Yiguo Sun

University of Guelph

Guelph, Ontario

Canada

  • University of Guelph

SCHOLARLY PAPERS

13

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750

SSRN CITATIONS
Rank 49,354

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Top 49,354

in Total Papers Citations

10

CROSSREF CITATIONS

3

Scholarly Papers (13)

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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 130 (328,481)
Citation 1

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

2.

Illiquidity premiums in international corporate bond markets

Number of pages: 53 Posted: 24 Jul 2022
Delong Li, Mitchell Riddell, Yiguo Sun and David Adler
University of Guelph - Gordon S. Lang School of Business and Economics, University of Toronto, Department of Economics, Students, University of Guelph and CFA Institute
Downloads 129 (330,377)

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corporate bonds, liquidity level, liquidity premium, emerging markets, credit spreads

3.

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 108 (375,257)

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

4.

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 94 (411,739)
Citation 1

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

5.

Spatial Spillovers in Trade Agreement Memberships: Does Institutional Proximity Matter?

Number of pages: 67 Posted: 22 Mar 2021 Last Revised: 29 Sep 2022
Renliang Liu, Thanasis Stengos and Yiguo Sun
Liaoning University, University of Guelph - Department of Economics and University of Guelph
Downloads 74 (474,900)

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Preferential trade agreements, institutions, democracy, economic freedom, spatial econometrics

6.

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 68 (497,068)
Citation 9

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

7.

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 67 (500,888)
Citation 1

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Control Function, Series Estimation, Threshold Regression

8.

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 38 (639,891)

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

9.

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 24 (736,948)

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

10.

A Gaussian Approximated Least Squares Estimator for Linear Threshold Models

Number of pages: 26 Posted: 24 Jul 2022
Yiguo Sun
University of Guelph
Downloads 11 (852,317)

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Estimation, Gaussian Approximation, Linear Threshold Model

11.

A Threshold Effect of Covid-19 Risk on Oil Price Returns

Number of pages: 19 Posted: 14 Mar 2022
Yiguo Sun, Delong Li and Chenyi Suo
University of Guelph, University of Guelph - Gordon S. Lang School of Business and Economics and University of Guelph
Downloads 6 (912,740)

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Covid-19, linear asset pricing model, oil returns, threshold model

12.

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 1 (961,914)

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Integrated time series, linear cointegrating models, local linear regression approach

13.

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