Feng Yao, Ph.D.

Affiliations: 
2004 Oregon State University, Corvallis, OR 
Area:
General Economics, Finance
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"Feng Yao"

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Carlos Martins-Filho grad student 2004 Oregon State
 (Three essays on nonparametric and semiparametric regression models.)
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Publications

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Geng X, Martins-Filho C, Yao F. (2020) Estimation of a partially linear additive model with generated covariates Journal of Statistical Planning and Inference. 208: 94-118
Wang T, Tian J, Yao F. (2020) Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency Empirical Economics. 1-50
Yao F, Zhang F, Kumbhakar SC. (2019) Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data Journal of Business & Economic Statistics. 37: 556-572
Zhang F, Hall JC, Yao F. (2018) Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data Economic Inquiry. 56: 1380-1395
Martins-Filho C, Yao F, Torero M. (2018) Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory Econometric Theory. 34: 23-67
Yao F, Wang T, Tian J, et al. (2018) Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach Economics Letters. 166: 25-30
Martins-Filho C, Yao F, Torero M. (2015) High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression Econometric Reviews. 34: 907-958
Martins-Filho C, Yao F. (2015) Semiparametric Stochastic Frontier Estimation via Profile Likelihood Econometric Reviews. 34: 413-451
Yao F, Martins-Filho C. (2015) An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics Communications in Statistics-Theory and Methods. 44: 3251-3265
Yao F, Zhang J. (2015) efficient kernel-based semiparametric iv estimation with an application to resolving a puzzle on the estimates of the return to schooling Empirical Economics. 48: 253-281
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