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Qingliang (Michael) Fan

Personal Details

First Name:Qingliang (Michael)
Middle Name:
Last Name:Fan
Suffix:
RePEc Short-ID:pfa489
http://michaelqfan.weebly.com

Affiliation

Wang Yanan Institute for Studies in Economics (WISE)
Xiamen University

Fujian, China
http://www.wise.xmu.edu.cn/

: 86-592-2180855
86-592-2187708

RePEc:edi:wixmucn (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Tao Chen & Qingliang Fan, 2018. "A functional data approach to model score difference process in professional basketball games," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 112-127, January.
  2. Qingliang Fan & Wei Zhong, 2018. "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 388-399, July.
  3. Fan, Qingliang & Wang, Ting, 2017. "The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium," Finance Research Letters, Elsevier, vol. 21(C), pages 222-227.
  4. Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Fan, Qingliang & Wang, Ting, 2017. "The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium," Finance Research Letters, Elsevier, vol. 21(C), pages 222-227.

    Cited by:

    1. Chong, Terence Tai Leung & Kwok, Stanley, 2019. "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper 92185, University Library of Munich, Germany.

  2. Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.

    Cited by:

    1. Zhentao Shi, 2016. "Estimation of Sparse Structural Parameters with Many Endogenous Variables," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1582-1608, December.

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