| Year |
Citation |
Score |
| 2020 |
Fan Y, Han F, Li W, Zhou X. On rank estimators in increasing dimensions Journal of Econometrics. 214: 379-412. DOI: 10.1016/J.Jeconom.2019.08.003 |
0.361 |
|
| 2019 |
Chen H, Fan Y. Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms Journal of Econometrics. 212: 476-502. DOI: 10.1016/J.Jeconom.2019.05.015 |
0.382 |
|
| 2018 |
Fan Y, Liu R. Partial identification and inference in censored quantile regression Journal of Econometrics. 206: 1-38. DOI: 10.1016/J.Jeconom.2018.04.002 |
0.331 |
|
| 2017 |
Fan Y, Manzanares CA. Partial identification of average treatment effects on the treated through difference-in-differences Econometric Reviews. 36: 1057-1080. DOI: 10.1080/07474938.2017.1308036 |
0.312 |
|
| 2017 |
Fan Y, Guerre E, Zhu D. Partial identification of functionals of the joint distribution of “potential outcomes” Journal of Econometrics. 197: 42-59. DOI: 10.1016/J.Jeconom.2016.10.005 |
0.364 |
|
| 2016 |
Fan Y, Liu R, Zhu D. Inference for Optimal Split Point in Conditional Quantiles Frontiers of Economics in China. 11: 40-59. DOI: 10.3868/S060-005-016-0004-6 |
0.383 |
|
| 2016 |
Chen H, Fan Y, Liu R. Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model Journal of Econometrics. 195: 255-270. DOI: 10.1016/J.Jeconom.2016.09.003 |
0.38 |
|
| 2016 |
Fan Y, Liu R. A direct approach to inference in nonparametric and semiparametric quantile models Journal of Econometrics. 191: 196-216. DOI: 10.1016/J.Jeconom.2015.01.009 |
0.395 |
|
| 2015 |
Fan Y, Pastorello S, Renault E. Maximization by parts in extremum estimation Econometrics Journal. DOI: 10.1111/Ectj.12046 |
0.317 |
|
| 2015 |
Fan Y, Liu R. Symmetrized Multivariate k-NN Estimators Econometric Reviews. 34: 828-848. DOI: 10.1080/07474938.2014.956590 |
0.388 |
|
| 2014 |
Fan Y, Sherman R, Shum M. Identifying treatment effects under data combination Econometrica. 82: 811-822. DOI: 10.3982/Ecta10601 |
0.34 |
|
| 2014 |
Fan Y, Patton AJ. Copulas in Econometrics Annual Review of Economics. 6: 179-200. DOI: 10.1146/Annurev-Economics-080213-041221 |
0.331 |
|
| 2014 |
Fan Y, Park SS. Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV Journal of Econometrics. 178: 45-56. DOI: 10.1016/J.Jeconom.2013.08.005 |
0.332 |
|
| 2014 |
Chen H, Fan Y, Wu J. A flexible parametric approach for estimating switching regime models and treatment effect parameters Journal of Econometrics. 181: 77-91. DOI: 10.1016/J.Jeconom.2013.06.006 |
0.39 |
|
| 2012 |
Fan Y, Park SS. Confidence intervals for the quantile of treatment effects in randomized experiments Journal of Econometrics. 167: 330-344. DOI: 10.1016/J.Jeconom.2011.09.019 |
0.355 |
|
| 2011 |
Abadie J, Abbott BP, Abbott R, Abernathy M, Accadia T, Acernese F, Adams C, Adhikari R, Ajith P, Allen B, Allen GS, Ceron EA, Amin RS, Anderson SB, Anderson WG, ... ... Fan Y, et al. Directional limits on persistent gravitational waves using LIGO S5 science data. Physical Review Letters. 107: 271102. PMID 22243300 DOI: 10.1103/Physrevlett.107.271102 |
0.497 |
|
| 2011 |
Darolles S, Fan Y, Florens JP, Renault E. Nonparametric instrumental regression Econometrica. 79: 1541-1565. DOI: 10.3982/Ecta6539 |
0.392 |
|
| 2011 |
Fan Y, Gentry M, Li T. A new class of asymptotically efficient estimators for moment condition models Journal of Econometrics. 162: 268-277. DOI: 10.1016/J.Jeconom.2011.01.006 |
0.397 |
|
| 2010 |
Chen X, Fan Y, Pouzo D, Ying Z. Estimation and model selection of semiparametric multivariate survival functions under general censorship. Journal of Econometrics. 157: 129-142. PMID 24790286 DOI: 10.1016/J.Jeconom.2009.10.021 |
0.403 |
|
| 2010 |
Fan Y, Park SS. Sharp bounds on the distribution of treatment effects and their statistical inference Econometric Theory. 26: 931-951. DOI: 10.1017/S0266466609990168 |
0.379 |
|
| 2009 |
Abbott BP, Abbott R, Adhikari R, Ajith P, Allen B, Allen G, Amin RS, Anderson SB, Anderson WG, Arain MA, Araya M, Armandula H, Armor P, Aso Y, Aston S, ... ... Fan Y, et al. All-sky LIGO search for periodic gravitational waves in the early fifth-science-run data. Physical Review Letters. 102: 111102. PMID 19392186 DOI: 10.1103/Physrevlett.102.111102 |
0.493 |
|
| 2009 |
Fan Y, Wu J. Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets The Review of Economic Studies. 77: 1002-1041. DOI: 10.1111/J.1467-937X.2009.00593.X |
0.386 |
|
| 2008 |
Abbott B, Abbott R, Adhikari R, Ajith P, Allen B, Allen G, Amin R, Anderson SB, Anderson WG, Arain MA, Araya M, Armandula H, Armor P, Aso Y, Aston S, ... ... Fan Y, et al. Search for gravitational-wave bursts from soft gamma repeaters. Physical Review Letters. 101: 211102. PMID 19113401 DOI: 10.1103/Physrevlett.101.211102 |
0.51 |
|
| 2007 |
Chen X, Fan Y. A Model Selection Test For Bivariate Failure-Time Data Econometric Theory. 23: 414-439. DOI: 10.1017/S0266466607070181 |
0.392 |
|
| 2006 |
Chen X, Fan Y, Tsyrennikov V. Efficient estimation of semiparametric multivariate copula models Journal of the American Statistical Association. 101: 1228-1240. DOI: 10.1198/016214506000000311 |
0.412 |
|
| 2006 |
Fan Y, Li Q, Min I. A Nonparametric Bootstrap Test Of Conditional Distributions Econometric Theory. 22: 587-613. DOI: 10.1017/S0266466606060294 |
0.405 |
|
| 2006 |
Chen X, Fan Y. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification Journal of Econometrics. 135: 125-154. DOI: 10.1016/J.Jeconom.2005.07.027 |
0.448 |
|
| 2006 |
Chen X, Fan Y. Estimation of Copula-Based Semiparametric Time Series Models Journal of Econometrics. 130: 307-335. DOI: 10.1016/J.Jeconom.2005.03.004 |
0.419 |
|
| 2005 |
Song PXK, Fan Y, Kalbfleisch JD, Jiang J, Louis TA, Liao JG, Qaqish BF, Ruppert D. Maximization by parts in likelihood inference Journal of the American Statistical Association. 100: 1145-1167. DOI: 10.1198/016214505000000204 |
0.398 |
|
| 2005 |
Chen X, Fan Y. Pseudo‐likelihood ratio tests for semiparametric multivariate copula model selection Canadian Journal of Statistics-Revue Canadienne De Statistique. 33: 389-414. DOI: 10.1002/Cjs.5540330306 |
0.326 |
|
| 2004 |
Chen X, Fan Y, Patton AJ. Simple Tests for Models of Dependence between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates Lse Research Online Documents On Economics. DOI: 10.2139/Ssrn.513024 |
0.403 |
|
| 2004 |
Chen X, Fan Y. Evaluating Density Forecasts via the Copula Approach Finance Research Letters. 1: 74-84. DOI: 10.1016/S1544-6123(03)00002-3 |
0.362 |
|
| 2003 |
Fan Y, Linton OB. Some higher-order theory for a consistent non-parametric model specification test Journal of Statistical Planning and Inference. 109: 125-154. DOI: 10.1016/S0378-3758(02)00307-5 |
0.355 |
|
| 2003 |
Fan Y, Whitcher B. A wavelet solution to the spurious regression of fractionally differenced processes Applied Stochastic Models in Business and Industry. 19: 171-183. DOI: 10.1002/Asmb.497 |
0.314 |
|
| 2002 |
Fan Y, Li Q. A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals Econometric Reviews. 21: 337-352. DOI: 10.1081/Etc-120015787 |
0.415 |
|
| 2001 |
Ahmad IA, Fan Y. Optimal bandwidths for kernel density estimators of functions of observations Statistics & Probability Letters. 51: 245-251. DOI: 10.1016/S0167-7152(00)00136-X |
0.361 |
|
| 2000 |
Fan Y, Li Q. Consistent Model Specification Tests Econometric Theory. 16: 1016-1041. DOI: 10.1017/S0266466600166083 |
0.343 |
|
| 1999 |
Fan Y, Ullah A. On goodness-of-fit tests for weakly dependent processes using kernel method Journal of Nonparametric Statistics. 11: 337-360. DOI: 10.1080/10485259908832788 |
0.352 |
|
| 1999 |
Fan Y, Li Q. Root-n-consistent estimation of partially linear time series models Journal of Nonparametric Statistics. 11: 251-269. DOI: 10.1080/10485259908832783 |
0.358 |
|
| 1999 |
Fan Y, Li Q. Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing Journal of Nonparametric Statistics. 10: 245-271. DOI: 10.1080/10485259908832762 |
0.374 |
|
| 1999 |
Chen X, Fan Y. Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series Journal of Econometrics. 91: 373-401. DOI: 10.1016/S0304-4076(98)00081-5 |
0.42 |
|
| 1999 |
Fan Y. A data-driven test for dispersive ordering☆ Statistics & Probability Letters. 41: 331-336. DOI: 10.1016/S0167-7152(98)00093-5 |
0.353 |
|
| 1999 |
Fan Y, Ullah A. Asymptotic Normality of a Combined Regression Estimator Journal of Multivariate Analysis. 71: 191-240. DOI: 10.1006/Jmva.1999.1838 |
0.4 |
|
| 1998 |
Fan Y. Goodness-Of-Fit Tests Based On Kernel Density Estimators With Fixed Smoothing Parameters Econometric Theory. 14: 604-621. DOI: 10.1017/S0266466698145036 |
0.434 |
|
| 1997 |
Fan Y, Li Q. A consistent nonparametric test for linearity of AR(p) models Economics Letters. 55: 53-59. DOI: 10.1016/S0165-1765(97)00054-2 |
0.35 |
|
| 1997 |
Fan Y, Liu Z. A Simple Test for a Parametric Single Index Model Opsearch. 34: 186-195. DOI: 10.1007/Bf03398523 |
0.343 |
|
| 1997 |
Fan Y. Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function Journal of Multivariate Analysis. 62: 36-63. DOI: 10.1006/Jmva.1997.1672 |
0.392 |
|
| 1996 |
Fan Y, Li Q. Consistent model specification tests : Omitted variables and semiparametric functional forms Econometrica. 64: 865-890. DOI: 10.2307/2171848 |
0.373 |
|
| 1996 |
Fan Y, Li Q, Weersink A. Semiparametric Estimation of Stochastic Production Frontier Models Journal of Business & Economic Statistics. 14: 460-468. DOI: 10.1080/07350015.1996.10524675 |
0.41 |
|
| 1995 |
Fan Y. Average derivative estimation with errors-in-variables Journal of Nonparametric Statistics. 4: 395-407. DOI: 10.1080/10485259508832628 |
0.347 |
|
| 1995 |
Fan Y. Bootstrapping a consistent nonparametric goodness-of-fit test Econometric Reviews. 14: 367-382. DOI: 10.1080/07474939508800326 |
0.396 |
|
| 1995 |
Fan Y, Gencay R. A Consistent Nonparametric Test of Symmetry in Linear Regression Models Journal of the American Statistical Association. 90: 551-557. DOI: 10.1080/01621459.1995.10476547 |
0.385 |
|
| 1994 |
Fan Y. Testing the goodness of fit of a parametric density function by kernel method Econometric Theory. 10: 316-356. DOI: 10.1017/S0266466600008434 |
0.338 |
|
| 1990 |
Fan Y. Consistent nonparametric multiple regression for dependent heterogeneous processes: The fixed design case Journal of Multivariate Analysis. 33: 72-88. DOI: 10.1016/0047-259X(90)90006-4 |
0.32 |
|
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