Ying Fang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Comparison of covariate balance weighting methods in estimating treatment effects	2023-09-22	Paper
A New Forecasting Model for USD/CNY Exchange Rate	2023-03-13	Paper
https://portal.mardi4nfdi.de/entity/Q5098650	2022-09-01	Paper
Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models	2022-06-03	Paper
Weak Instrumental Variables Models for Longitudinal Data	2022-05-31	Paper
Recent advances in statistical methodologies in evaluating program for high-dimensional data	2022-04-28	Paper
Optimal reinsurance for both an insurer and a reinsurer under general premium principles	2022-04-25	Paper
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence	2022-03-16	Paper
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation	2022-03-09	Paper
On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest	2022-01-10	Paper
Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko	2022-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q4984577	2021-04-26	Paper
An alternative test for conditional unconfoundedness using auxiliary variables	2020-11-04	Paper
Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach	2020-10-14	Paper
Statistical analysis and evaluation of macroeconomic policies: a selective review	2020-03-25	Paper
Visualization analysis of heart diseases using two‐dimensional electrocardiogram sequences	2020-02-14	Paper
Econometric modeling of risk measures: a selective review of the recent literature	2019-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4623632	2019-02-22	Paper
A semiparametric quantile panel data model with an application to estimating the growth effect of FDI	2018-10-12	Paper
Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer	2018-07-19	Paper
A new malware classification approach based on malware dynamic analysis	2017-08-25	Paper
Panel data models with cross-sectional dependence: a selective review	2017-01-06	Paper
The validity of instruments revisited	2016-08-15	Paper
ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES	2015-11-03	Paper
A data-driven smooth test of symmetry	2015-08-13	Paper
A simple spatial dependence test robust to local and distributional misspecifications	2015-01-12	Paper
Optimal dividend and capital injection strategies for a risk model under force of interest	2014-11-24	Paper
Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability	2014-02-24	Paper
A new nonparametric stability test with an application to major Chinese macroeconomic time series	2013-11-19	Paper
Are ``nearly exogenous instruments reliable?	2013-01-29	Paper
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information	2011-12-28	Paper
On the renewal risk model with interest and dividend	2011-09-29	Paper
On optimality of the barrier strategy for the classical risk model with interest	2011-03-14	Paper
Optimal dividends in the Brownian motion risk model with interest	2009-06-11	Paper
Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest	2007-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q4229926	2000-06-21	Paper
On the second order wave diffraction in two-layer fluids	1997-09-21	Paper

Research outcomes over time

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