Estimation of high-frequency volatility: An autoregressive conditional duration approach

by TSE, Yiu Kuen, YANG, Thomas Tao
Published 2012

Quasi-Bayesian inference for production frontiers

by LIU, Xiaobin, YANG, Thomas Tao, ZHANG, Yichong
Published 2020

Testing for Monotonicity in Unobservables under Unconfoundedness

by HODERLEIN, Stefan, SU, Liangjun, WHITE, Halbert, YANG, Thomas Tao
Published 2016

Testing for monotonicity in unobservables under unconfoundedness

by HODERLEIN, Stefan, SU, Liangjun, WHITE, Halbert, YANG, Thomas Tao
Published 2016

Semiparametric single index panel data models with interactive fixed effects: Theory and practice

by FENG, Guohua, PENG, Bin, SU, Liangjun, YANG, Thomas Tao
Published 2016