Items where Author is "Fan, Yanqin"

Number of items: 3.
  • Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Chen, Xiaohong; Fan, Yanqin; Patton, Andrew J.
  • Some higher-order theory for a consistent non-parametric model specification test. Fan, Yanqin; Linton, Oliver
  • A new class of asymptotically efficient estimators for moment condition models. Fan, Yanqin; Gentry, Matthew; Li, Tong