Working Papers
``Hierarchical Gaussian Process Models for Regression Discontinuity/Kink under Sharp and Fuzzy Designs" arXiv:2110.00921asdfafasfdaarXiv:2110.00921Xiv:2110.00
Publications
"A Hybrid Nonparametric Multivariate Density Estimator with Applications to Risk Management," (with J. Lin), Econometric Reviews, 2024.
"Calamitous weather, yield risk and mitigation effect of harvest mechanisation: Evidence from China's winter wheat," (with T. Wang, F. Yi, H. Liu and Y. Zhang), Australian Journal of Agricultural and Resource Economics, 2023.
"Electricity Demand Forecasting and Risk Management Using Gaussian Process Model with Error Propagation," (with K. Wen and W. Wu), Journal of Forecasting, 2022.
"Dynamic dependence and risk spillovers between rmb onshore spot and offshore ndf markets," (with J. Lin and P. Yang), Applied Economics, pages 1–13, 2022.
"Revisiting the return-volatility relationship of exchange rates: New evidence from offshore RMB," (with Y. Chen and J. Lin), Pacific Economic Review, accepted.
``Gaussian process modeling of non-stationary crop yield distributions with applications to crop insurance,'' (with Wu, W., Y. Zhang, and D. Leatham), Agricultural Finance Review, accepted.
''Spatially smoothed kernel densities with application to crop yield distributions," (with Wen, K. and Leatham, D.), Journal of Agricultural, Biological, and Environmental Statistics, accepted.
"Bayesian estimation of bidding process and bidder’s preference under shape restrictions" (with Li, D. and Wang, L.), Empirical Economics, 2020.
"Robust kernels for kernel density estimation" (with Wang, S., Li, A. and Wen, K), Economics Letters, 2020.
"Self-aggravation effect of air pollution: Evidence from residential electricity consumption in China" (with F. Yi, H. Ye, Y. Zhang and J. Fei), Energy Economics, 86, 2020.
"A local maximum likelihood model of crop yield distributions" (with Y. Zhang), Canadian Journal of Agricultural Economics, 2020.
“A Flexible Copula Specification Test under Censorship” (with J. Lin), Econometric Reviews, 2020.
“A Guided Nonparametric Goodness-of-fit Test with Application to Income Distributions” (with K. Wen), Econometrics Journal, 2019. Download
"Decadal climate variability impacts on climate and crop yields" (with T. Jithitikulchai and B. McCarl), Journal of Agricultural and Applied Economics, 2019.
"Generalized empirical likelihood based kernel estimation of spatially similar densities" (with K. Wen), In M. Chen, J.M. Dunn, A. Golan, and A. Ullah, editors, Advances in Info-Metrics. Oxford University Press, 2019.
"Leverage and volatility feedback effects and conditional dependence index: A nonparametric study" (with Y. Sun), Journal of Risk and Financial Management, 2018.
"Transformation-Kernel Estimation of Copula Densities" (with K. Wen), Journal of Business and Economic Statistics, 2020. Download ; R package 'kdecopula'
“Robust Likelihood Cross Validation for Kernel Density Estimation,” Journal of Business and Economic Statistics, 2019. Download; R package 'rlcv'
“Semiparametric Estimations under Shape Constraints” (with R. Sickles), Econometrics and Statistics, 2018. Download
"Smoothed Kernel Conditional Density Estimation" (with K. Wen), Economics Letters, 52:112–116, 2017. Download
“A Sequential Test for the Specification of Predictive Densities”(with J. Lin), Econometrics Journal, 20:190–220, 2017. Download
"A Simple Consistent Nonparametric Estimator of the Lorenz Curve'' (with Y. Zhang and Q. Li), Advances in Econometrics, 36: 635-654, 2016. Download
"Estimation of a Probability Density Function Using Interval Aggregated Data" (with J. Huang, X. Wang and L. Zhou), Journal of Statistical Computation and Simulation, 86:3093–3105, 2016. Download
"Hedges or Safe Havens--Revisit the Role of Gold and USD against Stock: a Multivariate Extended Skew-t Copula Approach" (with C. Liu, M. Chang and C. Chui), Quantitative Finance, 16:1763–1789, 2016. Download
“Smooth Tests of Copula Specifications” (with J. Lin), Journal of Business and Economic Statistics, 33:128-143,2015. Download
"Penalized Exponential Series Estimation of Copula Densities with an Application to Intergenerational Dependence of Body Mass Index" (with Y. Gao and Y. Zhang), Empirical Economics, 48:61-81, 2015. Download
“Transformation-based Nonparametric Estimation of Multivariate Densities” (with M. Chang), Journal of Multivariate Analysis, 135:71-88, 2015. Download
"A data-driven smooth test of symmetry," (with Y. Fang, Q. Li and D. Zhang), Journal of Econometrics, 188:490-501, 2015. Download
"An Improved Transformation-based Kernel Estimator of Densities on the Unit Interval" (with K. Wen), Journal of the American Statistical Association, 110: 773-783, 2015. Download
"Effects of parental divorce on teenage children's risk behavior: incidence and persistence," (with G. Gustavsen and R. Nayga) Journal of Family and Economic Issues, 2015. Download
"The effect of the master marketer program on participants’ knowledge, adoption of practices and relative price received,'' (with D. McCorkle, X. Qin, R. Nayga, M. Waller, S. Amosson, J. Smith, S. Bevers, and M. Welch) The Texas Journal of Agricultural and Natural Resources, 28:50–69, 2015. Download
"Measuring efficiency within farm credit system," (with T. Dang, D.J. Leatham, B.A. McCarl), Agricultural Finance Review, 74:38-54, 2014. Download
"Climate Change and the Risk of Highly Pathogenic Avian Influenza Outbreaks in Birds," (with J.E. Mu, B.A. McCarl, M. Ward), British Journal of Environment and Climate Change, 4(2): 166-185, 2014. Download
"Interdependence of oil prices and stock market indicies: A copula approach," (with Sukcharoen, K., T. Zohrabyan, and D. Leatham), Energy Economics, 44:331-339, 2014. Download
"Global Joint Distribution of Income and Health," (with A. Savvides and T. Stengos), In J. Ma and M. Wohar, editors, Recent Advances in Estimating Nonlinear Models with Applications in Economics and Finance, Springer, 2013. Download
"Climate Change Influences on Agricultural Research Productivity," (with X. Villavicencio, B. McCarl, and W. Huffman), Climatic Change, 119: 815-824, 2013. Download
"Detecting Statistical Abnormality by Combining Benford’s Law and Panel Data Models," (with Y. Liu and W. Zeng) , Statistical Research (in Chinese), 2012. Download
"Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means," (with S. Wang), Scandinavian Journal of Statistics, 38: 130-146, 2011. Download
"Obesity and Moral Hazard in Demands for Visits to Physicians," (with G. Gustavsen and R. Nayga), Contemporary Economic Policy, 29: 620-633, 2011. Download
"Climate Change and Vector-borne Diseases: An Economic Impact Analysis of Malaria in Africa," (with Egbendewe-Mondzozo A., Musumba M., and McCarl B.A.), International Journal of Environmental Research and Public Health, 8(3): 913-930, 2011. Download
"Exponential Series Estimator of Multivariate Densities," Journal of Econometrics, 156: 354-366, 2010. Download
"Information Theoretic Distribution Tests with Applications to Normality," (with T. Stengos), Econometric Reviews, 29(3): 307-369, 2010. Download
"A Weighted Generalized Maximum Entropy Estimator with a Data-driven Weight," Entropy, 11(4): 917-930, 2009. Download
"Exponential Series Estimation of Empirical Copulas with Application to Financial Returns,"(with C. Chui), Advances in Econometrics, Vol.25: Nonparametric Methods, 2009. Download
"Should Students be Used as Subjects in Experimental Auctions?" (with R. Nayga, D. Depositario and T. Laude), Economics Letters, 102(2): 122-124, 2009. Download
"Effects of information on consumers' willingness to pay for golden rice," (with D. Depositario, R. Nayga, and T. Laude), Asian Economic Journal, 23(4):457-476, 2009. Download
"Comparing Open-ended Choice Experiment and Experimental Auctions: An Application to Golden Rice," (with J. Corrigan, R. Nayga, D. Depositario, and T. Laude), American Journal of Agricultural Economics, 91(3): 837-853, 2009. Download
"The Joint Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth," (with T. Stengos and B. Thompson), Advances in Econometrics, Vol.25: Nonparametric Methods, 2009. Download
"The Effect of Food Away from Home and Food at Home Expenditures on Obesity Rates: A State Level Analysis", (with Y. Cai, P. Alviola and R.M. Nayga), Journal of Agricultural and Applied Economics, 40(2): 507-521, 2008. Download
"Climate Change and Future Analysis: Is Stationarity Dying?" (with B., McCarl and X. Villavicencio), American Journal of Agricultural Economics, 90(5): 1241-1247, 2008. Download
"GMM Estimation of Maximum Entropy Density with Interval Data," (with J. Perloff), Journal of Econometrics, 138: 532-546, 2007. Download
"Tax Incidence Varies across the Price Distribution," (with J. Perloff), Economics Letters, 96: 93-99, 2007. Download
"On the Use of Cheap Talk in New Product Valuation," (with R. Brummett and R. Nayga), Economics Bulletin, 2:1-9, 2007. Download
"Overview: Immigration, U.S. Agriculture and Policy Reform," the Choices, 22, 2007.
"Government Policy Effects on Urban and Rural Income Inequality," (with J. Perloff and A. Golan), Review of Income and Wealth, 52(2): 213–235, 2006. Download
"Partially Adaptive Estimation via Maximum Entropy Densities,"(with T. Stengos), Econometrics Journal, 8: 352-336, 2005. Download
"China's Income Distributions, 1985-2001,"(with J. Perloff), Review of Economics and Statistics, 87: 763-775, 2005; featured in the Asia Times, July 21, 2004. Download
"Calculation of Maximum Entropy Densities with Application to Income Distribution," Journal of Econometrics, 115: 347-354, 2003. Download