Yiguo Sun

University of Guelph

Guelph, Ontario

Canada

  • University of Guelph

SCHOLARLY PAPERS

10

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396

SSRN CITATIONS
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Top 49,966

in Total Papers Citations

10

CROSSREF CITATIONS

3

Scholarly Papers (10)

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1.

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 89 (366,001)

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

2.

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
Emir Malikov, Subal C. Kumbhakar and Yiguo Sun
University of Nevada, Las Vegas, State University of New York (SUNY) at Binghamton - Department of Economics and University of Guelph
Downloads 87 (371,025)

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

3.

Endogeneity in Semiparametric Threshold Regression

Number of pages: 62 Posted: 05 Dec 2017
Andros Kourtellos, Thanasis Stengos and Yiguo Sun
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of Guelph
Downloads 57 (465,989)
Citation 1

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Control Function, Series Estimation, Threshold Regression

4.

Spillovers in Trade Agreement Memberships: Does Institutional Homogeneity Matter?

Number of pages: 66 Posted: 22 Mar 2021 Last Revised: 20 Dec 2021
Renliang Liu, Thanasis Stengos and Yiguo Sun
University of Guelph, University of Guelph - Department of Economics and University of Guelph
Downloads 52 (485,458)

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Preferential trade agreements, institutions, spillovers, spatial autoregressive probit model

5.

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 48 (506,795)
Citation 9

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

6.

The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator

Number of pages: 72 Posted: 15 Jun 2021 Last Revised: 05 Oct 2021
Delong Li and Yiguo Sun
University of Guelph - Gordon S. Lang School of Business and Economics and University of Guelph
Downloads 29 (599,151)
Citation 1

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endogeneity, investment, measurement error, series approximation, Tobin’s q, uncertainty

7.

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 22 (645,841)

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

8.

Endogeneity in Semiparametric Threshold Regression Model With Two Threshold Variables

Number of pages: 23 Posted: 25 Oct 2021
Chaoyi Chen, Thanasis Stengos and Yiguo Sun
Central Bank of Hungary, University of Guelph - Department of Economics and University of Guelph
Downloads 12 (720,670)

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Control function; Public debt; Series estimation; Threshold regression.

9.

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

10.

Semi‐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 (832,182)
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Integrated time series, linear cointegrating models, local linear regression approach