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Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective

Qingliang Fan, Wei Zhong Journal of Business & Economic 20190326
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules

Yanli Zhu, Haiqiang Chen, Ming Lin Studies in Nonlinear Dynamics 20190303
The role of trading frictions in financial markets

Samuel Huber, Jaehong Kim Journal of Economic Dynamics a 20190218
A Semiparametric Quantile Panel Data Model with an Application to Estimating the Growth Effect of FDI

Zongwu Cai, Linna Chen, Ying Fang Journal of Econometrics 20190210
Inferences for a Partially Varying Coefficient Model with Endogenous Regressors

Zongwu Cai, Ying Fang, Ming Lin, Jia Su Journal of Business & Economic 20190208
Price informativeness and adaptive trading

Huanhuan Zheng, Haiqiang Chen Journal of Evolutionary Econom 20190203
The impact of temperature on gaming productivity: evidence from online games

Xiaojia Bao, Qingliang Fan Empirical Economics 20190201
利率期限结构模型

Oldrich A. Vasicek, 牛霖琳经济资料译丛 20190131
US and Chinese yield curve responses to RMB exchange rate policy shocks: An analysis with the arbitrage-free Nelson-Siegel term structure model

Zhiwu Hong, Linlin Niu, Gengming Zeng China Finance Review Internati 20190131
Runing with a Mask? The Effect of Air Pollution on Marathon Runners' Performance

Mengmeng Guo, Shihe Fu Journal of Sports Economics 20190111

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