Yanqin Fan

University of Washington - Department of Economics

Castor Professor of Economics

Box 353330

Seattle, WA 98195-3330

United States

http://econ.washington.edu/people/yanquin-fan/

SCHOLARLY PAPERS

5

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895

SSRN CITATIONS
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Top 19,402

in Total Papers Citations

9

CROSSREF CITATIONS

44

Scholarly Papers (5)

1.

Nonparametric Instrumental Regression

Number of pages: 52 Posted: 07 Feb 2009 Last Revised: 15 Jun 2015
Université Paris Dauphine - DRM-CEREG, University of Washington - Department of Economics, University of Toulouse and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 407 (99,624)
Citation 49

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Instrumental Variables, Ill-posed Problem, Tikhonov, Kernel Smoothing

2.

Unit Root Tests with Wavelets

Econometric Theory, Vol. 26, pp. 1305-1331, 2010
Number of pages: 30 Posted: 26 May 2008 Last Revised: 24 Dec 2011
Ramazan Gencay and Yanqin Fan
Simon Fraser University and University of Washington - Department of Economics
Downloads 388 (105,233)
Citation 2

Abstract:

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Unit root tests, cointegration, discrete wavelet transformation, maximum overlap wavelet transformation, energy decomposition

3.

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship

Cowles Foundation Discussion Paper No. 1683
Number of pages: 39 Posted: 18 Nov 2008
Yale University - Cowles Foundation, University of Washington - Department of Economics, University of California, Berkeley - Department of Economics and affiliation not provided to SSRN
Downloads 75 (421,509)

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Multivariate survival models, Misspecified copulas, Penalized pseudo-likelihood ratio, Fixed or random censoring, Kaplan-Meier estimator

4.

Estimation and Inference in an Ecological Inference Model

Number of pages: 32 Posted: 22 Mar 2016
University of Washington - Department of Economics, California Institute of Technology - Division of the Humanities and Social Sciences and California Institute of Technology
Downloads 25 (648,487)

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Copula, ecological inference, partial identification, treatment effects

5.

Copulas in Econometrics

Annual Review of Economics, Vol. 6, pp. 179-200, 2014
Posted: 08 Aug 2014
Yanqin Fan and Andrew J. Patton
University of Washington - Department of Economics and Duke University - Department of Economics

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