang, 2021, "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Management Science, INFORMS, volume 67, issue 10, pages 6480-6492, October, DOI: 10.1287/mnsc.2021.3986.
2020
- Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.
- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021, "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 198-222, DOI: 10.1016/j.jeconom.2020.05.003.
2019
- Liangjun Su & Ke Miao & Sainan Jin, 2019, "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2019, Jan.
- Jin, Sainan & Miao, Ke & Su, Liangjun, 2021, "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 745-777, DOI: 10.1016/j.jeconom.2020.08.002.
- Kang, Lili & Peng, Fei & Zhu, Yu, 2019, "Returns to Higher Education Subjects and Tiers in China: Evidence from the China Family Panel Studies," IZA Discussion Papers, IZA Network @ LISER, number 12071, Jan.
- Kang, Lili & Peng, Fei & Zhu, Yu, 2018, "Returns to higher education subjects and tiers in China - Evidence from the China Family Panel Studies," GLO Discussion Paper Series, Global Labor Organization (GLO), number 238.
- Jia LI & Koji YAMAZAKI & Takahiro ITO, 2019, "Probing Indirect Effects of Civil Conflict on Child Health in Non-Conflict Zones: Evidence from Sri Lanka," GSICS Working Paper Series, Graduate School of International Cooperation Studies, Kobe University, number 35, Dec.
- Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2019, "Decision Making with Machine Learning and ROC Curves," Papers, arXiv.org, number 1905.02810, May.
- Jingyuan Wang & Yang Zhang & Ke Tang & Junjie Wu & Zhang Xiong, 2019, "AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks," Papers, arXiv.org, number 1908.02646, Jul.
2018
- Wenxin Huang & Sainan Jin & Liangjun Su, 2018, "Identifying Latent Grouped Patterns in Cointegrated Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2019, Nov.
- Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020, "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 410-456, June.
2017
- Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017, "Political Uncertainty and Commodity Prices," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-25, Oct.
2015
- Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
- Peter C. B. Phillips & Sainan Jin, 2021, "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 469-520, May, DOI: 10.1111/iere.12494.
- Sainan Jin & Valentina Corradi & Norman Swanson, 2015, "Robust Forecast Comparison," Departmental Working Papers, Rutgers University, Department of Economics, number 201502, May.
- Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017, "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, volume 33, issue 6, pages 1306-1351, December.
- Peng, Fei & Anwar, Sajid & Kang, Lili, 2015, "New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe," MPRA Paper, University Library of Munich, Germany, number 78317, Jan.
- Peng, Fei & Anwar, Sajid & Kang, Lili, 2017, "New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe," Economic Modelling, Elsevier, volume 64, issue C, pages 1-19, DOI: 10.1016/j.econmod.2017.03.004.
2014
- Liangjun Su & Sainan Jin & Yonghui Zhang, 2014, "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 08-2014, Aug.
- Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015, "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 222-244, DOI: 10.1016/j.jeconom.2014.06.018.
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2014, "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers, Singapore Management University, School of Economics, number 09-2014, Aug.
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2015, "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, volume 48, issue 1, pages 9-36, February, DOI: 10.1007/s00181-014-0846-2.
- Kang, Lili & Peng, Fei, 2014, "Acquisition Premiums of Executive Compensation in China: a Matching View," MPRA Paper, University Library of Munich, Germany, number 55766, Apr.
- Peng, Fei & Kang, Lili & Yang, Xiaocong, 2014, "Institutional Monitoring, Coordination and Acquisition Decision in Chinese Public Listed Companies," MPRA Paper, University Library of Munich, Germany, number 63746, Jun.
- Jaime Casassus & Peng Liu & Ke Tang, 2014, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 456.
- Jaime Casassus & Peng Liu & Ke Tang, 2015, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 1, pages 75-86, January.
2013
- Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
- Peter C. B. Phillips & Sainan Jin, 2014, "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 537-554, October, DOI: 10.1080/07350015.2014.908780.
- Peng, Fei & Kang, Lili, 2013, "Wage Flexibility in Chinese Labor Market 1989-2009," MPRA Paper, University Library of Munich, Germany, number 46651, Apr.
- Lili Kang & Fei Peng, 2017, "Wage flexibility in the Chinese labour market, 1989–2009," Regional Studies, Taylor & Francis Journals, volume 51, issue 4, pages 616-628, April, DOI: 10.1080/00343404.2016.1177173.
- Peng, Fei & Kang, Lili, 2013, "Cyclical changes in the wage structure of the United Kingdom: a historical review of the GHS 1972-2002," MPRA Paper, University Library of Munich, Germany, number 47210, May.
- Peng, Fei & Kang, Lili, 2013, "Market Mechanism and Skill Premiums in the UK 1972-2002," MPRA Paper, University Library of Munich, Germany, number 50195, Sep.
- Kang, Lili & Peng, Fei, 2013, "Economic Reform and Productivity Convergence in China," MPRA Paper, University Library of Munich, Germany, number 50810, Apr.
- Lili Kang & Fei Peng, 2018, "Economic Reform and Productivity Convergence in China," Arthaniti: Journal of Economic Theory and Practice, , volume 17, issue 1, pages 50-82, June, DOI: 10.1177/0976747918773129.
- Kang, Lili & Peng, Fei, 2013, "Growth Accounting Analysis in China 1978-2009," MPRA Paper, University Library of Munich, Germany, number 50827, Oct.
2012
- Peng, Fei & Kang, Lili, 2012, "Labour market institutions and skill premiums: an empirical analysis on the UK 1972-2002," MPRA Paper, University Library of Munich, Germany, number 38541, May.
- Fei Peng & Lili Kang, 2013, "Labor Market Institutions and Skill Premiums: An Empirical Analysis on the UK, 1972-2002," Journal of Economic Issues, Taylor & Francis Journals, volume 47, issue 4, pages 959-982, DOI: 10.2753/JEI0021-3624470408.
- Kang, Lili & Peng, Fei, 2012, "Siblings, public facilities and education returns in China," MPRA Paper, University Library of Munich, Germany, number 38922, May.
- Kang, Lili & Peng, Fei, 2012, "Cost Competitiveness Comparisons and Convergence in China," MPRA Paper, University Library of Munich, Germany, number 42449, Nov.
- Kang, Lili & Fei, Peng, 2013, "Cost Competitiveness Comparisons and Convergence in China," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue , pages 49-60, February.
- Lili Kang & Peng Fei, 2013, "Cost Competitiveness Comparisons and Convergence in China," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 49-60, February.
- Kang, Lili & Peng, Fei, 2012, "Selection and Real wage cyclicality: Germany Case," MPRA Paper, University Library of Munich, Germany, number 42452, Oct.
- Kang, Lili & O'Mahony, Mary & Peng, Fei, 2012, "New measures of workforce skills in the EU," MPRA Paper, University Library of Munich, Germany, number 43980, Apr.
- Kang, Lili & O'Mahony, Mary & Peng, Fei, 2012, "New Measures of Workforce Skills in the EU," National Institute Economic Review, National Institute of Economic and Social Research, volume 220, issue , pages 17-28, April.
- Lili Kang & Mary O'Mahony & Fei Peng, 2012, "New Measures of Workforce Skills in the EU," National Institute Economic Review, National Institute of Economic and Social Research, volume 220, issue 1, pages 17-28, April.
2011
- Peng, Fei & Kang, Lili & Jiang, Jun, 2011, "Selection and institutional shareholder activism in Chinese acquisitions," MPRA Paper, University Library of Munich, Germany, number 38701, Dec.
- Kang, Lili & Peng, Fei, 2011, "A selection analysis on education returns in China," MPRA Paper, University Library of Munich, Germany, number 38704, Apr.
- Lili Kang & Fei Peng, 2012, "A selection analysis of returns to education in China," Post-Communist Economies, Taylor & Francis Journals, volume 24, issue 4, pages 535-554, March, DOI: 10.1080/14631377.2012.729307.
- Jaime Casassus & Peng Liu & Ke Tang, 2011, "Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 404.
- Yulu, Chen & Yong, Ma & Ke, Tang, 2011, "The chinese financial system at the Dawn of the 21st century: An Overview," MPRA Paper, University Library of Munich, Germany, number 36027, Jul.
- Daniel Danxia Xie, 2011, "A Generalized Fact and Model of Long-Run Economic Growth: Kaldor Fact as a Special Case," Working Paper Series, Peterson Institute for International Economics, number WP11-4, Jan.
2010
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
- Kang, Lili & Peng, Fei, 2010, "Real wage cyclicality in urban China," MPRA Paper, University Library of Munich, Germany, number 45418, Dec.
- Kang, Lili & Peng, Fei, 2012, "Real wage cyclicality in urban China," Economics Letters, Elsevier, volume 115, issue 2, pages 141-143, DOI: 10.1016/j.econlet.2011.12.009.
- Ke Tang & Wei Xiong, 2010, "Index Investment and Financialization of Commodities," NBER Working Papers, National Bureau of Economic Research, Inc, number 16385, Sep.
- Ke Tang & Wei Xiong, 2012, "Index Investment and the Financialization of Commodities," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 6, pages 54-74, November, DOI: 10.2469/faj.v68.n6.5.
- Frankel, Jeffrey & Xie, Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp10-003, Feb.
- Jeffrey Frankel & Daniel Xie, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," American Economic Review, American Economic Association, volume 100, issue 2, pages 568-572, May, DOI: 10.1257/aer.100.2.568.
- Frankel, Jeffrey A. & Xie, Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Scholarly Articles, Harvard Kennedy School of Government, number 4454158.
- Jeffrey Frankel & Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series, Peterson Institute for International Economics, number WP10-1, Jan.
- Jeffrey A. Frankel & Daniel Xie, 2009, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 15620, Dec.
2009
- Carmichael, Fiona & Ercolani, Marco & Kang, Lili & Maimaiti, Yasheng & O'Mahony, Mary & Peng, Fei & Robinson, Catherine, 2009, "Training, education and productivity," MPRA Paper, University Library of Munich, Germany, number 39899.
- Morris Goldstein & Daniel Xie, 2009, "The Impact of the Financial Crisis on Emerging Asia," Working Paper Series, Peterson Institute for International Economics, number WP09-11, Nov.
- Morris Goldstein & Daniel Xie, 2009, "The impact of the financial crisis on emerging Asia," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 27-80.
2007
- Sainan Jin & Yukako Ono & Qinghua Zhang, 2007, "Demand volatility and the lag between the growth of temporary and permanent employment," Working Paper Series, Federal Reserve Bank of Chicago, number WP-07-19.
2006
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
2005
- Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt16b3j2hd, Oct.
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1516, Jun.
- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007, "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1115-1130, December.
- Ling Hu & Peter C.B. Phillips, 2002, "Nonstationary Discrete Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1364, May.
- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
2004
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6d36x00z, Sep.
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1407, Mar.
- Sainan Jin & Peter Phillips & Yixiao Sun, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 299, Aug.
- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers, Yale School of Management, number ysm347, Jul.
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6mf9q2rt, Nov.
- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006, "Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 3, pages 837-894, August.
2003
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1437, Sep.
- Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004, "Long Run Variance Estimation Using Steep Origin Kernels Without Truncation," Yale School of Management Working Papers, Yale School of Management, number ysm427, Jul.
2002
- Sainan Jin & Peter C.B. Phillips, 2002, "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1373, May.
- Phillips, Peter C. B. & Jin, Sainan, 2002, "The KPSS test with seasonal dummies," Economics Letters, Elsevier, volume 77, issue 2, pages 239-243, October.
Journal articles
2025
- Jin, Sainan & Lu, Xun & Su, Liangjun, 2025, "Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105957.
- Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025, "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105960.
- Su, Liangjun & Jin, Sainan & Wang, Xia, 2025, "Sieve estimation of state-varying factor models," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106064.
- Peng, Fei & Kang, Lili & Yang, Xiaocong & Anwar, Sajid, 2025, "Discrimination based on employer preferences: The height premium in China," Journal of Policy Modeling, Elsevier, volume 47, issue 2, pages 276-297, DOI: 10.1016/j.jpolmod.2024.10.002.
- Jinhai Shi & Lili Kang & Fei Peng & Sajid Anwar, 2025, "Belt and road initiative and export sophistication: The role of China’s outward foreign direct investment," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 34, issue 5, pages 1094-1113, July, DOI: 10.1080/09638199.2024.2369757.
- Zhang, Tao & Tang, Ke & Liu, Taoxiong & Jiang, Tingfeng, 2025, "High frequency online inflation and term structure of interest rates: Evidence from China," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101626.
- Liu, Qingfu & Tang, Ke & Wang, Zi & Zheng, Dechang, 2025, "Does information transmission alleviate the salience bias of fund managers?," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103984.
- Hua, Qiuling & Qiu, Zepeng & Jiang, Tingfeng & Tang, Ke, 2025, "Macroeconomic effects of CBDC negative interest policy in an open economy: A comparison of quantity and price rules," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104119.
- Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2025, "Statistical Tests for Replacing Human Decision Makers with Algorithms," Management Science, INFORMS, volume 71, issue 11, pages 9145-9170, November, DOI: 10.1287/mnsc.2023.01845.
- Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2023, "Statistical Tests for Replacing Human Decision Makers with Algorithms," Papers, arXiv.org, number 2306.11689, Jun, revised Dec 2024.
2024
- Yanglin Li & Shaoping Wang & Sainan Jin & Zhijie Xiao, 2024, "A new test for unit roots with a partial quadratic trend," The Econometrics Journal, Royal Economic Society, volume 27, issue 2, pages 258-277.
- Yiqiu Cao & Sainan Jin & Xun Lu & Liangjun Su, 2024, "Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1169-1184, October, DOI: 10.1080/07350015.2023.2294124.
- Lili Kang & Fei Peng & Sajid Anwar, 2024, "Cultural Heterogeneity of Top Management Teams, Cross-Border Acquisitions, and Financial Performance of Chinese Publicly Listed Companies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 60, issue 8, pages 1748-1761, June, DOI: 10.1080/1540496X.2023.2278663.
- Lili Kang & Fei Peng, 2024, "Star power as quality signal or marketing effect? A path analysis on China's motion‐picture industry," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 3639-3655, July, DOI: 10.1002/ijfe.2850.
- Avanidhar Subrahmanyam & Ke Tang & Jingyuan Wang & Xuewei Yang, 2024, "Leverage Is a Double‐Edged Sword," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1579-1634, April, DOI: 10.1111/jofi.13316.
- Zhi Da & Ke Tang & Yubo Tao & Liyan Yang, 2024, "Financialization and Commodity Markets Serial Dependence," Management Science, INFORMS, volume 70, issue 4, pages 2122-2143, April, DOI: 10.1287/mnsc.2023.4797.
- Yuhan Cheng & Ke Tang, 2024, "GPT's idea of stock factors," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 9, pages 1301-1326, September, DOI: 10.1080/14697688.2024.2318220.
- Zhang, Xiangguo & Zhao, Weiyi & Xie, Danxia, 2024, "Environmental regulation, academic top managers and green innovation: Evidence from China," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106129.
- Jinglei Huang & Danxia Xie & Zhihao Xu, 2024, "Sequential innovation and contribution distribution: measurement from game live-streaming industry," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-10, December, DOI: 10.1057/s41599-024-03073-7.
2023
- Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023, "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 4, pages 596-622, June, DOI: 10.1002/jae.2962.
- Lili Kang & Fei Peng & Sajid Anwar, 2023, "Cultural heterogeneity, acquisition experience and the performance of Chinese cross-border acquisitions," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 28, issue 2, pages 738-765, April, DOI: 10.1080/13547860.2021.1950112.
- Lili Kang & Sajid Anwar & Fei Peng, 2023, "Ownership Structure, Acquisitions And Executive Compensation: Evidence From Publicly Listed Chinese Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 01, pages 285-315, March, DOI: 10.1142/S0217590820500113.
- Kang, Wenjin & Tang, Ke & Wang, Ningli, 2023, "Financialization of commodity markets ten years later," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2023.100313.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023, "Crypto Wash Trading," Management Science, INFORMS, volume 69, issue 11, pages 6427-6454, November, DOI: 10.1287/mnsc.2021.02709.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021, "Crypto Wash Trading," Papers, arXiv.org, number 2108.10984, Aug.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2022, "Crypto Wash Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 30783, Dec.
- Yao Hou & Rong Li & Danxia Xie & Longtian Zhang & Qingquan Zhang, 2023, "The evolution of monetary rules with financial stability considerations," Applied Economics, Taylor & Francis Journals, volume 55, issue 45, pages 5267-5286, September, DOI: 10.1080/00036846.2022.2138819.
- Freeman, Richard B. & Yang, Buyuan & Zhang, Baitao, 2023, "Data deepening and nonbalanced economic growth," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2023.103503.
- Tiantian Dai & Shenyi Jiang & Tao Jin & Buyuan Yang, 2023, "Language and segregation: evidence from housing markets in the United States," Applied Economics, Taylor & Francis Journals, volume 55, issue 11, pages 1157-1183, March, DOI: 10.1080/00036846.2022.2096866.
2022
- Peng, Fei & Anwar, Sajid & Kang, Lili, 2022, "Number of siblings, access to treated water and returns to education in China," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 526-538, DOI: 10.1016/j.eap.2022.03.004.
- Kang, Lili & Peng, Fei & Anwar, Sajid, 2022, "All that glitters is not gold: Do movie quality and contents influence box-office revenues in China?," Journal of Policy Modeling, Elsevier, volume 44, issue 2, pages 492-510, DOI: 10.1016/j.jpolmod.2021.09.009.
- Jiang, Tingfeng & Liu, Taoxiong & Tang, Ke & Zeng, Jiaqing, 2022, "Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103166.
- Tang, Ke & Xiong, Qiaoqin & Zhang, Fengyu, 2022, "Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 540-553, DOI: 10.1016/j.iref.2021.12.019.
- Cong, Lin William & Wei, Wenshi & Xie, Danxia & Zhang, Longtian, 2022, "Endogenous growth under multiple uses of data," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104395.
- Lin William Cong & Wenshi Wei & Danxia Xie & Longtian Zhang, 2021, "Endogenous Growth Under Multiple Uses of Data," Papers, arXiv.org, number 2109.10027, Sep.
2021
- Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021, "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 198-222, DOI: 10.1016/j.jeconom.2020.05.003.
- Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.
- Jin, Sainan & Miao, Ke & Su, Liangjun, 2021, "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 745-777, DOI: 10.1016/j.jeconom.2020.08.002.
- Liangjun Su & Ke Miao & Sainan Jin, 2019, "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2019, Jan.
- Peter C. B. Phillips & Sainan Jin, 2021, "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 469-520, May, DOI: 10.1111/iere.12494.
- Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
- Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021, "Gender and herding," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 379-400, DOI: 10.1016/j.jempfin.2021.10.005.
- Li, Jiarong & Guo, Jie Michael & Hu, Nan & Tang, Ke, 2021, "Do corporate managers believe in luck? Evidence of the Chinese zodiac effect," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101861.
- Jie Bai & Shanjun Li & Danxia Xie & Hui Zhou, 2021, "Environmental Protection or Environmental Protectionism? Evidence from Tail Pipe Emission Standards in China," AEA Papers and Proceedings, American Economic Association, volume 111, pages 381-385, May, DOI: 10.1257/pandp.20211033.
- Lin William Cong & Danxia Xie & Longtian Zhang, 2021, "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Management Science, INFORMS, volume 67, issue 10, pages 6480-6492, October, DOI: 10.1287/mnsc.2021.3986.
- Lin William Cong & Danxia Xie & Longtian Zhang, 2021, "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Papers, arXiv.org, number 2109.10028, Sep.
2020
- Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020, "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 410-456, June.
- Wenxin Huang & Sainan Jin & Liangjun Su, 2018, "Identifying Latent Grouped Patterns in Cointegrated Panels," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 3-2019, Nov.
- Peng, Fei & Anwar, Sajid & Kang, Lili, 2020, "Institutional monitoring, coordination and corporate acquisitions in China," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.08.018.
- Fei Peng & Lili Kang & Taoxiong Liu & Jia Cheng & Luxiao Ren, 2020, "Trade Agreements and Global Value Chains: New Evidence from China’s Belt and Road Initiative," Sustainability, MDPI, volume 12, issue 4, pages 1-24, February.
- Fei Peng & Sajid Anwar & Lili Kang, 2020, "Job Movement and Real Wage Flexibility in Eastern and Western Parts of Germany," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 764-789, October, DOI: 10.1007/s12197-020-09516-6.
- Wenjin Kang & K. Geert Rouwenhorst & Ke Tang, 2020, "A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets," Journal of Finance, American Finance Association, volume 75, issue 1, pages 377-417, February, DOI: 10.1111/jofi.12845.
- Ge, Yiqing & Tang, Ke, 2020, "Commodity prices and GDP growth," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101512.
- Ke Tang, 2020, "Editor’s foreword," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 12, pages 1901-1902, December, DOI: 10.1080/14697688.2020.1813966.
2019
- Liangjun Su & Xia Wang & Sainan Jin, 2019, "Sieve Estimation of Time-Varying Panel Data Models With Latent Structures," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 334-349, April, DOI: 10.1080/07350015.2017.1340299.
- Fei Peng & Lili Kang & Sajid Anwar & Xue Li, 2019, "Star power and box office revenues: evidence from China," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 43, issue 2, pages 247-278, June, DOI: 10.1007/s10824-018-9338-0.
2018
- Lili Kang & Fei Peng & Yu Zhu & An Pan, 2018, "Harmony in Diversity: Can the One Belt One Road Initiative Promote China’s Outward Foreign Direct Investment?," Sustainability, MDPI, volume 10, issue 9, pages 1-28, September.
- Lili Kang & Fei Peng, 2018, "Economic Reform and Productivity Convergence in China," Arthaniti: Journal of Economic Theory and Practice, , volume 17, issue 1, pages 50-82, June, DOI: 10.1177/0976747918773129.
- Kang, Lili & Peng, Fei, 2013, "Economic Reform and Productivity Convergence in China," MPRA Paper, University Library of Munich, Germany, number 50810, Apr.
- Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2018, "Latent jump diffusion factor estimation for commodity futures," Journal of Commodity Markets, Elsevier, volume 9, issue C, pages 35-54, DOI: 10.1016/j.jcomm.2018.01.001.
- Ke Tang, 2018, "Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 9, pages 1451-1451, September, DOI: 10.1080/14697688.2018.1488668.
- Qi Miao & Danxia Xie & Weiqiang Zhong, 2018, "Platform Externality, Asymmetric Information, and Counterfeit Deterrence in E-Commerce," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 14, pages 3209-3234, November, DOI: 10.1080/1540496X.2017.1378639.
2017
- Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017, "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, volume 33, issue 6, pages 1306-1351, December.
- Sainan Jin & Valentina Corradi & Norman Swanson, 2015, "Robust Forecast Comparison," Departmental Working Papers, Rutgers University, Department of Economics, number 201502, May.
- Peng, Fei & Anwar, Sajid & Kang, Lili, 2017, "New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe," Economic Modelling, Elsevier, volume 64, issue C, pages 1-19, DOI: 10.1016/j.econmod.2017.03.004.
- Peng, Fei & Anwar, Sajid & Kang, Lili, 2015, "New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe," MPRA Paper, University Library of Munich, Germany, number 78317, Jan.
- Lili Kang & Fei Peng, 2017, "Wage flexibility in the Chinese labour market, 1989–2009," Regional Studies, Taylor & Francis Journals, volume 51, issue 4, pages 616-628, April, DOI: 10.1080/00343404.2016.1177173.
- Peng, Fei & Kang, Lili, 2013, "Wage Flexibility in Chinese Labor Market 1989-2009," MPRA Paper, University Library of Munich, Germany, number 46651, Apr.
2016
- Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun, 2016, "Model averaging with high-dimensional dependent data," Economics Letters, Elsevier, volume 148, issue C, pages 68-71, DOI: 10.1016/j.econlet.2016.09.010.
- Li, Hongjun & Li, Qi & Liu, Ruixuan, 2016, "Consistent model specification tests based on k-nearest-neighbor estimation method," Journal of Econometrics, Elsevier, volume 194, issue 1, pages 187-202, DOI: 10.1016/j.jeconom.2016.03.004.
- Ke Tang & Haoxiang Zhu, 2016, "Commodities as Collateral," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2110-2160.
- Jinghai Zheng & Liming Wang & Ke Tang, 2016, "China’s road to modernization," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 14, issue 1, pages 1-8, February, DOI: 10.1080/14765284.2015.1133988.
2015
- Jin, Sainan & Su, Liangjun & Xiao, Zhijie, 2015, "Adaptive Nonparametric Regression With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1153-1191, December.
- Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015, "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 222-244, DOI: 10.1016/j.jeconom.2014.06.018.
- Liangjun Su & Sainan Jin & Yonghui Zhang, 2014, "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 08-2014, Aug.
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2015, "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, volume 48, issue 1, pages 9-36, February, DOI: 10.1007/s00181-014-0846-2.
- Sainan Jin & Liangjun Su & Yonghui Zhang, 2014, "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers, Singapore Management University, School of Economics, number 09-2014, Aug.
- Ai, Chunrong & Li, Hongjun & Lin, Zhongjian & Meng, Meixia, 2015, "Estimation of panel data partly specified Tobit regression with fixed effects," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 316-326, DOI: 10.1016/j.jeconom.2015.03.002.
- Hongjun Li & Zhongjian Lin & Cheng Hsiao, 2015, "Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach," Empirical Economics, Springer, volume 48, issue 1, pages 427-438, February, DOI: 10.1007/s00181-014-0813-y.
- Jaime Casassus & Peng Liu & Ke Tang, 2015, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 1, pages 75-86, January.
- Jaime Casassus & Peng Liu & Ke Tang, 2014, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 456.
2014
- Sainan Jin & Liangjun Su & Aman Ullah, 2014, "Robustify Financial Time Series Forecasting with Bagging," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 575-605, August, DOI: 10.1080/07474938.2013.825142.
- Peter C. B. Phillips & Sainan Jin, 2014, "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 4, pages 537-554, October, DOI: 10.1080/07350015.2014.908780.
- Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
- Ke Tang & Changyun Wang & Shiyi Wang, 2014, "China's Imported Inflation and Global Commodity Prices," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue 3, pages 162-177, May.
- Jinghai Zheng & Liming Wang & Ke Tang, 2014, "Guest Editors’ Introduction: Chinese Exploration and World Economic Order," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 50, issue S6, pages 1-3, November, DOI: 10.1080/1540496X.2014.1013837.
2013
- Sainan Jin & Liangjun Su, 2013, "A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 4, pages 469-512, December, DOI: 10.1080/07474938.2012.690669.
- Kang, Lili & Fei, Peng, 2013, "Cost Competitiveness Comparisons and Convergence in China," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue , pages 49-60, February.
- Lili Kang & Peng Fei, 2013, "Cost Competitiveness Comparisons and Convergence in China," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 49-60, February.
- Kang, Lili & Peng, Fei, 2012, "Cost Competitiveness Comparisons and Convergence in China," MPRA Paper, University Library of Munich, Germany, number 42449, Nov.
- Fei Peng & Lili Kang, 2013, "Labor Market Institutions and Skill Premiums: An Empirical Analysis on the UK, 1972-2002," Journal of Economic Issues, Taylor & Francis Journals, volume 47, issue 4, pages 959-982, DOI: 10.2753/JEI0021-3624470408.
- Peng, Fei & Kang, Lili, 2012, "Labour market institutions and skill premiums: an empirical analysis on the UK 1972-2002," MPRA Paper, University Library of Munich, Germany, number 38541, May.
- Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013, "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4107-4119, DOI: 10.1016/j.jbankfin.2013.07.018.
- Jaime Casassus & Peng Liu & Ke Tang, 2013, "Economic Linkages, Relative Scarcity, and Commodity Futures Returns," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 5, pages 1324-1362.
- Liyan Han & Rong Liang & Ke Tang, 2013, "Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 4, pages 613-626, March, DOI: 10.1080/14697688.2013.775477.
- Ke Tang & Changyun Wang, 2013, "Are Chinese warrants derivatives? Evidence from connections to their underlying stocks," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 8, pages 1225-1240, July, DOI: 10.1080/14697688.2012.740570.
2012
- Su, Liangjun & Jin, Sainan, 2012, "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 34-47, DOI: 10.1016/j.jeconom.2012.01.006.
- Kang, Lili & O'Mahony, Mary & Peng, Fei, 2012, "New Measures of Workforce Skills in the EU," National Institute Economic Review, National Institute of Economic and Social Research, volume 220, issue , pages 17-28, April.
- Lili Kang & Mary O'Mahony & Fei Peng, 2012, "New Measures of Workforce Skills in the EU," National Institute Economic Review, National Institute of Economic and Social Research, volume 220, issue 1, pages 17-28, April.
- Kang, Lili & O'Mahony, Mary & Peng, Fei, 2012, "New measures of workforce skills in the EU," MPRA Paper, University Library of Munich, Germany, number 43980, Apr.
- Kang, Lili & Peng, Fei, 2012, "Real wage cyclicality in urban China," Economics Letters, Elsevier, volume 115, issue 2, pages 141-143, DOI: 10.1016/j.econlet.2011.12.009.
- Kang, Lili & Peng, Fei, 2010, "Real wage cyclicality in urban China," MPRA Paper, University Library of Munich, Germany, number 45418, Dec.
- Lili Kang & Fei Peng, 2012, "A selection analysis of returns to education in China," Post-Communist Economies, Taylor & Francis Journals, volume 24, issue 4, pages 535-554, March, DOI: 10.1080/14631377.2012.729307.
- Kang, Lili & Peng, Fei, 2011, "A selection analysis on education returns in China," MPRA Paper, University Library of Munich, Germany, number 38704, Apr.
- K. Geert Rouwenhorst & Ke Tang, 2012, "Commodity Investing," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 447-467, October.
- Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012, "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, volume 21, issue 3, pages 211-222, DOI: 10.1016/j.jhe.2012.05.003.
- Tang, Ke & Wang, Wenjun & Xu, Rong, 2012, "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 228-246, DOI: 10.1016/j.pacfin.2011.09.002.
- M. A. H. Dempster & Elena Medova & Ke Tang, 2012, "Determinants of oil futures prices and convenience yields," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 12, pages 1795-1809, December, DOI: 10.1080/14697688.2012.691202.
- Ke Tang, 2012, "Time-varying long-run mean of commodity prices and the modeling of futures term structures," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 5, pages 781-790, April, DOI: 10.1080/14697688.2010.488654.
- Ke Tang & Wei Xiong, 2012, "Index Investment and the Financialization of Commodities," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 6, pages 54-74, November, DOI: 10.2469/faj.v68.n6.5.
- Ke Tang & Wei Xiong, 2010, "Index Investment and Financialization of Commodities," NBER Working Papers, National Bureau of Economic Research, Inc, number 16385, Sep.
2011
- Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
- Liu, Peng & Tang, Ke, 2011, "The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield," Journal of Empirical Finance, Elsevier, volume 18, issue 2, pages 211-224, March.
- Dempster, M.A.H. & Tang, Ke, 2011, "Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities," Journal of Banking & Finance, Elsevier, volume 35, issue 3, pages 639-652, March.
- Ke Tang & Changyun Wang, 2011, "Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0, pages 47-60, January.
2010
- Su, Liangjun & Jin, Sainan, 2010, "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, volume 157, issue 1, pages 18-33, July.
- Liu, Peng (Peter) & Tang, Ke, 2010, "No-arbitrage conditions for storable commodities and the modeling of futures term structures," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1675-1687, July.
- Jeffrey Frankel & Daniel Xie, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," American Economic Review, American Economic Association, volume 100, issue 2, pages 568-572, May, DOI: 10.1257/aer.100.2.568.
- Frankel, Jeffrey & Xie, Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp10-003, Feb.
- Frankel, Jeffrey A. & Xie, Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Scholarly Articles, Harvard Kennedy School of Government, number 4454158.
- Jeffrey Frankel & Daniel, 2010, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series, Peterson Institute for International Economics, number WP10-1, Jan.
- Jeffrey A. Frankel & Daniel Xie, 2009, "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 15620, Dec.
- Gary Hufbauer & Daniel Danxia Xie, 2010, "Financial Stability and Monetary Policy: Need for International Surveillance," Journal of International Economic Law, Oxford University Press, volume 13, issue 3, pages 939-953, September.
2009
- Jin, Sainan, 2009, "Discrete choice modeling with nonstationary panels applied to exchange rate regime choice," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 312-321, June.
- Morris GOLDSTEIN & Daniel XIE, 2009, "US Credit Crisis and Spillovers to Asia," Asian Economic Policy Review, Japan Center for Economic Research, volume 4, issue 2, pages 204-222, December, DOI: 10.1111/j.1748-3131.2009.01124.x.
- Morris Goldstein & Daniel Xie, 2009, "The impact of the financial crisis on emerging Asia," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 27-80.
- Morris Goldstein & Daniel Xie, 2009, "The Impact of the Financial Crisis on Emerging Asia," Working Paper Series, Peterson Institute for International Economics, number WP09-11, Nov.
2008
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
- Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
- Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2008, "Long term spread option valuation and hedging," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2530-2540, December.
2007
- Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007, "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1115-1130, December.
- Hu, Ling & Phillips, Peter C. B., 2004, "Nonstationary discrete choice," Journal of Econometrics, Elsevier, volume 120, issue 1, pages 103-138, May.
- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1516, Jun.
- Sainan Jin & Liangjun Su, 2007, "Forecasting the car penetration rate (CPR) in China: a nonparametric approach," Applied Economics, Taylor & Francis Journals, volume 39, issue 17, pages 2189-2195, DOI: 10.1080/00036840600749631.
2006
- Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006, "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-8.
- Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006, "A new approach to robust inference in cointegration," Economics Letters, Elsevier, volume 91, issue 2, pages 300-306, May.
- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
- Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006, "Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 3, pages 837-894, August.
- Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004, "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6mf9q2rt, Nov.
2005
- Liangjun Su & Sainan Jin, 2005, "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, volume 6, issue 2, pages 251-261, November.
2002
- Phillips, Peter C. B. & Jin, Sainan, 2002, "The KPSS test with seasonal dummies," Economics Letters, Elsevier, volume 77, issue 2, pages 239-243, October.
- Sainan Jin & Peter C.B. Phillips, 2002, "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1373, May.
Books
2022
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Alternative Data and Artificial Intelligence Techniques," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, number 978-3-031-11612-4, ISBN: ARRAY(0x806a2850), November, DOI: 10.1007/978-3-031-11612-4.
Chapters
2022
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "An Introduction to Quantitative Portfolio Management and Risk Management," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_1.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Fraud and Deception Detection: Text-Based Data Analytics," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_10.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Machine Learning Technique in Trading: A Case Study in the EURUSD Market," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_11.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Analyzing the Special Purpose Acquisition Corporation (SPAC) with ESG Factors," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_12.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "ESG Impacts on Corporation’s Fundamental: Studies from the Healthcare Industry," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_13.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Data Visualization," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_14.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Interacting with a MongoDB Database from a Python Function in AWS Lambda," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_15.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "The Major Trends in Global Financial Asset Management," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_2.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Machine Learning and AI in Financial Portfolio Management," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_3.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Introduction of Alternative Data in Finance," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_4.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Alternative Data Utilization from a Country Perspective," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_5.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Smart Beta and Risk Factors Based on Textural Data and Machine Learning," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_6.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Smart Beta and Risk Factors Based on IoTs," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_7.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Environmental, Social Responsibility, and Corporate Governance (ESG) Factors of Corporations," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_8.
- Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022, "Sentiment Factors in Finance," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, chapter 0, "Alternative Data and Artificial Intelligence Techniques", DOI: 10.1007/978-3-031-11612-4_9.
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