Mai, Jianan* and Sun, Yiguo, 2026. How Does Firm Age Shape Investment–Cash Flow Sensitivity? A Functional-Coefficient Perspective. (In Progress).
Sun, Y., 2026. Social Interactive Models with Unobservable.
Mai, Jianan and Sun, Yiguo, 2026. GMM Estimation and Impulse Response Functions of Spatial Dynamic Panel Simultaneous Equations Models with Two Way Fixed Effects.
Serenidou, E., Stengos, T., Sun, Y., 2026. A framework of spatial models on regression discontinuity design.
Serenidou, E., Stengos, T., Sun, Y., 2026. The Determinants of Total Factor Productivity with Human and Social Capitals: A Semiparametric Approach. (R&R at the Canadian Journal of Economics).
Kourtellos, Andros, Propst, Maximilian , Sun, Yiguo, 2026. Social Curves: A Spatial Functional Regression Approach. (R&R at the Journal of Applied Econometrics).
Chen, C., Sun, Y., and Zhang, J., 2026. Nonparametric Estimation and Testing of Heterogeneous Nonlinear Temperature–Yield Relationships. (Under Review)
Dimiski, Anastasia, Mai, Jiannan*, Sun, Yiguo, 2026. Charting Uncharted Territories: Revisiting EKC and RKC Hypotheses through Spatial Dynamic Panel Simultaneous Equations Model. (Under Review)
Zhang, Jianhan* and Sun, Yiguo, 2025. Measurement Error in Threshold Regression: Robust Estimation and Inference.
Delong Li, Mitchell Riddell, Yiguo Sun, and David Adler, 2022. Illiquidity premiums in international corporate bond markets.
Xiao, Hui and Yiguo Sun, 2022. Trust Thy Neighbor? Uncovering the Structure of the Real Estate Market.
Sun, Yiguo, 2019. Functional-coefficient spatial autoregressive fixed-effects panel data models with unknown social interactions.
Sun, Yiguo , 2012. Gravity of Core Inflation Rates: A Canadian Study.
Sun, Yiguo, 2009. Functional APT Model: Evidence from the U.S. Market. (The old title in 2004: Volatility risk, correlation risk and stock indexes return: evidence from the U.S. market.)
Sun, Yiguo, 2008. Daily Correlation and Volatility Dynamics between National Stock Markets with Non-Overlapping Trading Hours.
Sun, Yiguo, 2007. Dynamic Interdependence across Daily Non-overlapping National Stock Indexes.
Sun, Yiguo, 2003. An Empirical Analysis of Catastrophe-linked Security Markets: Evidence from PCS Call Spread Options Traded at CBOT.