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Disambiguation of "Fan, Yanqin"

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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

, and . Journal of Econometrics, 135 (1-2): 125--154 (00 2006)

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Yanqin Shen

Min Fan

Fan Dai

Xiaohua Fan

Jianhong Fan

 

Other publications of authors with the same name

Bootstrapping J-type tests for non-nested regression models, and . Economics Letters, 48 (2): 107--112 (May 1995)Average derivative estimation with errors-in-variables. Journal of Nonparametric Statistics, 4 (4): 395--407 (1995)Some higher-order theory for a consistent non-parametric model specification test, and . Journal of Statistical Planning and Inference, 109 (1-2): 125--154 (Jan 1, 2003)Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series, and . Journal of Econometrics, 91 (2): 373--401 (August 1999)Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification, and . Journal of Econometrics, 135 (1-2): 125--154 (00 2006)A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS, and . Econometric Reviews, 21 (3): 337--352 (2002)On goodness-of-fit tests for weakly dependent processes using kernel method, and . Journal of Nonparametric Statistics, 11 (1): 337--360 (1999)Root-n-consistent estimation of partially linear time series models, and . Journal of Nonparametric Statistics, 11 (1): 251--269 (1999)A data-driven test for dispersive ordering. Statistics & Probability Letters, 41 (4): 331--336 (Feb 15, 1999)On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes.. IEEE Trans. Inf. Theory, 49 (2): 516-521 (2003)