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Yanqin Fan · Study
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Author
Yanqin Fan
10 works
· latest 2023
· 4 institutions
cluster: provisional
Works
10 shown
Evaluation of the reliability and validity of the health regulatory focus scale in Chinese samples
Frontiers in Psychology
·
2023
·
5 authors
·
Open access
5
citations
Copulas in Econometrics
Annual Review of Economics
·
2014
·
2 authors
·
review
·
Open access
92
citations
UNIT ROOT TESTS WITH WAVELETS
Econometric Theory
·
2010
·
2 authors
·
Open access
158
citations
STATISTICAL INFERENCE FOR MULTIVARIATE RESIDUAL COPULA OF GARCH MODELS
·
2009
·
4 authors
40
citations
Efficient Estimation of Semiparametric Multivariate Copula Models
Journal of the American Statistical Association
·
2006
·
3 authors
256
citations
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Journal of Econometrics
·
2005
·
1 author
402
citations
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
Canadian Journal of Statistics
·
2005
·
2 authors
148
citations
Estimation of copula-based semiparametric time series models
Journal of Econometrics
·
2005
·
1 author
435
citations
Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
120
citations
Semiparametric Estimation of Stochastic Production Frontier Models
Journal of Business and Economic Statistics
·
1996
·
3 authors
249
citations