# keywords[]
35 Commerce, Management, Tourism And Services

# keywords[]
35 Commerce, Management, Tourism And Services

# keywords[]
35 Commerce, Management, Tourism And Services

# keywords[]
3501 Accounting, Auditing And Accountability

# keywords[]
35 Commerce, Management, Tourism And Services

# educationAndTraining[].organization.label
Texas A&M University - (College Station, Texas, United States)

# educationAndTraining[].organization.label
Peking University - (Beijing, Beijing, China)

# awardsAndHonors[].label
The Econometric Theory Multa Script Award

# awardsAndHonors[].label
The Econometric Theory Plura Scripsit Award

# publications[].label
A simple consistent bootstrap test for a parametric regression function

# publications[].label
An alternative bandwidth selection method for estimating functional coefficient models

# publications[].label
A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

# publications[].label
Quasi maximum likelihood analysis of high dimensional constrained factor models

# publications[].label
Uniform convergence rate of kernel estimation with mixed categorical and continuous data

# publications[].label
A TRANSFORMATION THAT WILL CIRCUMVENT THE PROBLEM OF AUTOCORRELATION IN AN ERROR-COMPONENT MODEL

# publications[].label
Estimating Time-series Partially Linear Models with Generated Regressor

# publications[].label
A consistent test for conditional heteroskedasticity in time-series regression models

# publications[].label
Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models

# publications[].label
OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS

# publications[].publisher
Statistica Sinica (Institute of Statistical Science)

# publications[].label
SHOULD OIL PRICES RECEIVE SO MUCH ATTENTION? AN EVALUATION OF THE PREDICTIVE POWER OF OIL PRICES FOR THE US ECONOMY

# publications[].label
Functional coefficient regression models with time trend

# publications[].label
Semiparametric Estimation of Stochastic Production Frontier Models

# publications[].label
Model check by kernel methods under weak moment conditions

# publications[].label
A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS

# publications[].label
RATIO-LINDAHL EQUILIBRIA AND AN INFORMATIONALLY EFFICIENT AND IMPLEMENTABLE MIXED-OWNERSHIP SYSTEM

# publications[].label
Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms

# publications[].label
An Approximate Transformation for the Error Component Model with MA(q) Disturbances

# publications[].label
Nonparametric Panel Data Regression Models

# publications[].label
A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES

# publications[].label
Efficient estimation of additive partially linear models

# publications[].label
A Hausman specification test based on root-N-consistent semiparametric estimators

# publications[].label
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions

# publications[].label
The uniqueness of cross-validation selected smoothing parameters in kernel estimation of nonparametric models

# publications[].label
Money growth and inflation in the United States

# publications[].label
Nonparametric model check based on local polynomial fitting

# publications[].label
Cross-Validation and the Estimation of Conditional Probability Densities

# publications[].label
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates

# publications[].label
Semi-parametric estimation of partially linear panel data model

# publications[].label
Nonparametric Estimation of Regression Functions With Mixed Discrete and Continuous Regressor

# publications[].label
Nonparametric testing the similarity of two unknown density functions: Local power and bootstrap analysis

# publications[].label
Consistent model specification tests -: Kernel-based tests versus Bierens' ICM tests

# publications[].label
SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA

# publications[].label
A semi-parametric non-nested test in a dynamic panel data model

# publications[].label
Nonparametric Models with Random Effects

# publications[].label
ESTIMATING ERROR COMPONENT MODELS WITH GENERAL MA(Q) DISTURBANCES

# publications[].label
MONTE-CARLO RESULTS ON SEVERAL NEW AND EXISTING TESTS FOR THE ERROR COMPONENT MODEL

# publications[].label
Gradient-based smoothing parameter selection for nonparametric regression estimation

# publications[].label
Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model

# publications[].label
Non-Parametric Specification Testing of Non-Nested Econometric Models

# publications[].label
The role of price spillovers: what is different in China

# publications[].label
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data

# publications[].label
Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model

# publications[].label
A Note on the Estimation of Simultaneous Equations with Error Components

# publications[].label
On instrumental variable estimation of semiparametric dynamic panel data models

# publications[].label
Multivariate Local Polynomial Kernel Estimators: Leading Bias and Asymptotic Distribution

# publications[].label
Kernel Estimation of Multivariate Conditional Distributions

# publications[].label
NASH-IMPLEMENTATION OF THE LINDAHL CORRESPONDENCE WITH DECREASING RETURNS TO SCALE TECHNOLOGIES

# publications[].label
A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data

# publications[].label
Estimation of average treatment effect based on a semiparametric propensity score

# publications[].label
Estimating a stochastic production frontier when the adjusted error is symmetric

# publications[].label
TESTING AR(1) AGAINST MA(1) DISTURBANCES IN AN ERROR COMPONENT MODEL

# publications[].label
Investigation of patterns in food-away-from-home expenditure for China

# publications[].label
Estimating Semiparametric Econometric Models by Local Linear Method: With An application to Gross Country Growth

# publications[].label
Testing independence by nonparametric kernel method

# publications[].label
The emerging market crisis and stock market linkages: Further evidence

# publications[].label
Is the term structure nonlinear? A semiparametric investigation

# publications[].label
RATIO-LINDAHL AND RATIO EQUILIBRIA WITH MANY GOODS

# publications[].label
Multivariate models of commodity futures markets: a dynamic copula approach.

# publications[].label
DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS

# publications[].label
Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions

# publications[].label
The Heteroscedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model

# publications[].label
Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators

# publications[].label
A SIMPLE RECURSIVE ESTIMATION METHOD FOR LINEAR-REGRESSION MODELS WITH AR(P) DISTURBANCES

# publications[].label
On Hotellings Approach to Testing Nonnested Model

# publications[].label
Semiparametric and Nonparametric Methods in Panel Data Models

# publications[].label
An alternative series based consistent model specification test

# publications[].label
A joint test for serial correlation and random individual effects

# publications[].label
Do parole abolition and Truth-in-Sentencing deter violent crimes in Virginia?

# publications[].tags
16 Peace, Justice and Strong Institutions

# publications[].label
Testing symmetry of an unknown density function by kernel method

# publications[].label
Nonparametric econometrics: Theory and practice

# publications[].label
Root-n-consistent estimation of partially linear time series models

# publications[].label
Estimating average treatment effects with continuous and discrete covariates: The case of Swan-Ganz catheterization

# publications[].label
Nonparametric testing of closeness between two unknown distribution functions

# publications[].label
A Simple Consistent Nonparametric Estimator of the Lorenz Curve

# publications[].label
Panel Data Estimation for Correlated Random Coefficients Models

# publications[].label
MONTE-CARLO EVIDENCE ON PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES AND AN ARBITRARY VARIANCE ON THE INITIAL OBSERVATIONS

# publications[].label
The relationship between stock returns and volatility in international stock markets

# publications[].label
SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES

# publications[].label
ON NASH-IMPLEMENTATION IN THE PRESENCE OF WITHHOLDING

# publications[].label
Comovement of Home Prices: A Conditional Copula Approach

# publications[].label
Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data

# publications[].label
The misalignments in Chinese real effective exchange rate from 1994 to 2020: A counterfactual analysis

# publications[].label
A lagrange multiplier test for the error components model with incomplete panels

# publications[].label
Functional-coefficient models for nonstationary time series data

# publications[].label
Semiparametric Panel Data Models with Heterogeneous Dynamic Adjustment: Theoretical Consideration and an Application to Labor Supply

# publications[].label
A nonparametric test for poolability using panel data

# publications[].label
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form

# publications[].label
COVARIANT VLASOV EQUATION BASED ON THE WALECKA MODEL

# publications[].label
Bootstrapping J-type tests for non-nested regression models

# publications[].label
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests

# publications[].label
ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS

# publications[].label
Some recent developments on nonparametric econometrics

# publications[].label
Nonparametric estimation of varying coefficient dynamic panel data models

# publications[].label
AN IMPLEMENTABLE STATE-OWNERSHIP SYSTEM WITH GENERAL VARIABLE RETURNS

# publications[].label
Testing explosive behavior in the gold market

# publications[].label
Kernel smoothed probability mass functions for ordered datatypes

# publications[].label
Cross-validation and non-parametric k nearest-neighbour estimation

# publications[].label
Relativistic Vlasov equation for heavy-ion collisions.

# publications[].label
Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters

# publications[].label
Nonparametric panel estimation of online auction price processes

# publications[].label
On the root-N-consistent semiparametric estimation of partially linear models

# publications[].label
Smooth coefficient estimation of a seemingly unrelated regression

# publications[].label
INITIAL WAGE, HUMAN CAPITAL AND POST WAGE DIFFERENTIALS

# publications[].label
Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process

# publications[].label
Testing the significance of categorical predictor variables in nonparametric regression models

# publications[].label
Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method

# publications[].label
COMPLETELY FEASIBLE AND CONTINUOUS IMPLEMENTATION OF THE LINDAHL CORRESPONDENCE WITH ANY NUMBER OF GOODS

# publications[].label
A consistent model specification test with mixed discrete and continuous data

# publications[].label
A nonparametric bootstrap test of conditional distributions

# publications[].label
Recent two-stage sample selection procedures with an application to the gender wage gap

# publications[].label
Market Opening and Stock Market Behavior: Taiwan's Experience

# publications[].label
Regime switching in the dynamic relationship between stock returns and inflation

# publications[].label
Nonparametric and Semiparametric Estimation and Hypothesis Testing with Nonstationary Time Series

# publications[].label
Testing for random individual and time effects using unbalanced panel data

# publications[].label
A consistent test for the parametric distribution of regression disturbances

# publications[].label
Chinese trade price and Yuan's valuation

# publications[].label
The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations

# publications[].label
Measuring correlations of integrated but not cointegrated variables: A semiparametric approach

# publications[].label
Nonparametric Panel Estimation of Labor Supply

# publications[].label
A semiparametric varying coefficient model of monotone auction bidding processes

# publications[].label
Prediction in the oneway error component model with serial correlation

# publications[].label
Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data

# publications[].label
European Stock Market Integration: Does EMU Matter?

# publications[].label
A kernel-based method for estimating additive partially linear models

# publications[].label
Cross-validation and the estimation of probability distributions with categorical data

# publications[].label
Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

# publications[].label
Estimating partially linear panel data models with one-way error components

# publications[].label
A nonparametric test for equality of distributions with mixed categorical and continuous data

# publications[].label
Testing serial correlation in semiparametric panel data models

# publications[].label
ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations

# publications[].label
A MONOTONIC PROPERTY FOR ITERATIVE GLS IN THE 2-WAY RANDOM EFFECTS MODEL

# publications[].label
NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS

# publications[].label
Panel Data Models with Heterogeneous Shocks

# publications[].label
Wages, labor quality, and FDI inflows: A new non-linear approach

# publications[].label
Determining the number of factors when the number of factors can increase with sample size

# publications[].label
Fiscal deficits and mean reversion in real exchange rates

# publications[].label
Recent development in non/semiparametric estimation of censoring, sample selection and missing data in panel data model

# publications[].label
Monte Carlo Results on Pure and Pretest Estimation of an Error Component Model with Autocorrelated Disturbances

# publications[].label
Efficient estimation of a semiparametric partially linear varying coefficient model

# publications[].label
Cross-Validation on Local Linear Estimators

# publications[].publisher
Academia Sinica, Institute of Statistical Science

# publications[].label
Property taxes and home prices: A tale of two cities

# publications[].label
Fiscal policy and asset markets: A semiparametric analysis

# publications[].label
Nonparametric Estimation of Joint Density with Categorical and Continuous Data with Applications

# publications[].label
Multivariate local polynomial regression for estimating average derivatives

# publications[].label
Nonparametric Knn estimation with monotone constraints

# publications[].label
Predictor relevance and extramarital affairs

# publications[].label
A consistent nonparametric test for linearity of AR(p) models

# publications[].label
Consistent model specification tests for time series econometric models

# publications[].label
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS

# publications[].label
Transaction tax and stock market behavior: evidence from an emerging market

# publications[].label
Nonparametric estimation and testing of fixed effects panel data models.

# publications[].label
Consistent model specification tests based on k-nearest-neighbor estimation method

# publications[].label
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods

# streetAddress
Texas A&M University; Economics; 4228 TAMU

# etdChairOf[].label
Gu, Jingping (2008-08). Essays in Applied Macroeconomics: Asymmetric Price Adjustment, Exchange Rate and Treatment Effect. Doctoral Dissertation.

# etdChairOf[].label
Yang, Jui-Chung (2014-08). Estimation and Inference under Weak Identification and Persistence: An Application to Forecast-Based Monetary Policy Reaction Function. Doctoral Dissertation.

# etdChairOf[].label
Ju, Gaosheng (2011-08). Three Essays on Microfoundations of Economics. Doctoral Dissertation.

# etdChairOf[].label
Zhang, Daiqiang (2017-03). Essays on Nonparametric Identification and Estimation of Contracts. Doctoral Dissertation.

# etdChairOf[].label
Suh, Jeong Eui (2004-08). Two essays on monetary policy under the Taylor rule. Doctoral Dissertation.

# etdChairOf[].label
Zou, Lin (2009-05). Essays in financial economics and risk management. Doctoral Dissertation.

# etdChairOf[].label
Ouyang, Desheng (2005-08). Nonparametric estimation of econometric models with categorical variables. Doctoral Dissertation.

# etdChairOf[].label
Zhu, Dongni (2016-07). Structural Models of Mergers. Doctoral Dissertation.

# etdChairOf[].label
Gao, Yichen (2013-08). Panel Data Econometric Models: Theory and Application. Doctoral Dissertation.

# etdChairOf[].label
Zhao, Xi (2015-08). Three Essays on the Efficiency of Real Esate Markets. Doctoral Dissertation.

# etdChairOf[].label
Li, Zheng (2017-04). Robust Nonparametric Estimation and Testing of Econometric Models. Doctoral Dissertation.

# etdChairOf[].label
Shi, Yutang (2016-05). Estimation of High Dimensional Factor Models Under General Conditions. Doctoral Dissertation.

# etdChairOf[].label
Liang, Zhongwen (2012-08). Limited Dependent Variable Correlated Random Coefficient Panel Data Models. Doctoral Dissertation.

# etdChairOf[].label
Li, Hongjun (2014-05). Three Essays on Semiparametric Econometrics: Theory and Application. Doctoral Dissertation.

# etdChairOf[].label
Li, Xinrong (2011-12). Essays on Married Women Labor Supply. Doctoral Dissertation.

# etdChairOf[].label
Lin, Zhongjian (2014-05). Semiparametric Methods and Applications. Doctoral Dissertation.

# etdChairOf[].label
Lee, Sungbok (2010-12). Essays on the Relationship of Competition and Firms' Price Responses. Doctoral Dissertation.

# etdChairOf[].label
Huang, Ta-Cheng (2018-05). Nonparametric Estimation and Inference in Econometrics. Doctoral Dissertation.

# etdChairOf[].label
Gao, Wenzheng (2018-05). Essays on Microeconometrics with Applications to Social Network. Doctoral Dissertation.

# etdChairOf[].label
Liu, Guannan (2016-05). Forecasting Financial Returns: A Copula-Based Method and a Robust Test. Doctoral Dissertation.

# etdChairOf[].label
Yao, Shuang (2014-08). Nonparametric Estimation of Derivative Functions with Data-Driven Optimally Selected Smoothing Parameters. Doctoral Dissertation.

# etdChairOf[].label
Long, Wei (2015-08). Econometrics Model Selection: Theory and Applications. Doctoral Dissertation.

# etdChairOf[].label
Shin, Ja Eun (2003-05). Three essays in labor and health economics: individual decisions on occupation, labor supply, and demand for heatlh. Doctoral Dissertation.

# etdChairOf[].label
Green, Carl David August (2015-05). Three Essays on Nonparametric and Semiparametric Methods and Their Applications. Doctoral Dissertation.