Feng Yao, Ph.D. - Publications

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

17 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Geng X, Martins-Filho C, Yao F. Estimation of a partially linear additive model with generated covariates Journal of Statistical Planning and Inference. 208: 94-118. DOI: 10.1016/J.Jspi.2020.02.002  0.813
2020 Wang T, Tian J, Yao F. Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency Empirical Economics. 1-50. DOI: 10.1007/S00181-020-01889-1  0.33
2019 Yao F, Zhang F, Kumbhakar SC. Semiparametric Smooth Coefficient Stochastic Frontier Model With Panel Data Journal of Business & Economic Statistics. 37: 556-572. DOI: 10.1080/07350015.2017.1390467  0.358
2018 Zhang F, Hall JC, Yao F. Does Economic Freedom Affect The Production Frontier? A Semiparametric Approach With Panel Data Economic Inquiry. 56: 1380-1395. DOI: 10.1111/Ecin.12548  0.511
2018 Martins-Filho C, Yao F, Torero M. Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory Econometric Theory. 34: 23-67. DOI: 10.1017/S0266466616000517  0.802
2018 Yao F, Wang T, Tian J, Kumbhakar SC. Estimation of a smooth coefficient zero-inefficiency panel stochastic frontier model: A semiparametric approach Economics Letters. 166: 25-30. DOI: 10.1016/J.Econlet.2018.02.015  0.555
2015 Martins-Filho C, Yao F, Torero M. High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression Econometric Reviews. 34: 907-958. DOI: 10.1080/07474938.2014.956612  0.815
2015 Martins-Filho C, Yao F. Semiparametric Stochastic Frontier Estimation via Profile Likelihood Econometric Reviews. 34: 413-451. DOI: 10.1080/07474938.2013.806729  0.812
2015 Yao F, Martins-Filho C. 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. DOI: 10.1080/03610926.2013.839037  0.772
2015 Yao F, Zhang J. 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. DOI: 10.1007/S00181-014-0856-0  0.656
2013 Yao F, Ullah A. A nonparametric R2 test for the presence of relevant variables Journal of Statistical Planning and Inference. 143: 1527-1547. DOI: 10.1016/J.Jspi.2013.03.026  0.488
2012 Martins-Filho C, Yao F. Kernel-based estimation of semiparametric regression in triangular systems Economics Letters. 115: 24-27. DOI: 10.1016/J.Econlet.2011.11.035  0.791
2009 Martins-Filho C, Yao F. Nonparametric regression estimation with general parametric error covariance Journal of Multivariate Analysis. 100: 309-333. DOI: 10.1016/J.Jmva.2008.04.013  0.805
2008 Martins-Filho C, Yao F. A smooth nonparametric conditional quantile frontier estimator Journal of Econometrics. 143: 317-333. DOI: 10.1016/J.Jeconom.2007.10.004  0.806
2007 Martins-Filho C, Yao F. Nonparametric frontier estimation via local linear regression Journal of Econometrics. 141: 283-319. DOI: 10.1016/J.Jeconom.2007.01.005  0.818
2006 Martins-Filho C, Yao F. Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory Studies in Nonlinear Dynamics and Econometrics. 10: 1-43. DOI: 10.2202/1558-3708.1304  0.793
2006 Martins-Filho C, Yao F. A Note on the Use of V and U Statistics in Nonparametric Models of Regression Annals of the Institute of Statistical Mathematics. 58: 389-406. DOI: 10.1007/S10463-006-0034-Z  0.74
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