Yiguo Sun

University of Guelph — Canada

Mathematics · Physical Sciences

21h-index1.4kcitations108works0.92yr avg
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Research Topics

Statistical Methods and Inference(23), Spatial and Panel Data Analysis(22), Market Dynamics and Volatility(16), Monetary Policy and Economic Impact(15), Financial Risk and Volatility Modeling(14)

Publications108 total

Threshold MIDAS Forecasting of Canadian Inflation Rate
Journal of Forecasting·2025Open Access
Spatial Nexus: Natural Resources and Economic Growth
Empirical Economics·2025· 1 cited
Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective
Journal of Financial Stability·2025· 2 citedOpen Access
Social Curves: A Spatial Functional Regression Approach
SSRN Electronic Journal·2025Open Access
Endogenous Kink Threshold Regression
Journal of Business and Economic Statistics·2024· 4 cited
Exploring inflation dynamics in Canada: A threshold vector autoregressive approach
The Journal of Economic Asymmetries·2024· 3 citedOpen Access
Semiparametric spatial autoregressive models with nonlinear endogeneity
Econometric Reviews·2024· 1 citedOpen Access
Smoothed gradient least squares estimator for linear threshold models
Econometric Reviews·2024
Efficient Estimation in Varying Coefficient Panel Data Model with Different Smoothing Variables and Fixed Effects
Advances in econometrics·2024· 1 cited
Spatial spillovers in trade agreement memberships: Does institutional proximity matter?
Review of International Economics·2024· 3 citedOpen Access
Spatial Nexus: Natural Resources and Economic Growth
SSRN Electronic Journal·2024Open Access
Continuity Testing for Threshold Regression Models
SSRN Electronic Journal·2024Open Access
Endogenous Kink Threshold Regression
SSRN Electronic Journal·2024· 2 citedOpen Access
Idiosyncratic Contagion between Etfs and Stocks:A High Dimensional Network Perspective
SSRN Electronic Journal·2024· 1 citedOpen Access
Do Etfs Enhance Stock Market Efficiency?  Evidence from a High Dimensional Financial Network Perspective
SSRN Electronic Journal·2024Open Access
Continuity Testing for Threshold Regression Models
SSRN Electronic Journal·2024Open Access
Nonparametric Models with Random Effects
Advanced studies in theoretical and applied econometrics·2024· 1 cited
Illiquidity Premiums in International Corporate Bond Markets
SSRN Electronic Journal·2024Open Access
Spatial Nexus: Renewable and Nonrenewable Energy Consumption and CO 2 Emissions
SSRN Electronic Journal·2024Open Access
Spatial Nexus:  Renewable and Nonrenewable Energy Consumption and Co2 Emissions
SSRN Electronic Journal·2024Open Access
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Frequent Co-authors

Thanasis Stengos(7), Qi Li(5), Xiaoxiang Zheng(4), Donglin Bai(4), Xiaoxiang Zheng(4), Emir Malikov(3), Hui Xiao(3), Tongle Deng(2), Rong Kuang(2), Na Lu(2), Ming Yan(2), Zongwu Cai(2), Xiaoling Tong(2), Shunsheng Guo(2), Cuixiang Li(2), Ge Yang(2), Shujie Yue(2), Chêng Hsiao(2), Ximing Wu(2), Raymond J. Carroll(1)