← All authors Cindy Yu Iowa State University (from arXiv:2007.10160, 2020) · ORCID · OpenAlex
31 papers in scope · 31 published · 1 on the econ.EM arXiv · 1,187 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Luca Attolico Oskar Gustafsson Pär Stockhammar Mattias Villani Zhenzhong Wang Zhengyuan Zhu Philippe Goulet Coulombe Nicolaj Søndergaard Mühlbach Maxime Leroux Dalibor Stevanović Daniel Borup Bent Jesper Christensen Stéphane Surprenant Mikkel Slot Nielsen Maximilian Goebel Maximilian Göbel Karin Klieber Eduardo Mendes Massimiliano Marcellino Marcelo C. Medeiros Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 31)
Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability
published 2025 · Scandinavian Journal of Statistics
with Emily Berg, Sixia Chen
Fundamental Anomalies
published 2025 · Management Science · 1 citations · first circulated 2021
with Erica X. N. Li, Guo-Liang Ma, Shujing Wang
Modeling Implied Volatility Surface Using B-Splines with Time-Dependent Coefficients Predicted by Tree-Based Machine Learning Methods
published 2024 · Mathematics · 2 citations
with Zihao Chen, Yuyang Li
Composite estimation to combine spatially overlapping environmental monitoring surveys
published 2024 · PLoS ONE
with Steven L. Garman, Yuyang Li
The Application of Symbolic Regression on Identifying Implied Volatility Surface
published 2023 · Mathematics · 3 citations
with Jiayi Luo
published 2023 · Econometrics and Statistics · 3 citations · first circulated 2020
Determining Number of Factors in Dynamic Factor Models Contributing to GDP Nowcasting
published 2021 · Mathematics · 2 citations
with Jiayi Luo
Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach
published 2021 · Econometrics and Statistics · 3 citations
with Yixiao Zhang, Haitao Li
Estimation for nonignorable missing response or covariate using semi-parametric quantile regression imputation and a parametric response probability model
published 2021 · Statistica Sinica · 3 citations
with Emily Berg
Obtaining a Balanced Area Sample for the Bureau of Land Management Rangeland Survey
published 2020 · Journal of Agricultural Biological and Environmental Statistics · 13 citations
with Jie Li, Michael Karl, Todd J. Krueger
A computationally efficient method for selecting a split questionnaire design
published 2019 · Communications in Statistics - Simulation and Computation · 5 citations
with Matthew Stuart
Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior
published 2019 · Econometrics and Statistics · 23 citations
with Lendie Follett
Nowcasting China’s GDP Using a Bayesian Approach
published 2018 · Journal of Management Science and Engineering · 9 citations
Generalized Method of Moments Estimators for Multiple Treatment Effects Using Observational Data from Complex Surveys
published 2018 · Journal of Official Statistics
with Bin Liu, Michael J. Price, Yan Jiang
Macroeconomic Risks and Asset Pricing: Evidence from a Dynamic Stochastic General Equilibrium Model
published 2018 · Management Science · 15 citations · first circulated 2017
with Erica X. N. Li, Haitao Li, Shujing Wang
Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis
published 2016 · Management Science · 43 citations
with Steven Kou, Haowen Zhong
Parameter estimation through semiparametric quantile regression imputation
published 2016 · Electronic Journal of Statistics · 8 citations
with Senniang Chen
Geography of crop yield skewness
published 2015 · Agricultural Economics · 17 citations · first circulated 2012
with Xiaodong Du, David A. Hennessy, Ruiqing Miao, Cindy L. Yu
No-Arbitrage Taylor Rules with Switching Regimes
published 2013 · Management Science · 5 citations · first circulated 2010
with Haitao Li, Tao Li
Parameter estimation and model testing for Markov processes via conditional characteristic functions
published 2013 · Bernoulli · 11 citations
Estimating multiple treatment effects using two-phase semiparametric regression estimators
published 2013 · Electronic Journal of Statistics · 2 citations
with Jason C. Legg, Bin Liu
Testing Day's Conjecture that More Nitrogen Decreases Crop Yield Skewness
published 2012 · American Journal of Agricultural Economics · 32 citations · first circulated 2010
with Xiaodong Du, David A. Hennessy, David Hennessy, Cindy L. Yu
A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data
published 2011 · Journal of the American Statistical Association · 203 citations
with Jae Kwang Kim
Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis
published 2011 · Energy Economics · 543 citations · first circulated 2009
with Xiaodong Du, Dermot J. Hayes, Cindy L. Yu
A comparison of sample set restriction procedures
published 2011 · Quality Engineering · 8 citations
with Jason C. Legg
no link
Dynamics of Biofuel Stock Prices: A Bayesian Approach
published 2010 · American Journal of Agricultural Economics · 8 citations · first circulated 2009
with Xiaodong Du, Dermot J. Hayes, Cindy L. Yu
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
published 2010 · Mathematical Finance · 49 citations
The asymptotic behavior of the R/S statistic for fractional Brownian motion
published 2010 · Statistics & Probability Letters · 7 citations
with Wen Li, Alicia Carriquiry, Wolfgang Kliemann
Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes
published 2009 · Journal of the American Statistical Association · 16 citations
A Calibration Experiment in a Longitudinal Survey With Errors-in-Variables
published 2009 · Journal of Agricultural Biological and Environmental Statistics
with Jason C. Legg
A Bayesian Analysis of Return Dynamics with Lévy Jumps
published 2006 · Review of Financial Studies · 153 citations · first circulated 2005
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).