Yanqin Fan

发表

On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes

Yanqin Fan, 2003, IEEE Trans. Inf. Theory.

UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL

Yanqin Fan, Xuetao Shi, Yanqin Fan, 2021, Econometric Theory.

CONSISTENT MODEL SPECIFICATION TESTS

Qi Li, Yanqin Fan, Yanqin Fan, 2000, Econometric Theory.

On the density estimation of air pollution in Beijing

Yanqin Fan, Yanqin Fan, Lei Hou, 2018 .

A Simple Test for a Parametric Single Index Model

Yanqin Fan, Yanqin Fan, Zhenjuan Liu, 1997 .

A Consistent Nonparametric Test of Symmetry in Linear Regression Models

Yanqin Fan, Ramazan Gençay, 1995 .

A new class of asymptotically efficient estimators for moment condition models

Yanqin Fan, Tong Li, Matthew Gentry, 2011 .

A KERNEL-BASED METHOD FOR ESTIMATING ADDITIVE PARTIALLY LINEAR MODELS

Qi Li, Yanqin Fan, Yanqin Fan, 2003 .

Optimal bandwidths for kernel density estimators of functions of observations

Yanqin Fan, Ibrahim A. Ahmad, I. Ahmad, 2001 .

Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection

Yanqin Fan, Xiaohong Chen, Xiaohong Chen, 2005 .

Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing

Qi Li, Yanqin Fan, Yanqin Fan, 1999 .

UNIT ROOT TESTS WITH WAVELETS

Yanqin Fan, Ramazan Gencay, R. Gencay, 2008, Econometric Theory.

PARTIAL IDENTIFICATION OF THE DISTRIBUTION OF TREATMENT EFFECTS AND ITS CONFIDENCE SETS

Yanqin Fan, Sang Soo Park, Yanqin Fan, 2009 .

A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS

Qi Li, Yanqin Fan, Yanqin Fan, 2006, Econometric Theory.

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship

Zhiliang Ying, Yanqin Fan, Demian Pouzo, 2008, Journal of econometrics.

Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates

Yanqin Fan, Andrew J. Patton, Xiaohong Chen, 2004 .

On goodness-of-fit tests for weakly dependent processes using kernel method

Yanqin Fan, Aman Ullah, A. Ullah, 1999 .

Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function

Yanqin Fan, Yanqin Fan, 1997 .

SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE

Yanqin Fan, Sang Soo Park, Yanqin Fan, 2009, Econometric Theory.

A wavelet solution to the spurious regression of fractionally differenced processes

Brandon Whitcher, Yanqin Fan, Brandon Whitcher, 2003 .

Consistent Model Specification Tests : Kernel-Based Tests versus Bierens ' ICM Tests

Qi Li, Yanqin Fan, Yanqin Fan, 2008 .

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

Yanqin Fan, Xiaohong Chen, Xiaohong Chen, 1999 .

A direct approach to inference in nonparametric and semiparametric quantile models

Yanqin Fan, Ruixuan Liu, Yanqin Fan, 2016 .