Research
Research
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Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
Qingliang Fan, Wei Zhong Journal of Business & Economic 20190326
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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Yanli Zhu, Haiqiang Chen, Ming Lin Studies in Nonlinear Dynamics 20190303
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The role of trading frictions in financial markets
Samuel Huber, Jaehong Kim Journal of Economic Dynamics a 20190218
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A Semiparametric Quantile Panel Data Model with an Application to Estimating the Growth Effect of FDI
Zongwu Cai, Linna Chen, Ying Fang Journal of Econometrics 20190210
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Inferences for a Partially Varying Coefficient Model with Endogenous Regressors
Zongwu Cai, Ying Fang, Ming Lin, Jia Su Journal of Business & Economic 20190208
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Price informativeness and adaptive trading
Huanhuan Zheng, Haiqiang Chen Journal of Evolutionary Econom 20190203
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The impact of temperature on gaming productivity: evidence from online games
Xiaojia Bao, Qingliang Fan Empirical Economics 20190201
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利率期限结构模型
Oldrich A. Vasicek, 牛霖琳 经济资料译丛 20190131
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US and Chinese yield curve responses to RMB exchange rate policy shocks: An analysis with the arbitrage-free Nelson-Siegel term structure model
Zhiwu Hong, Linlin Niu, Gengming Zeng China Finance Review Internati 20190131
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Runing with a Mask? The Effect of Air Pollution on Marathon Runners' Performance
Mengmeng Guo, Shihe Fu Journal of Sports Economics 20190111