Yiguo Sun

Biographic Data

ID8921000
NAMEYiguo Sun
GIVEN NAMESYiguo
FAMILY NAMESun
SIGNATURESUN Y
AFFILIATIONSUniversity of Guelph
ORCID0000-0003-2014-8742
VERIFIEDYes
TOTAL WORKS5
TOTAL CITATIONS0
AUTHOR COUNT5
EDITOR COUNT0
FIRST PUBLICATION YEAR2003
LATEST PUBLICATION YEAR2026
H-INDEX0

  • Threshold Regression with Errors-in-Variables

    Yiguo SunARTICLEJournal of Business and Economic…2026

    We propose a novel generalized method of moments (GMM) estimator for linear threshold regression models with a mismeasured regressor and an exogenous threshold variable. The estimator addresses a key challenge in empirical applications: identifying model parameters in the absence of valid external instruments for the mismeasured regressor. We establish the consistency and asymptotic normality of the proposed estimator and develop test statistics …

  • Spatial Nexus

    Open AccessMingze Marcellus Li, Thanasis Stengos et al.ARTICLEEmpirical Economics2025

  • Endogenous Kink Threshold Regression

    Jianhan Zhang, Chaoyi Chen et al.ARTICLEJournal of Business and Economic…2025

    This article considers an endogenous kink threshold regression model with an unknown threshold value in a time series as well as a panel data framework, where both the threshold variable and regressors are allowed to be endogenous. We construct our estimators from a nonparametric control function approach and derive the consistency and asymptotic distribution of our proposed estimators. Monte Carlo simulations are used to assess the finite sample…

  • Data-Driven Bandwidth Selection for Nonstationary Semiparametric Models

    Yiguo Sun, Qi LiARTICLEJournal of Business and Economic…2011

    This article extends the asymptotic results of the traditional least squares cross-validatory (CV) bandwidth selection method to semiparametric regression models with nonstationary data. Two main findings are that (a) the CV-selected bandwidth is stochastic even asymptotically and (b) the selected bandwidth based on the local constant method converges to 0 at a different speed than that based on the local linear method. Both findings are in sharp…

  • Efficient Estimation of Semiparametric Equivalence Scales With Evidence From South Africa

    Adonis Yatchew, Yiguo Sun et al.ARTICLEJournal of Business and Economic…2003

    We propose semiparametric procedures for estimation and testing of base-independent equivalence scales. The partial linear index specification permits simultaneous estimation across multiple household types and multiple goods and also the incorporation of continuous and discrete household attributes. Furthermore, asymptotic properties of estimated equivalence scales and tests of base independence are readily obtained. The efficiency gains from th…