Yiguo Sun

University of Guelph

Guelph, Ontario

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

286

SSRN CITATIONS

9

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Varying Coefficient Panel Data Model in the Presence of Endogenous Selectivity and Fixed Effects

Journal of Econometrics, Forthcoming
Number of pages: 43 Posted: 17 May 2014 Last Revised: 23 Feb 2015
University of Nevada, Las Vegas, State University of New York (SUNY) at Binghamton - Department of Economics and University of Guelph
Downloads 86 (346,537)

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Credit Union, Fixed Effects, Selection, Semiparametric, Smooth Coefficient, Switching Regression, Varying Coefficient

2.

The Value-Undermining Effects of Rock Mining on Nearby Residential Property: A Semiparametric Spatial Quantile Autoregression

Number of pages: 35 Posted: 06 Nov 2017
Emir Malikov, Yiguo Sun and Diane Hite
University of Nevada, Las Vegas, University of Guelph and Auburn University - Department of Agricultural Economics and Rural Sociology
Downloads 66 (402,365)

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Environmental Disamenity, Hedonic Model, Partially Linear, Quantile Regression, Rock Mines, SAR, Semiparametric, Spatial Lag

3.

Endogeneity in Semiparametric Threshold Regression

Number of pages: 62 Posted: 05 Dec 2017
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of Guelph
Downloads 55 (439,987)
Citation 1

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Control Function, Series Estimation, Threshold Regression

4.

Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects

Number of pages: 40 Posted: 06 Nov 2017
Yiguo Sun and Emir Malikov
University of Guelph and University of Nevada, Las Vegas
Downloads 42 (492,390)
Citation 9

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First Difference, Fixed Effects, Hypothesis Testing, Local Linear Regression, Nonparametric GMM, Sieve Estimator, Spatial Autoregressive, Varying Coefficient

5.

A Domino Theory of Regionalism Revisited: The Role of Homogeneity/Heterogeneity in Institutions

Number of pages: 48 Posted: 22 Mar 2021 Last Revised: 19 Apr 2021
University of Guelph, University of Guelph - Department of Economics and University of Guelph
Downloads 20 (614,453)

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Domino theory, institutions, multilateralism, preferential trade agreements, probit model, regionalism, spatial econometrics

6.

Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models

Journal of Econometrics, Forthcoming
Number of pages: 45 Posted: 05 Mar 2017
Emir Malikov and Yiguo Sun
University of Nevada, Las Vegas and University of Guelph
Downloads 17 (635,097)

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Consistent Test, Constrained Estimation, Local Linear Fitting, Nonparametric GMM, Partially Linear, Quadratic Moments, SAR, Spatial Lag

7.

Spacial Dependence in the Residential Canadian Housing Market

Journal of Real Estate Finance and Economics, February 2019, Volume 58, Issue 2
Posted: 09 May 2019
Yuan Zhang, Yiguo Sun and Thanasis Stengos
University of Guelph, University of Guelph and University of Guelph - Department of Economics

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Canadian residential resale housing returns; Impulse response functions; Spatial dependence; Spatial dynamic panel data models; Spatial weight matrix

8.

Semiā€Parametric Estimation of Linear Cointegrating Models with Nonlinear Contemporaneous Endogeneity

Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 437-461, 2014
Number of pages: 25 Posted: 27 Aug 2014
Yiguo Sun
University of Guelph
Downloads 0 (780,600)
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Integrated time series, linear cointegrating models, local linear regression approach