Yanqin Fan

University of Washington - Department of Economics

Castor Professor of Economics

Box 353330

Seattle, WA 98195-3330

United States

http://econ.washington.edu/people/yanquin-fan/

SCHOLARLY PAPERS

6

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CITATIONS
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Scholarly Papers (6)

1.

Nonparametric Instrumental Regression

Number of pages: 52 Posted: 07 Feb 2009 Last Revised: 15 Jun 2015
Université Paris Dauphine - DRM-CEREG, University of Washington - Department of Economics, University of Toulouse and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 375 (77,362)
Citation 145

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Instrumental Variables, Ill-posed Problem, Tikhonov, Kernel Smoothing

2.

Unit Root Tests with Wavelets

Econometric Theory, Vol. 26, pp. 1305-1331, 2010
Number of pages: 30 Posted: 26 May 2008 Last Revised: 24 Dec 2011
Ramazan Gencay and Yanqin Fan
Simon Fraser University and University of Washington - Department of Economics
Downloads 344 (85,561)
Citation 3

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Unit root tests, cointegration, discrete wavelet transformation, maximum overlap wavelet transformation, energy decomposition

3.

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship

Cowles Foundation Discussion Paper No. 1683
Number of pages: 39 Posted: 18 Nov 2008
Yale University - Cowles Foundation, University of Washington - Department of Economics, University of California, Berkeley - Department of Economics and affiliation not provided to SSRN
Downloads 66 (335,395)
Citation 3

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Multivariate survival models, Misspecified copulas, Penalized pseudo-likelihood ratio, Fixed or random censoring, Kaplan-Meier estimator

4.

Estimation and Inference in an Ecological Inference Model

Number of pages: 32 Posted: 22 Mar 2016
University of Washington - Department of Economics, California Institute of Technology - Division of the Humanities and Social Sciences and California Institute of Technology
Downloads 14 (549,638)

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Copula, ecological inference, partial identification, treatment effects

5.

Maximization by Parts in Extremum Estimation

The Econometrics Journal, Vol. 18, Issue 2, pp. 147-171, 2015
Number of pages: 25 Posted: 15 Jul 2015
University of Washington - Department of Economics, University of Bologna - Department of Economics and Brown University - Department of Economics
Downloads 0 (661,060)
Citation 1
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Extremum estimators, Generalized method of moments, Implied‐states GMM, Iterative backfitting methods, Maximum likelihood, Structural econometrics

6.

Copulas in Econometrics

Annual Review of Economics, Vol. 6, pp. 179-200, 2014
Posted: 08 Aug 2014
Yanqin Fan and Andrew J. Patton
University of Washington - Department of Economics and Duke University - Department of Economics

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