Faculty profile
Yiguo Sun
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Research
Latest papers
A threshold effect of COVID-19 risk on oil price returns.
Energy economics · 2023 · first author
Latest funding
- $29,846
Social Networks with Missing Data, Endogeneity, and Nonlinearity
SSHRC · 2025 · Principal investigator
- $29,849
Measurement error in empirical corporate finance
SSHRC · 2022 · Co-investigator
- $96,430
Functional-coefficient spatial autoregressive models with nonparametric spatial weights
SSHRC · 2016 · Principal investigator
1 publications.
A threshold effect of COVID-19 risk on oil price returns.
Sun Y, Li D, Suo C, Wang Y
Social Networks with Missing Data, Endogeneity, and Nonlinearity
Principal investigators: Sun, Yiguo
Keywords: endogeneity; missing data; nonparametric regression; social network; spatial regression
Measurement error in empirical corporate finance
Principal investigators: Li, Delong
Keywords: Measurement error; Tobin's q; Investment; Cash flow; Uncertainty; Nonparametric estimation; Endogeneity; Prudential policy
Functional-coefficient spatial autoregressive models with nonparametric spatial weights
Principal investigators: Sun, Yiguo
Keywords: conditional economic growth convergence equation; functional coefficients; local linear regression; nonparametric GMM estimator; nonparametric spatial weight matrix; sieve estimator; spatial autoregressive models
Canadian econometrics study group meeting on the development and economic application of flexible and non-linear econometric models
Principal investigators: Maynard, Alex S.
Keywords: dossiers médicaux; partage de connaissances; archives; asiles; soins psychiatriques; patients psychiatriques; professionnels de la santé; méthodologie de la recherche en histoire
Consistent nonparametric cointegration tests based on functional coefficient models with nonstationary data
Principal investigators: Sun, Yiguo
Keywords: cointegration tests; functional coefficient model; local linear regression
Studies on density evolution of asset returns via functional principal component analysis
Principal investigators: Sun, Yiguo
Keywords: functional data analysis; pricipal component analysis; asset returns; distribution evolution
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
Frequent collaborators
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