科学研究

Multiproduct Firms and the Business Cycle

Diyue Guo 20190705

Optimal Smoothing Parameter Selection in Single-Index Model Derivative Estimation

Shuang Yao, Guannan Liu 20190705

Semiparametric Estimation and Variable Selection for Single-index Copula Models

Bingduo Yang, Christian M. Hafner, Guannan Liu, Wei Long 20190705

Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models

Guannan Liu, Wei Long, Zongwu Cai, Bingduo Yang 20190705

A Multi-Stage Market Game that Implements any Walrasian Allocation in any Pure-Exchange Environment

Mouhua Liao 20190703

A Regime Shift Model with Nonparametric Switching Mechanism

Haiqiang Chen, Yingxing Li, Ming Lin, Yanli Zhu 20190703

A new approach to test predictability in quantile regression with persistent predictors

Zongwu Cai, Haiqiang Chen, Xiaosai Liao 20190703

Does E-Commerce Crowd Out Consumer Spending at Brick-and-Mortar Stores?

Haiqiang Chen, Wenlan Qian 20190703

A Simple Asymptotically F-Distributed Portmanteau Test for Time Series Models with Uncorrelated Innovations

Xuexin Wang, Yixiao Sun 20190703

The Impact of Options Introduction on the Underlying Stock: Evidence from Chinese Stock Markets

Haiqiang Chen, Gideon Bruce, Chuanhai Zhang 20190703