Publications

  • Testing specification of distribution in stochastic frontier analysis (with M.-Y. Cheng, S. Wang and L. Xia), Journal of Econometrics, 2024, 105280.

  • A nonparametric panel data model for examining the contribution of tourism to economic growth (with Ergun Dogan), Economic Modelling, 2023, 128, 106487

  • A flexible method for estimating luminosity functions via kernel density estimation - II. Generalization and Python code (with Z. Yuan, J. Wang and X. Cheng), Astrophysical Journal Supplement Series, 2022, 260(10).

  • Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (with H. Shang), Studies in Nonlinear Dynamics & Econometrics, 2022, 26(1), 55-71.

  • Bayesian estimation for a semiparametric nonlinear volatility model (with S. Hu and D.S. Poskitt), Economic Modelling, forthcoming.

  • Hypothesis testing based on a vector of statistics (with Max King and M. Akram), Journal of Econometrics, 2020, 219(2), 425-455.

  • Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel (with B. Liddle and R. Smyth), Energy Economics, 2020, 86, 104681.

  • Bayesian bandwidth selection in nonparametric time-varying coefficient models (with T. Cheng and J. Gao), Journal of Business & Economic Statistics, 2019, 37(1), 1-12.

  • Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model (with A. Hailemariam and R. Smyth), Energy Economics, 2019, 83, 40-51.

  • R&D intensity and carbon emissions in the G7: 1870-2014 (with S. Awaworyi Churchill, J. Inekwe and R. Smyth), Energy Economics, 2019, 80, 30-37.

  • Nonparametric localized bandwidth selection for kernel density estimation (with T. Cheng and J. Gao), Econometric Reviews, 2019, 38(7), 733-762.

  • Estimation of inefficiency in stochastic frontier models: A Bayesian kernel approach (with G. Feng and C. Wang), Journal of Productivity Analysis, 2019, 51(1), 1-19.

  • Nonparametric panel data model for crude oil and stock market prices in net oil importing countries (with P. Silvapulle, R. Smyth and J.-P. Fenech), Energy Economics, 2017, 67, 255-267.

  • Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors (with Max King and H.L. Shang), Econometrics, 2016, 4(2), 24.

  • A semiparametric approach to mortality modeling (with Han Li and Colin O'Hare), Insurance: Mathematics and Economics, 2015, 61, 264-270.

  • Bayesian approaches to nonparametric estimation of densities on the unit interval (with Song Li, Mervyn Silvapulle and Param Silvapulle), Econometric Reviews, 2015, 34(3), 394-412.

  • A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (with Max King and H.L. Shang), Computational Statistics & Data Analysis, 2014, 78, 218-234.

  • Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (with Shuowen Hu and Don Poskitt), Computational Statistics & Data Analysis, 2012, 56, 732-740.

  • A Bayesian approach to parameter estimation for kernel density estimation via transformations (with Qing Liu, David Pitt and Xueyuan Wu), Annals of Actuarial Science, 2011, 5(2), 181-193 (download).

  • A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (with Robert Brooks and Max King), Journal of Econometrics, 2009, 153, 21-32 (R Package).

  • A Bayesian approach to bandwidth selection for multivariate kernel density estimation (with Max King and Rob Hyndman), Computational Statistics and Data Analysis, 2006, 50, 3009-3031 [among the top 25 hottest articles within the journal during June and September quarters, 2006].

Papers submitted or work in progress