Items where Author is "Fan, Yanqin"

Article

Fan, Yanqin, Gentry, Matthew and Li, Tong (2011) A new class of asymptotically efficient estimators for moment condition models. Journal of Econometrics, 162 (2). pp. 268-277. ISSN 0304-4076

Fan, Yanqin and Linton, Oliver (2003) Some higher-order theory for a consistent non-parametric model specification test. Journal of Statistical Planning and Inference, 109 (1-2.). pp. 125-154. ISSN 0378-3758

Monograph

Chen, Xiaohong, Fan, Yanqin and Patton, Andrew J. (2004) Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates. Financial Markets Group Discussion Papers (483). Financial Markets Group, The London School of Economics and Political Science, London, UK.