| Semiparametric estimation of fixed-effects panel data varying coefficient models Y Sun, RJ Carroll, D Li Nonparametric econometric methods, 101-129, 2009 | 164 | 2009 |
| International correlations across stock markets and industries: Trends and patterns 1988–2002 L Yang, F Tapon, Y Sun Applied Financial Economics 16 (16), 1171-1183, 2006 | 68 | 2006 |
| Semiparametric estimation and testing of smooth coefficient spatial autoregressive models E Malikov, Y Sun Journal of Econometrics 199 (1), 12-34, 2017 | 62 | 2017 |
| Functional-coefficient spatial autoregressive models with nonparametric spatial weights Y Sun Journal of Econometrics 195 (1), 134-153, 2016 | 55 | 2016 |
| A consistent nonparametric test of parametric regression functional form in fixed effects panel data models Z Lin, Q Li, Y Sun Journal of Econometrics 178, 167-179, 2014 | 51 | 2014 |
| Efficient estimation of semiparametric equivalence scales with evidence from South Africa A Yatchew, Y Sun, C Deri Journal of Business & Economic Statistics 21 (2), 247-257, 2003 | 44 | 2003 |
| Using quantile regression approach to analyze price movements of agricultural products in china G LI, S XU, Z LI, Y SUN, X DONG Journal of Integrative Agriculture 11 (4), 674-683, 2012 | 42 | 2012 |
| Semiparametric efficient adaptive estimation of asymmetric GARCH models Y Sun, T Stengos Journal of Econometrics 133 (1), 373-386, 2006 | 39 | 2006 |
| Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects Y Sun, E Malikov Journal of Econometrics 203 (2), 359-378, 2018 | 38 | 2018 |
| Pointwise estimate for Szasz-type operators S Guo, C Li, Y Sun, G Yang, S Yue Journal of approximation theory 94 (1), 160-171, 1998 | 37 | 1998 |
| Semiparametric functional coefficient models with integrated covariates Y Sun, Z Cai, Q Li Econometric Theory 29 (3), 659-672, 2013 | 36 | 2013 |
| A consistent nonparametric equality test of conditional quantile functions Y Sun Econometric Theory 22 (4), 614-632, 2006 | 32 | 2006 |
| Semiparametric efficient estimation of partially linear quantile regression models Y Sun Annals of Economics and Finance 6 (1), 105, 2005 | 23 | 2005 |
| Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects E Malikov, SC Kumbhakar, Y Sun Journal of Econometrics 190 (2), 233-251, 2016 | 22 | 2016 |
| A pointwise approximation theorem for linear combinations of Bernstein polynomials S Guo, S Yue, C Li, G Yang, Y Sun Abstract and Applied Analysis 1, 397-406, 1996 | 21 | 1996 |
| Functional-coefficient spatial Durbin models with nonparametric spatial weights: An application to economic growth M Koroglu, Y Sun Econometrics 4 (1), 6, 2016 | 19 | 2016 |
| Nonparametric panel data regression models Y Sun, YY Zhang, Q Li | 18 | 2015 |
| Estimates of semiparametric equivalence scales T Stengos, Y Sun, D Wang Journal of Applied Econometrics 21 (5), 629-639, 2006 | 18 | 2006 |
| A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series Y Sun, Z Cai, Q Li Econometric Theory 32 (4), 988-1022, 2016 | 17 | 2016 |
| Smooth coefficient models with endogenous environmental variables MS Delgado, D Ozabaci, Y Sun, SC Kumbhakar Mimeo—Purdue University, 2015 | 17* | 2015 |
Thanasis StengosDepartment of Economics and Finance, University of GuelphVerified email at uoguelph.ca
