| Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory C Martins-Filho, F Yao, M Torero Econometric Theory 34 (1), 23-67, 2018 | 86 | 2018 |
| Semiparametric stochastic frontier estimation via profile likelihood C Martins-Filho, F Yao Econometric Reviews, 2013 | 73 | 2013 |
| Nonparametric regression estimation with general parametric error covariance C Martins-Filho, F Yao Journal of Multivariate Analysis 100 (3), 309-333, 2009 | 66 | 2009 |
| Nonparametric frontier estimation via local linear regression C Martins-Filho, F Yao Journal of Econometrics 141 (1), 283-319, 2007 | 63 | 2007 |
| A smooth nonparametric conditional quantile frontier estimator C Martins-Filho, F Yao Journal of Econometrics 143 (2), 317-333, 2008 | 53 | 2008 |
| Estimation of value-at-risk and expected shortfall based on nonlinear models of return dynamics and extreme value theory C Martins-Filho, F Yao Studies in Nonlinear Dynamics & Econometrics 10 (2), 2006 | 50 | 2006 |
| High-order conditional quantile estimation based on nonparametric models of regression C Martins-Filho, F Yao, M Torero Econometric Reviews 34 (6-10), 907-958, 2015 | 28 | 2015 |
| Semiparametric smooth coefficient stochastic frontier model with panel data F Yao, F Zhang, SC Kumbhakar Journal of Business & Economic Statistics 37 (3), 556-572, 2019 | 24 | 2019 |
| Kernel-based estimation of semiparametric regression in triangular systems C Martins-Filho, F Yao Economics Letters 115 (1), 24-27, 2012 | 23 | 2012 |
| Confucius Institute’s effects on international travel to China: do cultural difference or institutional quality matter? D Lien, F Yao, F Zhang Applied Economics 49 (36), 3669-3683, 2017 | 21 | 2017 |
| PODN is a prognostic biomarker and correlated with immune infiltrates in osteosarcoma F Yao, ZF Zhu, J Wen, FY Zhang, Z Zhang, LQ Zhu, GH Su, QW Yuan, ... Cancer cell international 21, 1-16, 2021 | 18 | 2021 |
| Does economic freedom affect the production frontier? A semiparametric approach with panel data F Zhang, J Hall, F Yao Economic Inquiry 56 (2), 1380-1395, 2018 | 18 | 2018 |
| A Note on the use of V and U statistics in nonparametric models of regression C Martins-Filho, F Yao Annals of the Institute of Statistical Mathematics 58 (2), 389-406, 2006 | 18 | 2006 |
| An investigation of Confucius Institute’s effects on China’s OFDI via cultural difference and institutional quality C Xu, F Yao, F Zhang, Y Wang Journal of Asia Business Studies 14 (3), 241-263, 2020 | 14 | 2020 |
| An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: Applications to nonparametric estimators and test statistics F Yao, C Martins-Filho Communications in Statistics-Theory and methods 44 (15), 3251-3265, 2015 | 13 | 2015 |
| The debt-equity choice of Japanese firms TTL Chong, DTY Law, F Yao International Journal of Business and Society 17 (2), 2016 | 11 | 2016 |
| A nonparametric R-square test for the presence of relevant variables F Yao, A Ullah Journal of Statistical Planning and Inference 143 (9), 1527-1547, 2013 | 11 | 2013 |
| Estimation of quantiles based on nonlinear models of commodity price dynamics and extreme value theory C Martins-Filho, M Torero, F Yao International Food Policy Research Institute, Washington, DC, 2010 | 10 | 2010 |
| Efficient semiparametric instrumental variable estimation under conditional heteroskedasticity F Yao Journal of Quantitative Economics 10 (1), 32-55, 2012 | 9 | 2012 |
| Efficient semiparametric instrumental variable estimation under conditional heteroskedasticity1 F Yao | 9 | 2011 |